Thomas H. McInish : Citation Profile


Are you Thomas H. McInish?

University of Memphis

15

H index

24

i10 index

1173

Citations

RESEARCH PRODUCTION:

81

Articles

1

Papers

3

Chapters

RESEARCH ACTIVITY:

   40 years (1980 - 2020). See details.
   Cites by year: 29
   Journals where Thomas H. McInish has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 22 (1.84 %)

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   Permalink: http://citec.repec.org/pmc98
   Updated: 2020-09-14    RAS profile: 2019-10-09    
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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)

Frijns, Bart (9)

Iwatsubo, Kentaro (9)

Bollerslev, Tim (9)

Watkins, Clinton (9)

Girardi, Alessandro (9)

Ito, Takatoshi (8)

Gau, Yin-Feng (7)

Shephard, Neil (7)

Fernandes, Marcelo (7)

Cites to:

Easley, David (11)

Foucault, Thierry (10)

French, Kenneth (8)

Madhavan, Ananth (8)

Stoll, Hans (8)

Campbell, John (7)

Keim, Donald (7)

Shoesmith, Gary (7)

Hamao, Yasushi (6)

Subrahmanyam, Avanidhar (6)

Roll, Richard (6)

Main data


Where Thomas H. McInish has published?


Journals with more than one article published# docs
The Financial Review10
Journal of Banking & Finance9
Journal of Financial Research9
Pacific-Basin Finance Journal6
Journal of International Financial Markets, Institutions and Money5
Journal of Financial Markets5
Applied Economics4
Journal of Finance3
Review of Quantitative Finance and Accounting3
International Review of Financial Analysis2
Journal of Financial Economics2
Journal of Economic Psychology2
Journal of Financial and Quantitative Analysis2
Journal of Multinational Financial Management2

Recent works citing Thomas H. McInish (2020 and 2019)


YearTitle of citing document
2020Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1708.03992.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020The value of ongoing venture capital investment to newly listed firms. (2020). Suchard, Joann ; Owen, Sian ; Hsu, Weihuei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1327-1349.

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2020Mini flash crashes: Review, taxonomy and policy responses. (2020). Petitjean, Mikael ; Laly, Floris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:251-271.

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2019Early Movers Advantage? Evidence from Short Selling during After‐Hours on Earnings Announcement Days. (2019). Jiang, Christine X ; Jain, Chinmay. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:2:p:235-264.

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2019Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models. (2019). van Ness, Robert ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:3:p:417-449.

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2019International Mergers and Acquisitions Laws, the Market for Corporate Control, and Accounting Conservatism. (2019). Wang, Wei ; Khurana, Inder K. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:1:p:241-290.

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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2019Does the cryptocurrency market exhibits feedback trading?. (2019). Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Jordo, Paulo Vitor. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00772.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2020The intraday timing of rating changes. (2020). Kraft, Pepa ; Zhou, Ling ; Xie, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918303821.

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2020Market transparency and closing price behavior on month-end days: Evidence from Taiwan. (2020). Lin, Sheng-Min ; Huang, Yu Chuan ; Yu Chuan Huang, ; Chan, Shu Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301116.

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2020Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Kadapakkam, Palani-Rajan ; Das, Sougata . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301347.

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2020Procyclical ratings and market reactions. (2020). Mortenson, Kristian ; Kemper, Kristopher J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301372.

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2020Does going public in the U.S. facilitate corporate innovation of foreign firms?. (2020). Zhu, Hui ; Cai, Kelly. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300403.

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2020The effect of short-sale restrictions on the information transmission of extended index futures trading. (2020). Wang, Bo-Ting ; Yeh, Shih-Kuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300632.

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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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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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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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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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2019Bitcoin and the day-of-the-week effect. (2019). Qadan, Mahmoud ; Aharon, David Yechiam. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612317307894.

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2019Advance notice labor conflicts and firm value—An event study analysis on Israeli companies. (2019). Lahav, Yaron ; Haim, Roi ; Afik, Zvika. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306457.

