Thomas H. McInish : Citation Profile


Are you Thomas H. McInish?

University of Memphis

15

H index

22

i10 index

1056

Citations

RESEARCH PRODUCTION:

75

Articles

3

Chapters

RESEARCH ACTIVITY:

   36 years (1980 - 2016). See details.
   Cites by year: 29
   Journals where Thomas H. McInish has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 21 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc98
   Updated: 2019-10-15    RAS profile: 2017-02-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas H. McInish.

Is cited by:

PASCUAL, ROBERTO (11)

Theissen, Erik (10)

Girardi, Alessandro (9)

Frijns, Bart (9)

Watkins, Clinton (9)

Iwatsubo, Kentaro (9)

Bollerslev, Tim (8)

Ito, Takatoshi (8)

Hansen, Peter (7)

Gau, Yin-Feng (7)

Shephard, Neil (7)

Cites to:

Easley, David (13)

Foucault, Thierry (10)

Stoll, Hans (9)

Madhavan, Ananth (8)

French, Kenneth (8)

Shoesmith, Gary (7)

Campbell, John (7)

Christie, William (7)

Lee, Charles (7)

Keim, Donald (7)

Hamao, Yasushi (6)

Main data


Where Thomas H. McInish has published?


Journals with more than one article published# docs
The Financial Review10
Journal of Financial Research9
Journal of Banking & Finance9
Journal of Financial Markets5
Pacific-Basin Finance Journal5
Journal of International Financial Markets, Institutions and Money5
Review of Quantitative Finance and Accounting3
Journal of Finance3
Journal of Economic Psychology2
International Review of Financial Analysis2
Journal of Multinational Financial Management2
Journal of Financial Economics2
Journal of Financial and Quantitative Analysis2

Recent works citing Thomas H. McInish (2018 and 2017)


YearTitle of citing document
2017Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Podolskij, Mark ; Hounyo, Ulrich ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2017-30.

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2017Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective. (2017). Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:1:p:87-102.

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2017Risk Preferences and the Pace of Climate Smart Technology Adoption: A Duration Model Approach from India. (2017). Shupp, Robert ; Maredia, Mywish ; Ray, Mukesh K. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258255.

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2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

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2018Do Smaller States Lead to More Development? Evidence from Splitting of Large States in India.. (2018). Maredia, Mywish ; Ray, M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277181.

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2018Risk Preferences and Climate Smart Technology Adoption: A Duration Model Approach for India. (2018). Shupp, Robert ; Maredia, Mywish ; Ray, M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277502.

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2017Generalized Optimal Liquidation Problems Across Multiple Trading Venues. (2017). Siu, Tak Kuen ; Yang, Qing-Qing ; Gu, Jia-Wen ; Ching, Wai-Ki. In: Papers. RePEc:arx:papers:1607.04553.

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2018Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Hayashi, Takaki ; Koike, Yuta. In: Papers. RePEc:arx:papers:1708.03992.

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2017Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets. (2017). serra, teresa ; Garcia, Philip ; Hu, Zhepeng ; Mallory, Mindy. In: Papers. RePEc:arx:papers:1711.03506.

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2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Lu, Shan ; Wang, Huiwen ; Zhao, Jichang. In: Papers. RePEc:arx:papers:1802.01143.

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2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Measuring the effectiveness of volatility call auctions. (2017). Castro Iragorri, Carlos ; Agudelo, Diego ; Preciado, Sergio. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:015498.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016943.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego ; Preciado, Sergio ; Castro, Carlos. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016988.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2017Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior. (2017). Ivanov, Stoyu . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00221.

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2017Trading Volume Levels and Stock Returns: Empirical Behavioral Analysis. (2017). Moatemri, Ouarda ; El-Bori, Abdelfeteh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-84.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2018Play fair! Innovating internal self-regulation in the market for profit. (2018). Stimel, Derek ; Sekerka, Leslie E. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:1:p:115-124.

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2018Income inequality, poverty, and the liquidity of stock markets. (2018). Blau, Benjamin. In: Journal of Development Economics. RePEc:eee:deveco:v:130:y:2018:i:c:p:113-126.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2017Price clustering in Bitcoin. (2017). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2017Positive semidefinite integrated covariance estimation, factorizations and asynchronicity. (2017). Quaedvlieg, Rogier ; Laurent, Sébastien ; Lunde, Asger ; Boudt, Kris ; Sauri, Orimar . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:347-367.

