@article{davilaparlatore2021tradingcosts,
  author  = {D{\'a}vila, Eduardo and Parlatore, Cecilia},
  journal = {The Journal of Finance},
  title   = {Trading Costs and Informational Efficiency},
  year    = {2021},
  number  = {3},
  pages   = {1471--1539},
  volume  = {76}
}