@misc{FreySandas2008,
  author    = {Stefan Frey and Patrik Sandas},
  title     = {The impact of hidden liquidity in limit order books},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,48},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 48},
  type      = {workingpaper},
  year        = {2008},
}