共 11 条
[1]
Endogenous Changes in the Minimum Tick:An Analysis of Nasdaq Securities Trading Near Ten Dollars. Bessembinder H. . 1997
[2]
Tick size,share prices,and stock splits. Angel,James J. The Journal of Finance . 1997
[3]
Why Do Stocks Split? The Optimal tick size and Preferred Price Range Hypotheses. Schultz,P.H. The Journal of Finance . 1999
[4]
Minimum Price Variations, Discrete Bid/Ask Spreads and Quotation Size. Harris Lawrence. The Review of Financial Studies . 1994
[5]
On the Existence of an Optimal tick size: Comment. Harris,Lawrence. The Review of Futures .
[6]
Market Making, the Tick Size, and Payment-For-Order-Flow: Theory and Evidence. Chordia,T. Journal of Business . 1995
[7]
Decimal Trading and Market Impact: The NASDAQ Experience. Chakravarty, S,Harris, L,Wood, R. . 2001
[8]
The Effect of Decimal Trading on Market Liquidity. Chakravarty, S.,Wood, R. . 2000
[9]
LIQUIDITY AND TICK SIZE: DOES DECIMALIZATION MATTER?[J] . Greg MacKinnon,Howard Nemiroff.  Journal of Financial Research . 1999 (3)
[10]
Nemiroff, 1999, Liquidity and tick size: Does decimalization matter. MacKinnon,G.and H. The Journal of Financial Research .