Xetra efficiency evaluation and NASDAQ modelling by KapSyn. - Otto Loistl; Bernd Schossmann; Olaf Vetter (Eur. J. Oper. Res., 2001)

Tick size and spreads: The case of Nasdaq's decimalization. - Otto Loistl; Bernd Schossmann; Alexander Veverka (Eur. J. Oper. Res., 2004)