1. J. Bacidore, R. Battalio, and R. Jennings , 2001 , Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange , NYSE working paper.
2. J. Bacidore, R. Battalio, and R. Jennings , 2001 , Changes in order characteristics, displayed liquidity, and execution quality on the New York Stock Exchange around the switch to decimal pricing , Working paper, Indiana University.
3. Quotes, Order Flow, and Price Discovery