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2019Herding and flash events: Evidence from the 2010 Flash Crash. (2019). Demirer, Riza ; Lien, Donald ; Leggio, Karyl B. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307475.

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2019How much do investors trade because of name/ticker confusion?. (2019). Nikiforov, Andrei ; Balashov, Vadim S. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118303094.

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2020Trading aggressiveness and market efficiency. (2020). Klein, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418117302264.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2019Stock-ADR Arbitrage: Microstructure Risk. (2019). Clark, Ephraim ; McGroarty, Frank ; Raju, V L ; Mitra, Sovan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304694.

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2019Bank recapitalization in Europe: Informational content in the issuing method. (2019). Chiarella, Carlo ; Suarez, Nuria ; Cubillas, Elena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300423.

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2020The performance of corporate legal insiders on the French stock market. (2020). Haye, Jean-Come ; de la Bruniere, Stanislas Nivelleau ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819300948.

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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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2020The life of U’s: Order revisions on NASDAQ. (2020). Nikolsko-Rzhevska, Olena ; Black, Jeffrey R ; Nikolsko-Rzhevskyy, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302973.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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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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2019Inverted fee structures, tick size, and market quality. (2019). Zhong, Zhuo ; Gregoire, Vincent ; Comerton-Forde, Carole. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164.

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2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program. (2020). Chung, Kee H ; Rosch, Dominik ; Lee, Albert J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:879-899.

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2019Short sales constraints and stock returns: How do the regulations fare?. (2019). Bremer, Marc ; Kato, Hideaki Kiyoshi ; Rahim, Mostafa Saidur. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300401.

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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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2019Should central banks use the currency futures market to manage spot volatility? Evidence from India. (2019). Biswal, P C ; Jain, Anshul. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x18302330.

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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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2019Does regulating executive compensation impact insider trading?. (2019). Yao, Daifei Troy ; Tian, Gary Gang ; Chen, Yanyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:1-20.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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2020Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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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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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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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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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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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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2019The intraday dynamics of bitcoin. (2019). Wolfe, Simon ; Urquhart, Andrew ; McGroarty, Frank ; Eross, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:71-81.

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2019.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C. In: Staff Reports. RePEc:fip:fednsr:87539.

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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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2020Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities. (2020). Odening, Martin ; Filler, Gunther ; Volkenand, Steffen. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:75-:d:383140.

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2019Seasonal Soybean Price Transmission between the U.S. and Brazil Using the Seasonal Regime-Dependent Vector Error Correction Model. (2019). Whistance, Jarrett ; Soon, Byung Min. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5315-:d:271008.

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2019Assessing Investor Belief: An Analysis of Trading for Sustainable Growth of Stock Markets. (2019). Manta, Otilia ; Bwalya, Kelvin Joseph ; Yue, Xiao-Guang ; Cui, Xin ; Shao, Xue-Feng ; Han, Yan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5600-:d:275421.

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2019An Empirical Investigation to the “Skew” Phenomenon in Stock Index Markets: Evidence from the Nikkei 225 and Others. (2019). Guo, Zhiyu ; Bai, Yizhou. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:7219-:d:298616.

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2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01984442.

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2019Efficiency and volatility of spot and futures agricultural markets: Impact of trade frequencies. (2019). Priolon, Joel ; Bretto, Alain ; Soares, David Batista. In: Working Papers. RePEc:hal:wpaper:hal-02364549.

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2019Is Demographic Information Influence Risk Tolerance/Aversion in Investment Decision? Evidences from Literature Review. (2019). Oqaidan, Sultan Saqar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:9:y:2019:i:1:p:111-122.

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2020EQUITY MARKET INTEGRATION AND DIVERSIFICATION: EVIDENCE FROM EMERGING AND DEVELOPED COUNTRIES. (2020). Setaputra, Robert ; Rim, Hong. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:51-59.

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2020The price leadership share: a new measure of price discovery in financial markets. (2020). de Blasis, Riccardo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00371-3.

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2020Market Closures and Cross-sectional Stock Returns. (2020). Miwa, Kotaro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09279-z.

