BibTex format
@article{Awartani:2009:10.1198/jbes.2009.0018,
author = {Awartani, B and Corradi, V and Distaso, W},
doi = {10.1198/jbes.2009.0018},
journal = {JOURNAL OF BUSINESS & ECONOMIC STATISTICS},
pages = {251--265},
title = {Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks},
url = {http://dx.doi.org/10.1198/jbes.2009.0018},
volume = {27},
year = {2009}
}