@misc{BeltranLopezGrammigMenkveld2011,
  author    = {H{\´e}lena Beltran-Lopez and Joachim G. Grammig and Albert J. Menkveld},
  title     = {Limit order books and trade informativeness},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2011,09},
  number    = {Version January 30, 2011},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2011, 09},
  type      = {workingpaper},
  pages     = {37},
  year        = {2011},
}