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2018Designating market maker behaviour in limit order book markets. (2018). Panayi, Efstathios ; Zigrand, Jean-Pierre ; Danielsson, Jon ; Peters, Gareth W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:20-44.

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2017Intraday volatility and the implementation of a closing call auction at Borsa Istanbul. (2017). Inci, Can A ; Ozenbas, Deniz . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:79-89.

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2019Flight-to-liquidity: Evidence from Chinas stock market. (2019). Li, Yingxiang ; Zhang, Teng. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:159-181.

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2017The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2019Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions. (2019). Wei, Hui-Shan ; Shiu, Cheng-Yi ; Chen, Hung-Ling . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:93-112.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2017Information content of analyst recommendations in the banking industry. (2017). Garcia-Feijoo, Luis ; Madura, Jeff ; Premti, Arjan . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:35-47.

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2017Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2018Why are older investors less willing to take financial risks?. (2018). Brooks, Chris ; Money, Kevin ; Hillenbrand, Carola ; Sangiorgi, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:52-72.

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2018Do ETFs lead the price moves? Evidence from the major US markets. (2018). Buckle, Mike ; Tong, Chen ; Guo, Qian ; Chen, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:91-103.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2017Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum. (2017). Ben Sita, Bernard. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:137-146.

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2018Exploring the Persistent Behavior of Financial Markets. (2018). Tsai, Yi-Cheng ; Wang, Chuan-Ju ; Ho, Jan-Ming ; Wu, Chung-Shu ; Cheung, William ; Lei, Chin-Laung. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:199-220.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2017Intraday price discovery in fragmented markets. (2017). van der Wel, Michel ; Ozturk, Sait ; van Dijk, Dick. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:28-48.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2017Short on drugs: Short selling during the drug development process. (2017). Berkman, Henk ; Eugster, Marco . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:102-123.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2017Time-varying conditional discrete jumps in emerging African equity markets. (2017). Kuttu, Saint. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:35-54.

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2017National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2018Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2019Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity. (2019). Roseman, Brian S ; Griffith, Todd G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:104-121.

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20171-share orders and trades. (2017). Davis, Ryan L ; van Ness, Robert ; Roseman, Brian S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:109-117.

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2017Human vs. high-frequency traders, penny jumping, and tick size. (2017). Mahmoodzadeh, Soheil ; Genay, Ramazan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:69-82.

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2018Evaluating VPIN as a trigger for single-stock circuit breakers. (2018). Abad, David ; Pascual, Roberto ; Massot, Magdalena. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:21-36.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2018Distilling liquidity costs from limit order books. (2018). Amaya, Diego ; Roch, Alexandre F ; Okou, Cedric ; Filbien, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:16-34.

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2018Round-number biases and informed trading in global markets. (2018). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:105-117.

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2017Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534.

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2017Designated market makers still matter: Evidence from two natural experiments. (2017). Clark-Joseph, Adam D ; Zi, Chao ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:652-667.

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2019Information and trading targets in a dynamic market equilibrium. (2019). Choi, Jin Hyuk ; Seppi, Duane J ; Larsen, Kasper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:22-49.

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2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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2018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

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2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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2017Gender differences in financial risk tolerance. (2017). Fisher, Patti J ; Yao, Rui. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:61:y:2017:i:c:p:191-202.

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2018The roles of the information environment and the stock price performance of foreign firms in their decision to delist from U.S. exchanges. (2018). Cai, Kelly ; Valero, Magali ; Lee, Hei Wai . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:1-13.

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2017Impact of short selling restrictions on informed momentum trading: Australian evidence. (2017). Leung, Henry ; Gao, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:103-115.

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2017The information content of special orders. (2017). Lajbcygier, Paul ; Duong, Huu Nhan ; Vu, Van Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:68-81.

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2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence. (2018). Marshall, Ben ; Anderson, Hamish D. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:164-199.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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2019The heterogeneous impact of liquidity on volatility in Chinese stock index futures market. (2019). Xu, Yanyan ; Qiao, Gaoxiu ; Ma, Feng ; Huang, Dengshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:73-85.

