1Angel,J.,1997,Tick size,Share Prices and Stock Splits,Journal of Finance,p 655-681.
2Bessembinder,H.,Endogenous Changes in the Minimum Tick:An Analysis of Nasdaq Securities Trading Near Ten Dollars,Arizona State University,November 1997.
3Chakravarty,S.and Wood,R.,The Effect of Decimal Trading on Market Liquidity,working paper(2000).
4Chakravarty,S.Harris,L.And Wood,R.,Decimal Trading and Market Impact:The NASDAQ Experience,working paper(2001).
5Chordia,T.,Market Making,the Tick Size,and Payment-For-Order-Flow:Theory and Evidence,Journal of Business,October 1995.
6Harris,Lawrence,On the Existence of an Optimal tick size:Comment,The Review of Futures Markets,v.10 no.1,May 1992,73-74.
7Harris,Lawrence,Minimum Price Variations,Discrete Bid/Ask Spreads and Quotation Size,The Review of Financial Studies,spring 1994,Volume 7,Number 1,p149-178.
8MacKinnon,G.and H.Nemiroff,1999,Liquidity and tick size:Does decimalization matter?,The Journal of Financial Research,287-299
9Porter,David C.and Daniel G.Weaver,tick size and Market Quality,Financial Management,winter 1997,Vol.26,No.4,p.5-26.
10Schultz,P.H.,1999,Why Do Stocks Split?The Optimal tick size and Preferred Price Range Hypotheses,Journal of Finance,forthcoming.