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2020Risk-taking in entrepreneurial decision-making: A dynamic model of venture decision. (2020). Ahlstrom, David ; Li, Yan. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:37:y:2020:i:3:d:10.1007_s10490-018-9631-7.

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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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2019Corporate Culture and Investment–Cash Flow Sensitivity. (2019). Jiang, Fuxiu ; Shi, Beibei ; Nofsinger, John R ; Ma, Yunbiao ; Kim, Kenneth A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:154:y:2019:i:2:d:10.1007_s10551-017-3444-3.

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2019Security price formation and informed trading with constrained short selling. (2019). Henry, Tyler R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0745-2.

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2019Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. (2019). Shiu, Cheng-Yi ; Lin, Ching-Ting ; Chen, Wei-Kuang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0760-3.

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2020Does accounting conservatism deter short sellers?. (2020). Robin, Ashok ; Jain, Chinmay . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00819-2.

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2019Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences. (2019). Ferrara, Laurent ; Marsilli, Clement ; Banulescu-Radu, Denisa. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2710.

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2020High Frequency Trading: Strategic Competition Between Slow and Fast Traders. (2020). Germain, Laurent ; Boco, Herve ; Rousseau, Fabrice. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n296-20.pdf.

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2019The Effects of Short Selling on Financial Markets Volatilities. (2019). Baidoo, Kwaku Boafo. In: European Journal of Business Science and Technology. RePEc:men:journl:v:5:y:2019:i:2:p:218-228.

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2019Cross-Asset Market Order Flow, Liquidity, and Price Discovery. (2019). Paddrik, Mark ; Jain, Pankaj ; Garrison, Robert. In: Working Papers. RePEc:ofr:wpaper:19-04.

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2019The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John. In: MPRA Paper. RePEc:pra:mprapa:95298.

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2019Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2019_003.

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2020Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets. (2020). Dragot, Victor ; Ilic, Elena Valentina ; Anghel, Dan Gabriel. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:92-114.

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2019.

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2019The influence of the level of education on investors risk tolerance level. (2019). Koekemoer, Zandri. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:9511449.

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2019High frequency trading strategies, market fragility and price spikes: an agent based model perspective. (2019). Gerding, Enrico ; Booth, Ash ; McGroarty, Frank ; Raju, V L. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3019-4.

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2019The length of the trading day and trading volume. (2019). Aharon, David Y ; Qadan, Mahmoud. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00119-8.

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2019Return and liquidity response to fraud and sec investigations. (2019). , Brandon ; Fuller, Kathleen P ; Egginton, Jared F. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9445-y.

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2019Which sentiments do US investors follow when trading ADRs?. (2019). Ladd, Dana ; Alhaj-Yaseen, Yaseen S. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:3:d:10.1007_s12197-018-9452-z.

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2020Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers. (2020). Srivastava, Vartika ; Raizada, Gaurav ; S. V. D. Nageswara Rao, . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00169-9.

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2020A simple structural estimator of disclosure costs. (2020). Liu-Watts, M ; Cheynel, E. In: Review of Accounting Studies. RePEc:spr:reaccs:v:25:y:2020:i:1:d:10.1007_s11142-019-09511-1.

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2019The Role of Daytime Stock Auctions in Intraday Return Seasonality. (2019). Serikova, Ekaterina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:14.

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2019Options pricing and short‐selling in the underlying: Evidence from India. (2019). Vipul, ; Dixit, Alok ; Singh, Shiva M. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1250-1268.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2019Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation. (2019). Kovaevi, Ognjen ; Frino, Alex ; Mollica, Vito. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:5:p:590-599.

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2020A rare move: The effects of switching from a closing call auction to a continuous trading. (2020). Chou, Robin K ; Chang, Yakai ; Yang, Jimmy J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:308-328.

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2020Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives. (2020). Garcia, Michael ; Frino, Alex ; Zhou, Zeyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:749-760.