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2019The systemic risk of China’s stock market during the crashes in 2008 and 2015. (2019). Zhang, Junhuan ; Chen, Xinyi ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:161-177.

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2018A clear advantage: The benefits of transparency to crisis recovery. (2018). Shambaugh, George E ; Shen, Elaine B. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:391-416.

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2018Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

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2019Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2017How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange. (2017). Saadi, Samir ; Dutta, Shantanu ; Essaddam, Naceur ; Kumar, Vinod. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:867-877.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Flight to quality and the predictability of reversals: The role of market states and global factors. (2017). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454.

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2018Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Martinez, Valeria ; Tse, Yiuman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:271-284.

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2019Feedback trading: Strategies during day and night with global interconnectedness. (2019). Rudolf, Markus ; Kusen, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:438-463.

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2018Shorter and easier is more useful: A longitudinal analysis of how financial report enforcement affects individual investors. (2018). Pascual-Ezama, David ; de Liao, Beatriz Gil-Gomez ; Sanchez-Martin, Maria-del-Pilar, ; Paredes, Mercedes Rodriguez . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:29-37.

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2017Hospitality REITs and financial crisis: a comprehensive assessment of market quality. (2017). Jain, Pawan ; Sunderman, Mark ; Singh, Arjun J ; Robinson, Spenser J. In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-08-2016-0068.

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2019.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Tao, XU ; Kentaro, Iwatsubo. In: Discussion papers. RePEc:eti:dpaper:17120.

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2018Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach. (2018). Miralles Quirós, Jose ; Manso, Jose ; Miralles-Quiros, Jose Luis ; Monteiro, Joao Dionisio. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:71-98.

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2017Improving on daily measures of price discovery. (2017). Fernandes, Marcelo ; Scherrer, Cristina Mabel ; Dias, Gustavo Fruet . In: Textos para discussão. RePEc:fgv:eesptd:444.

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2018Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Ahn, Hee-Joon ; Yang, Cheol-Won ; Cai, Jun. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:4:p:67-:d:189816.

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2018A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange. (2018). Sochi, Maria ; Swidler, Steve . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:59-:d:173414.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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More than 100 citations found, this list is not complete...

Works by Thomas H. McInish:


