@misc{GrammigTheissenWuensche2011,
  author    = {Joachim G. Grammig and Erik Theissen and Oliver W{\"u}nsche},
  title     = {Time and the price impact of a trade: a structural approach},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2011,08},
  number    = {Version Febuary 9, 2011},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2011, 08},
  type      = {workingpaper},
  pages     = {37},
  year        = {2011},
}