@article {Kalay_2004,
	title = {Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE},
	journal = {Journal of Financial Economics},
	volume = {74},
	number = {3},
	year = {2004},
	pages = {461{\textendash}486},
	publisher = {Elsevier BV},
	issn = {0304-405X},
	doi = {10.1016/j.jfineco.2003.09.004},
	url = {http://dx.doi.org/10.1016/j.jfineco.2003.09.004},
	author = {Kalay, Avner and Sade, Orly and Wohl, Avi}
}
