@Article{davilaparlatore2020tradingcosts,
  Title                    = {Trading Costs and Informational Efficiency},
  Author                   = {D{\'a}vila, Eduardo and Parlatore, Cecilia},
  Journal                  = {The Journal of Finance},
  Year                     = {2021},
  Volume                   = {76(3)},
  Pages                    = {1471-1539},
}