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T een ies anyone?. R onen T,W eaver D. Journa lof F inanc ia lM arkets . 2001
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E igh ths s ix teen ths andm arket depth:changes in tick s ize and liqu id ityprov is ion on the NY SE. G o ldste in M,K ava jecz K. Journa l of F inanc ia lE conom ics . 2000
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D ec im a lization andcom petition am ong exchanges:ev idence from theT oron to S tock Exchange cross-listed securities. A hn H,C ao C,Choe H. Journa l of F inanc ia l M arkets . 1998
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M in im um price variations,d iscrete b id-ask spreads,and quotations s izes. H arris L. R ev iew ofF inanc ia l S tud ies . 1994
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T ick s ize,b id-ask spreads andm arket structure. Huang R,S to ll H. . 1999
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NA SDAQ m arket structureand spread patterns. K ande l E,M arx L. Journa l of F inanc ia lE conom ics . 1997
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O rderpreferenc ing and m arket qua lity on NA SDAQbefore and after D ec im a lization. Chung K,Chuw onganan t K,M cCorm ickc D. Journa l ofF inanc ia l E conom ics . 2004
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O rder H and ling R u les,tickS ize,and the in traday pattern of b id-ask spreads forN asdaq stocks. Chung K,V an N ess R. Journa l of F inanc ia l M arkets . 2001
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M arketm icrostructure:a survey of m icrofoundations,em p irica l resu lts,and po licy im p lications. B ia is B,G losten L,Spatt C. Journa l of F inanc ia lM arket . 2005