@misc{AitkenCummingZhan2013,
  author    = {Michael Aitken and Douglas J. Cumming and Feng Zhan},
  title     = {High frequency trading and end-of-day price dislocation : [Version 28 Oktober 2013]},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2002,16},
  number    = {Version 28 Oktober 2013},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2013, 16},
  type      = {workingpaper},
  year        = {2013},
}