@misc{CantoKraeussl2007,
  author    = {Bea Canto and Roman Kr{\"a}ussl},
  title     = {Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2007,20},
  number    = {March 15, 2007},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2007, 20},
  type      = {workingpaper},
  year        = {2007},
}