R.  Brooks, Patel, A., and Su, T., ?How the Equity Market Responds to Unanticipated Events?, Journal of Business, vol. 76, no. 1, pp. 109-133, 2003.

R.  Brooks, Park, J., and Su, T., ?Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressure?, Quarterly Review of Economics and Finance, vol. 39, no. 2, pp. 303-316, 1999.

R.  Brooks and Su, T., ?A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening?, Journal of Financial and Quantitative Analysis, vol. 32, no. 4, pp. 525-540, 1997.