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2020The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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2019A test of speculative arbitrage: is the cross-section of volatility invariant?. (2019). Bernhardt, Dan ; Ruchti, Thomas G ; Barardehi, Yashar H. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1204.

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2019Another Look: The Impact of Multi-Dimensional Corporate Transparency on US Firms’ Market Liquidity and Analyst Forecast Properties. (2019). Gillett, Peter R ; Deboskey, D G. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:02:n:s0219091519500085.

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2019Revisiting the stealth trading hypothesis: Does time-varying liquidity explain the size-effect?. (2019). Hautsch, Nikolaus ; Walsh, Christopher ; Cebiroglu, Gokhan . In: CFS Working Paper Series. RePEc:zbw:cfswop:625.

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2019Quasi-dark trading: The effects of banning dark pools in a world of many alternatives. (2019). Putnins, Talis ; Westheide, Christian ; Sagade, Satchit ; Johann, Thomas . In: SAFE Working Paper Series. RePEc:zbw:safewp:253.

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Works by Thomas H. McInish:


YearTitleTypeCited
2008Financial analysts and price discovery In: Accounting and Finance.
[Full Text][Citation analysis]
article1
2013The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage In: Financial Management.
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article4
1984Ex-Ante Expectations and Portfolio Selection. In: The Financial Review.
[Citation analysis]
article0
1984Intertemporal Differences in Movements of Minute-to-Minute Stock Returns. In: The Financial Review.
[Citation analysis]
article1
1993Do More Risk-Averse Investors Have Lower Net Worth and Income? In: The Financial Review.
[Citation analysis]
article4
1998A Transactions Data Analysis of Intraday Betas. In: The Financial Review.
[Citation analysis]
article0
2002An Intraday Examination of the Components of the Bid-Ask Spread In: The Financial Review.
[Full Text][Citation analysis]
article6
2003Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk In: The Financial Review.
[Full Text][Citation analysis]
article3
2005Asymmetric Information in the IPO Aftermarket In: The Financial Review.
[Full Text][Citation analysis]
article7
2007Price Clustering on the Tokyo Stock Exchange In: The Financial Review.
[Full Text][Citation analysis]
article14
2012Short Selling: The Impact of SEC Rule 201 of 2010 In: The Financial Review.
[Full Text][Citation analysis]
article5
2014The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders In: The Financial Review.
[Full Text][Citation analysis]
article7
1985 An Investigation of Transactions Data for NYSE Stocks. In: Journal of Finance.
[Full Text][Citation analysis]
article223
1986 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note. In: Journal of Finance.
[Full Text][Citation analysis]
article10
1992 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks. In: Journal of Finance.
[Full Text][Citation analysis]
article229
1991HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES In: Journal of Financial Research.
[Full Text][Citation analysis]
article4
1996TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE In: Journal of Financial Research.
[Full Text][Citation analysis]
article0
1998THE EFFECT OF THE SECS ORDER-HANDLING RULES ON NASDAQ In: Journal of Financial Research.
[Full Text][Citation analysis]
article0
2002Merger Announcements and Trading In: Journal of Financial Research.
[Full Text][Citation analysis]
article6
2002Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore In: Journal of Financial Research.
[Full Text][Citation analysis]
article4
1980THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY In: Journal of Financial Research.
[Full Text][Citation analysis]
article0
1981THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA In: Journal of Financial Research.
[Full Text][Citation analysis]
article2
1985A NEW APPROACH TO CONTROLLING FOR THIN TRADING In: Journal of Financial Research.
[Full Text][Citation analysis]
article1
1985INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS In: Journal of Financial Research.
[Full Text][Citation analysis]
article1
1984Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property In: Real Estate Economics.
[Full Text][Citation analysis]
article0
1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article124
2012Information Content of Earnings Announcements: Evidence from After-Hours Trading In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article9
1982The determinants of investment in collectibles: A probit analysis In: Journal of Behavioral Economics.
[Full Text][Citation analysis]
article1
1997Liquidity and foreign ownership restrictions In: Economics Letters.
[Full Text][Citation analysis]
article0
2003IMF bailouts, contagion effects, and bank security returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article13
2008Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article12
2019Intraday price behavior of cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2007Liquidity supply in electronic markets In: Journal of Financial Markets.
[Full Text][Citation analysis]
article17
2009The information content of trading halts In: Journal of Financial Markets.
[Full Text][Citation analysis]
article10
2016Does high-frequency trading increase systemic risk? In: Journal of Financial Markets.
[Full Text][Citation analysis]
article6
2002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks In: Journal of Financial Markets.
