期刊論文| 1. | Grossman, Sanford J.、Miller, Merton H.、Cone, Kenneth R.、Fischel, Daniel R.、Ross, David J.(1997)。Clustering and Competition in Asset Markets。Journal of Law and Economics，40(1)，23-60。   |
| 2. | Ball, Clifford A.、Torous, Walter N.、Tschoegl, Adrian E.(1985)。The Degree of Price Resolution: The Case of the Gold Market。Journal of Futures Markets，5，29-43。 |
| 3. | Barclay, M.(1997)。Bid-Ask Spreads and the Avoidance of Odd-Eighth Quotes on NASDAQ: An Examination of Exchange Listings。Journal of Financial Economics，45(1)，35-60。 |
| 4. | Chung, K. H.、Van Ness, B.、Van Ness, R.(2001)。Can the Treatment of Limit Orders Reconcile the Difference in Trading Costs between NYSE and NASDAQ Issues?。Journal of Financial & Quantitative Analysis，36，267-286。 |
| 5. | Chung, K. H.、Chuwonganant, C.(2002)。Tick Size and Quote Revisions on the NYSE。Journal of Financial Markets，5(4)，391-410。 |
| 6. | Chung, K. H.、Kim, K. A.、Kitsabunnarat, P.(2005)。Liquidity and Quote Clustering in a Market with Multiple Tick Sizes。Journal of Financial Research，28(2)，177-195。 |
| 7. | Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategic Specialist。Review of Financial Studies，10(1)，103-150。 |
| 8. | Christie, William G.、Schultz, Paul H.(1994)。Why Do NASDAQ Market Makers Avoid Odd-eighth Quotes?。The Journal of Finance，49(5)，1813-1840。 |
| 9. | Kandel, E.、Marx, L. M.(1997)。Nasdaq market structure and spread patterns。Journal of Financial Economics，45(1)，61-89。 |
| 10. | Choe, H.、Ahn, H. J.、Cao, C. Q.(1996)。Tick Size, Spread and Volume。Journal of Financial Intermediation，5(1)，2-22。 |
| 11. | Kim, Kenneth A.、Rhee, S. Ghon(1997)。Price Limit Performance: Evidence From the Tokyo Stock Exchange。Journal of Finance，52(2)，885-901。 |
| 12. | Harris, L.(1991)。Stock price clustering and discreteness。Review of Financial Studies，4，389-415。 |
| 13. | Porter, D. C.、Weaver, D. G.(1997)。Tick Size and Market Quality。Financial Management，26(4)，5-26。 |
| 14. | Harris, L.(1994)。Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes。Review of Financial Studies，7(1)，149-178。 |
| 15. | Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics，19(1)，69-90。 |
| 16. | Osborne, M. F. M.(1962)。Periodic structure in the Brownian motion of stock prices。Operations Research，10(3)，345-379。 |
| 17. | Hameed, A.、Terry, E.(1998)。The Effect of Tick Size on Price Clustering and Trading Volume。Journal of Business Finance and Accounting，25，849-867。 |
| 18. | Christie, W. G.、Harris, J. H.、Schultz, P. H.(1994)。Why Did NASDAQ Market Makers Stop Avoiding Odd-eighth Quotes?。Journal of Finance，49(5)，1841-1860。 |
| 19. | Chung, K. H.、Charoenwong, C.、Ding, D. K.(2004)。Penny pricing and the components of spread and depth changes。Journal of Banking & Finance，28(12)，2981-3007。 |