Ahn, 1996, Journal of Financial Intermediation, 5, 2, 10.1006/jfin.1996.0002
Ahn, 1998, Journal of Financial Markets, 1, 51, 10.1016/S1386-4181(97)00002-5
Aitken, 1995, ASX Perspective (Australian Stock Exchange, 41
Aitken, 1996, Pacific Basin Finance Journal, 4, 297, 10.1016/0927-538X(96)00016-9
Anshuman, 1998, Review of Financial Studies, 11, 81, 10.1093/rfs/11.1.81
ap Gwilym, 1998a, Journal of International Financial Markets, Institutions and Money, 8, 377, 10.1016/S1042-4431(98)00045-6
ap Gwilym, 1998b, Journal of Banking and Finance, 22, 1193, 10.1016/S0378-4266(98)00054-5
ap Gwilym, 2002, Journal of International Financial Markets, Institutions and Money, 12, 81, 10.1016/S1042-4431(01)00047-6
Bacidore, 1997, Journal of Financial Intermediation, 6, 92, 10.1006/jfin.1997.0213
Bacidore, 2001, Journal of Banking and Finance, 25, 829, 10.1016/S0378-4266(00)00101-1
& (2001). Changes in order characteristics, displayed liquidity, and execution quality on the New York Stock Exchange around the switch to decimal pricing. NYSE Working paper 2001-02.
Bollen, 1998, Journal of Portfolio Management, 25, 10, 10.3905/jpm.1998.10
Brown, 1991, Review of Futures Markets, 10, 50
& (1997). The econometrics of financial markets. Princeton, NJ: Princeton University Press.
& (2001). Decimal trading and market impact. Working paper, University of Memphis.
Christie, 1994, Journal of Finance, 49, 1813, 10.1111/j.1540-6261.1994.tb04782.x
Goldstein, 2000, Journal of Financial Economics, 56, 12, 10.1016/S0304-405X(99)00061-6
Grossman, 1997, Journal of Law and Economics, 40, 23, 10.1086/467365
Hameed, 1998, Journal of Business Finance and Accounting, 25, 849, 10.1111/1468-5957.00216
Harris, 1991a, Review of Futures Markets, 10, 73
Harris, 1991b, Review of Financial Studies, 4, 389, 10.1093/rfs/4.3.389
Harris, 1994, Review of Financial Studies, Spring, 149, 10.1093/rfs/7.1.149
(1997). Decimalization: A review of the arguments and evidence. Working paper, University of Southern California.
(2001). Getting ?Pennied?: The effect of decimalization on traders' willingness to lean on the limit order book at the New York Stock Exchange. NYSE Working paper 2001-01.
Jones, 2001, Journal of Financial Economics, 59, 253, 10.1016/S0304-405X(00)00087-8
Lau, 1995, Pacific-Basin Finance Journal, 3, 485, 10.1016/0927-538X(95)00019-H
Petersen, 1994, Journal of Financial Economics, 35, 269, 10.1016/0304-405X(94)90034-5
Porter, 1997, Financial Management, 26, 5, 10.2307/3666124
Seppi, 1997, Review of Financial Studies, 10, 103, 10.1093/rfs/10.1.103
(1989). Applied nonparametric statistical methods. London: Chapman and Hall.
Van Ness, 2000, Review of Quantitative Finance and Accounting, 15, 153, 10.1023/A:1008369114062