Otto Loistl, Bernd Schossmann, Alexander Veverka. Tick size and spreads: The case of Nasdaq s decimalization. European Journal of Operational Research, 155(2):317-334, 2004. [doi]
@article{LoistlSV04,
title = {Tick size and spreads: The case of Nasdaq s decimalization},
author = {Otto Loistl and Bernd Schossmann and Alexander Veverka},
year = {2004},
doi = {10.1016/S0377-2217(03)00089-4},
url = {http://dx.doi.org/10.1016/S0377-2217(03)00089-4},
researchr = {https://researchr.org/publication/LoistlSV04},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {155},
number = {2},
pages = {317-334},
}