//-->
Price discovery in auction markets : a look inside the black box
Madhavan, Ananth Narayan, (2000)
Factbook / New York Stock Exchange
(1956)
Stock splits and stock returns for Nasdaq stocks : the effects of investor trading and bid-ask spreads on ex-date returns
Grinblatt, Mark, (2000)
Market vs. Limit Orders : The Superdot Evidence on Order Submission Strategy
Harris, Lawrence E., (2008)
Circuit breakers and program trading limits : the lessons learned
Harris, Lawrence E., (1998)
Cross-security tests of the mixture of distributions hypothesis
Harris, Lawrence E., (1986)