[Full Text][Citation analysis]
article90
2002Common factor components versus information shares: a reply In: Journal of Financial Markets.
[Full Text][Citation analysis]
article18
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal.
[Full Text][Citation analysis]
article9
2000Competition from the limit order book and NYSE spreads In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2001Market changes and spread components, implications for international markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
1997Automated trade execution and trading activity: The case of the Vancouver stock exchange In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article6
1997New equity offerings in Japan: an examination of theory and practice In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
1998The liquidity of automated exchanges: new evidence from German Bund futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article19
2010An examination of minimum tick sizes on the Tokyo Stock Exchange In: Japan and the World Economy.
[Full Text][Citation analysis]
article3
1989A note on the distribution types of financial ratios in the commercial banking industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
1990A transactions data analysis of the variability of common stock returns during 1980-1984 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
1990An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article22
1990Tests of stability for variances and means of overnight/intraday returns during bull and bear markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article5
1995Bids and asks in disequilibrium market microstructure: The case of IBM In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
1995Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts forecasts In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article28
2003Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2005Information-based trading, price impact of trades, and trade autocorrelation In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article22
1985Cyclical variability of bond risk premia : A note In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
1980Behavior of municipal bond default-risk premiums by maturity In: Journal of Business Research.
[Full Text][Citation analysis]
article3
1992An exploratory study of portfolio objectives and asset holdings In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article7
2013Worldwide reach of short selling regulations In: Journal of Financial Economics.
[Full Text][Citation analysis]
article22
2015Trading rules, competition for order flow and market fragmentation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article23
1982Individual investors and risk-taking In: Journal of Economic Psychology.
[Full Text][Citation analysis]
article25
1984The nature of individual investors heterogeneous expectations In: Journal of Economic Psychology.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article12
1999An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article26
2007Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article13
2008Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article6
2011Stealth trading: The case of the Tokyo Stock Exchange In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article10
2016Director discretion and insider trading profitability In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article2
1995Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article21
2017Reprint of Director discretion and insider trading profitability In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article1
2002After-hours trading of NYSE stocks on the regional stock exchanges In: Review of Financial Economics.
[Full Text][Citation analysis]
article4
1991Explaining investor behavior using an adjective check list In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article0
2009What order flow reveals about the role of the underwriter in IPO aftermarkets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]
article2
1991The Determination of Court-Awarded Legal Fees In: Journal of Forensic Economics.
[Full Text][Citation analysis]
article0
2020Unconventional monetary policy and the behavior of shorts In: Working Papers.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
article1
2000A Regime-Level Empirical Model of the Specialist Quote Revision Process. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article1
2003Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article2
1995Block versus Nonblock Trading Patterns. In: Review of Quantitative Finance and Accounting.
[Citation analysis]
article3
1996Competition, Fragmentation, and Market Quality In: NBER Chapters.
[Full Text][Citation analysis]
chapter3
2015Price movement and trade size on the National Stock Exchange of India In: Applied Economics.
[Full Text][Citation analysis]
article2
2017Price clustering on the Shanghai Stock Exchange In: Applied Economics.
[Full Text][Citation analysis]
article3
2018Exploring the manipulation toolkit: the failure of Doral Financial Corporation In: Applied Economics.
[Full Text][Citation analysis]
article0
2019Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation In: Applied Economics.
[Full Text][Citation analysis]
article0
1985Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article0
2004Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange In: Journal of Futures Markets.
[Full Text][Citation analysis]
article4
2004Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2005Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
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