YearTitleTypeCited
2008Financial analysts and price discovery In: Accounting and Finance.
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2013The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage In: Financial Management.
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1984Ex-Ante Expectations and Portfolio Selection. In: The Financial Review.
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1984Intertemporal Differences in Movements of Minute-to-Minute Stock Returns. In: The Financial Review.
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1993Do More Risk-Averse Investors Have Lower Net Worth and Income? In: The Financial Review.
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1998A Transactions Data Analysis of Intraday Betas. In: The Financial Review.
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2002An Intraday Examination of the Components of the Bid-Ask Spread In: The Financial Review.
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2003Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk In: The Financial Review.
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2005Asymmetric Information in the IPO Aftermarket In: The Financial Review.
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2007Price Clustering on the Tokyo Stock Exchange In: The Financial Review.
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2012Short Selling: The Impact of SEC Rule 201 of 2010 In: The Financial Review.
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2014The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders In: The Financial Review.
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1985 An Investigation of Transactions Data for NYSE Stocks. In: Journal of Finance.
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1986 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note. In: Journal of Finance.
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1992 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks. In: Journal of Finance.
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1991HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES In: Journal of Financial Research.
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article2
1996TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE In: Journal of Financial Research.
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1998THE EFFECT OF THE SECS ORDER-HANDLING RULES ON NASDAQ In: Journal of Financial Research.
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2002Merger Announcements and Trading In: Journal of Financial Research.
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2002Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore In: Journal of Financial Research.
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1980THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY In: Journal of Financial Research.
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1981THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA In: Journal of Financial Research.
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1985A NEW APPROACH TO CONTROLLING FOR THIN TRADING In: Journal of Financial Research.
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1985INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS In: Journal of Financial Research.
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1984Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income-Producing Property In: Real Estate Economics.
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1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
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article117
2012Information Content of Earnings Announcements: Evidence from After-Hours Trading In: Journal of Financial and Quantitative Analysis.
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article6
1982The determinants of investment in collectibles: A probit analysis In: Journal of Behavioral Economics.
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article1
1997Liquidity and foreign ownership restrictions In: Economics Letters.
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2003IMF bailouts, contagion effects, and bank security returns In: International Review of Financial Analysis.
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article13
2008Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis In: International Review of Financial Analysis.
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article11
2007Liquidity supply in electronic markets In: Journal of Financial Markets.
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article16
2009The information content of trading halts In: Journal of Financial Markets.
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article9
2016Does high-frequency trading increase systemic risk? In: Journal of Financial Markets.
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article4
2002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks In: Journal of Financial Markets.
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2002Common factor components versus information shares: a reply In: Journal of Financial Markets.
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article18
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal.
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article8
2000Competition from the limit order book and NYSE spreads In: Journal of International Financial Markets, Institutions and Money.
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article1
2001Market changes and spread components, implications for international markets In: Journal of International Financial Markets, Institutions and Money.
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article0
1997Automated trade execution and trading activity: The case of the Vancouver stock exchange In: Journal of International Financial Markets, Institutions and Money.
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article6
1997New equity offerings in Japan: an examination of theory and practice In: Journal of International Financial Markets, Institutions and Money.
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article0
1998The liquidity of automated exchanges: new evidence from German Bund futures In: Journal of International Financial Markets, Institutions and Money.
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article18
2010An examination of minimum tick sizes on the Tokyo Stock Exchange In: Japan and the World Economy.
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article3
1989A note on the distribution types of financial ratios in the commercial banking industry In: Journal of Banking & Finance.
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article2
1990A transactions data analysis of the variability of common stock returns during 1980-1984 In: Journal of Banking & Finance.
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article11
1990An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect In: Journal of Banking & Finance.
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article20
1990Tests of stability for variances and means of overnight/intraday returns during bull and bear markets In: Journal of Banking & Finance.
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article4
1995Bids and asks in disequilibrium market microstructure: The case of IBM In: Journal of Banking & Finance.
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article5
1995Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts forecasts In: Journal of Banking & Finance.
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article24
2003Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore In: Journal of Banking & Finance.
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article3
2005Information-based trading, price impact of trades, and trade autocorrelation In: Journal of Banking & Finance.
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article21
1985Cyclical variability of bond risk premia : A note In: Journal of Banking & Finance.
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article0
1980Behavior of municipal bond default-risk premiums by maturity In: Journal of Business Research.
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article3
1992An exploratory study of portfolio objectives and asset holdings In: Journal of Economic Behavior & Organization.
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article5
2013Worldwide reach of short selling regulations In: Journal of Financial Economics.
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article15
2015Trading rules, competition for order flow and market fragmentation In: Journal of Financial Economics.
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article18
1982Individual investors and risk-taking In: Journal of Economic Psychology.
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article23
1984The nature of individual investors heterogeneous expectations In: Journal of Economic Psychology.
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article2
2002Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia In: Journal of Multinational Financial Management.
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article11
1999An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore In: Journal of Multinational Financial Management.
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article26
2007Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal.
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article11
2008Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets In: Pacific-Basin Finance Journal.
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article5
2011Stealth trading: The case of the Tokyo Stock Exchange In: Pacific-Basin Finance Journal.
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article8
2016Director discretion and insider trading profitability In: Pacific-Basin Finance Journal.
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article0
1995Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal.
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article20
2002After-hours trading of NYSE stocks on the regional stock exchanges In: Review of Financial Economics.
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article3
1991Explaining investor behavior using an adjective check list In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article0
2009What order flow reveals about the role of the underwriter in IPO aftermarkets In: International Journal of Managerial Finance.
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article2
2014Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics.
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article1
2000A Regime-Level Empirical Model of the Specialist Quote Revision Process. In: Review of Quantitative Finance and Accounting.
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article1
2003Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds. In: Review of Quantitative Finance and Accounting.
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article2
1995Block versus Nonblock Trading Patterns. In: Review of Quantitative Finance and Accounting.
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article3
1996Competition, Fragmentation, and Market Quality In: NBER Chapters.
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chapter3
2015Price movement and trade size on the National Stock Exchange of India In: Applied Economics.
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article2
1985Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. In: The Review of Economics and Statistics.
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article0
2004Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange In: Journal of Futures Markets.
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article4
2004Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? In: World Scientific Book Chapters.
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chapter0
2005Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?.(2005) In: World Scientific Book Chapters.
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