| 期刊論文1. | Dennis, P. J.、Strickland, D.(2002)。Who Blinks in Volatile Markets, Individuals or Institutions?。Journal of Finance,57(5),1923-1949。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Ahn, H.、Cai, J.、Cheung, Y. L.(2005)。Price Clustering on the Limit-order Book: Evidence from the Stock Exchange of Hong Kong。Journal of Financial Markets,8(4),421-451。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | O'Neill, M.、Swisher, J.(2003)。Institutional Investors and Information Asymmetry: An Event Study of Self-tender Offers。Financial Review,38,197-211。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Glosten, L. R.(1994)。Is the Electronic Open Limit Order Book Inevitable。Journal of Finance,49(4),1127-1162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Lin, Ji-Chai、Sanger, Gary C.、Booth, Geoffrey G.(1995)。Trade size and components of the bid-ask spread。Review of Financial Studies,8(4),1153-1183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Khorana, Ajay(1996)。Top Management Turnover: An Empirical Investigation of Mutual Fund Managers。Journal of Financial Economics,40(3),403-427。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Chan, Louis K. C.、Lakonishok, Josef(1995)。The Behavior of Stock Prices around Institutional Trades。The Journal of Finance,50(4),1147-1174。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Choe, H.、Ahn, H. J.、Cao, C. Q.(1996)。Tick Size, Spread and Volume。Journal of Financial Intermediation,5(1),2-22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Ahn, H. J.、Cao, C. Q.、Choe, H.(1998)。Decimalization and Competition among Stock Markets--Evidence from the Toronto Stock Exchange Cross-listed Securities。Journal of Financial Markets,1(1),51-87。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Bacidore, J.(1997)。The Impact of Decimialization on Market Quality: An Empirical Investigation of the Toronto Stock Exhang。Journal of Financial Intermediation,6,92-120。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Goldstein, M.、Kavajecz, K.(2000)。Eighths, Sixteenths, and Market Depth--Changes in Tick Size and Liquidity Provision on the NYSE。Journal of Financial Economics,56(1),125-149。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Jones, C.、Lipson, M.(2001)。Sixteenths--Direct Evidence on Institutional Trading Costs。Journal of Financial Economics,59(2),253-278。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategies Specialist。Review of Financial Studies,10,103-150。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Harris, L. E.、Panchapagesan, V.(2005)。The Information Content of the Limit Order Book: Evidence from NYSE Specialist Trading Decisions。Journal of Financial Markets,8(1),25-67。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Brockman, P.、Chung, D. Y.(1999)。An analysis of depth behavior in an electronic, orderdriven environment。Journal of Banking & Finance,23(12),1861-1886。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | Bessembinder, H.(2003)。Trade Execution Costs and Market Quality after Decimalization。Journal of Financial and Quantitative Analysis,38(4),747-777。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Harris, Lawrence(1998)。Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems。Financial Market, Institutions and Instruments,7(2),1-76。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 18. | Zeng ,Yao-Hui, Chen, Wen-Lian,、Yu,Pei-Chi.(2005)。Reflection on tick-size of Taiwan security exchange and an empiricalanalysis on its adjustment。Journal of Security Trading Statistics,521:,4-30。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 19. | Bacidore, J. M., Battalio, R. H.,、Jennings, R. H.(2003)。Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exch。Journal of Financial Markets,6 (3):,337-362。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 20. | Battalio, R. H., Hatch, B.,、Jennings, R. H.(2003)。All else equal? A multidimensional analysis of retail, market order execution quality。Journal of Financial Markets,6 (2):,143-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 21. | Boehmer, E., Jennings, R. H.,、Wei, L.(2007)。Public disclosure and private decisions Equity market execution quality and order routing。Review of Financial Studies,20 (2):,315-358。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 22. | Chakravarty, S.(2001)。Which traders' trades move stock prices?。Journal of Financial Economics,61 (2):,289-307。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 23. | Copeland, T. E.,、Galai, D.(1983)。Information effects of the bid-ask spread。Journal of Finance,38 (5):,1457-1469。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 24. | Edwards, A. K.,、Harris, J. H.(2000)。Stepping ahead of the book。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 25. | Harris, L. E.(1994)。Minimum price variations, discrete bid-ask spreads, and quotation sizes。Review of Financial Studies,7 (1):,149-178。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 26. | Huson, M., Kim, Y.,、Mehrotra, V.(1997)。Decimal quotes, market quality, and competition for order flow: Evidence from the Toronto Stock Exchange。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 27. | Kavajecz, K. A.(1999)。The specialist's quoted depth and the limit order book。Journal of Finance,54 (2):,747-771。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 28. | O'Connell V.(1997)。Conversion to decimal system in stocks could prove a boon to small investors。Wall Street Journal,June 6,C1。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 29. | Peake, J. W.(1995)。Brother can you spare a dime: Let's decimalize U.S. equity markets. In R.A. Schwartz (Ed.)。Global equity markets: Technological, competitive, and regulatory challenges,302-339。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 30. | Perold, A. F.(1988)。The implementation shortfall: Paper versus reality。Journal of Portfolio Management,14 (3):,4-9。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 31. | Peterson, M.,、Sirri, E.(2002)。Order submission strategy and the curious case of marketable limit orders。Journal of Financial and Quantitative Analysis,37 (2):,221-241。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 32. | Porter, D.,、Weaver, D.(1997)。Decimalization and market quality。Financial Management,26 (1):,5-26。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 33. | Ready, M. J.(1999)。The specialist's discretion: Stopped orders and price improvement。Review of Financial Studies,12 (5):,1075-1112。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 34. | Ronen, T.,、Weaver, D. G.(2001)。'Teenies' anyone?。Journal of Financial Markets,4 (3):,231-260。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Amihud, Y.,、Mendelson, H.(1991)。Option market integration: An evaluation。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Bacidore, J. M., Battalio, R. H., Jennings, R. H.,、Farkas, S.(2001)。Changes in order characteristics, displayed liquidity, and execution quality on the New York Stock Exchange around the switch to decimal pricing。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Battalio, R. H.,、Jennings, R. H.(2001)。Getting Pennied : The effect of decimalization on traders' willingness to lean on the limit order book at the New York Stock Exchange。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Boehmer, K.,、Kelly, E.(2005)。Institutional investors and informational efficiency of prices。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Chan, C. K.,、Hwang, C.(2001)。The impact of tick size on the quality of a pure orderdriven market: Evidence from the Stock Exchange of Hong Kong。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Harris, L. E.(1997)。Decimalization: A review of the arguments and evidence。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Harris, L. E.(1999)。Trading in pennies: A survey of the issues。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Rock, K.(1996)。The specialist's order book and price anomalies。Working paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |
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