CHEO (Childrens Hospital of Eastern Ontario) has done research on this and have this video posted:
http://www.cheo.on.ca/en/BeSweet2Babies
I have found that skin to skin and breastfeeding, or sucrose for a non latching infant makes all the difference in taking blood samples, and I rarely have a baby cry during the procedure. I also witness extreme stress in babies who are not skin to skin, breastfeeding or not given sucrose when blood samples are taken.
Hope the website answers some of your questions regarding this,
Sonya
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