Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion S. Ghon Rhee; Feng Wu Journal of Financial Markets 2012 15(2), 258-285 open access
Primary market characteristics and secondary market frictions of stocks Rodney Boehme; Gönül Çolak Journal of Financial Markets 2012 15(2), 286-327 open access
An improved test for statistical arbitrage Robert A. Jarrow; Melvyn Teo; Yiu Kuen Tse; Mitch Warachka Journal of Financial Markets 2012 15(1), 47-80 open access