@article {1969271,
	title = {A Bias in Closing Prices: The Case of the When Issued Anomaly},
	journal = {Journal of Financial and Quantitative Analysis},
	volume = {30},
	year = {1995},
	month = {1995},
	pages = {441-454},
	keywords = {Finance},
	author = {Brooks,Raymond and Chiou,Shur-Nuann}
}
