@inbook{NBERc11365,
 Crossref = "NBERfran96-1",
 title = "Foreign Exchange Volume: Sound and Fury Signifying Nothing?",
 author = "Richard K. Lyons",
 BookTitle = "The Microstructure of Foreign Exchange Markets",
 Publisher = "University of Chicago Press",
 pages = "183-208",
 year = "1996",
 month = "January",
 URL = "http://www.nber.org/chapters/c11365",
}
@book{NBERfran96-1,
 title = "The Microstructure of Foreign Exchange Markets",
 author = "Jeffrey A. Frankel and Giampaolo Galli and Alberto Giovannini",
 institution = "National Bureau of Economic Research",
 type = "Book",
 publisher = "University of Chicago Press",
 year = "1996",
 URL = "http://www.nber.org/books/fran96-1",
}