@article {1969261,
	title = {Performance of Stoll{\textquoteright}s Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data},
	journal = {Journal of Financial Research},
	volume = {29},
	year = {1996},
	month = {1996},
	pages = {459-476},
	keywords = {Finance},
	author = {Brooks,Raymond and Masson,Jean}
}