@article {Levin:May 1999:1386-4181:179, author = "Levin E.J.", author = "Wright R.E.", title = "Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note", journal = "Journal of Financial Markets", volume = "2", year = "May 1999", abstract = "", pages = "179-191(13)", url = "http://www.ingentaconnect.com/content/els/13864181/1999/00000002/00000002/art00009" doi = "doi:10.1016/S1386-4181(98)00009-3" }