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Penny pricing and the components of spread and depth changes

, , and . Journal of Banking & Finance, 28 (12): 2981--3007 (December 2004)

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Investment opportunities and market reaction to capital expenditure decisions, , and . Journal of Banking & Finance, 22 (1): 41--60 (January 1998)Penny pricing and the components of spread and depth changes, , and . Journal of Banking & Finance, 28 (12): 2981--3007 (December 2004)Liquidity distribution in the limit order book on the stock exchange of Thailand, , and . International Review of Financial Analysis, 17 (2): 291--311 (2008)Prospect theory, analyst forecasts, and stock returns, , and . Journal of Multinational Financial Management, 14 (4-5): 425--442 (00 2004)