Thomas H. McInish : Citation Profile

Are you Thomas H. McInish?

University of Pittsburgh (90% share)
University of Memphis (10% share)

20

H index

31

i10 index

1597

Citations

RESEARCH PRODUCTION:

84

Articles

2

Papers

3

Chapters

RESEARCH ACTIVITY:

   40 years (1980 - 2020). See details.
   Cites by year: 39
   Journals where Thomas H. McInish has often published
   Relations with other researchers
   Recent citing documents: 189.    Total self citations: 23 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc98
   Updated: 2023-08-19    RAS profile: 2020-10-26    
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Relations with other researchers

Works with:

Neely, Christopher (2)

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 (14)

Tourani-Rad, Alireza (12)

Girardi, Alessandro (12)

Frijns, Bart (11)

Theissen, Erik (11)

Watkins, Clinton (9)

Caporale, Guglielmo Maria (9)

Iwatsubo, Kentaro (9)

Bollerslev, Tim (9)

Aitken, Michael (8)

Ito, Takatoshi (8)

Cites to:

Easley, David (15)

Foucault, Thierry (14)

French, Kenneth (10)

Madhavan, Ananth (10)

Subrahmanyam, Avanidhar (9)

Keim, Donald (8)

Goldstein, Michael (7)

Hamao, Yasushi (7)

Campbell, John (7)

Grossman, Sanford (7)

Shoesmith, Gary (7)

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
Pacific-Basin Finance Journal6
Journal of Financial Markets5
Journal of International Financial Markets, Institutions and Money5
Applied Economics4
Review of Quantitative Finance and Accounting3
Journal of Finance3
Financial Management2
International Review of Financial Analysis2
Journal of Multinational Financial Management2
Journal of Economic Psychology2
Journal of Financial Economics2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Thomas H. McInish (2022 and 2021)

YearTitle of citing document
2022Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116.

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2021Low-volatility Anomaly and the Adaptive Multi-Factor Model. (2020). Jarrow, Robert ; Zhu, Liao ; Wells, Martin T ; Murataj, Rinald. In: Papers. RePEc:arx:papers:2003.08302.

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2021Streaming Perspective in Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2020). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2003.13062.

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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2023Variance of entropy for testing time-varying regimes with an application to meme stocks. (2022). Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2211.05415.

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2022Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2022). Streicher, Sina ; Polivka, Jeannine ; Halbleib, Roxana ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2212.11833.

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2022Do Heterogeneous Beliefs Matter to Post?announcement Informed Trading?. (2022). Chen, Tao ; Karathanasopoulos, Andreas. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:714-741.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2022The effect of daily price limits on stock liquidity: Evidence from the Chinese stock market. (2022). Li, Zhisheng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4885-4917.

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2023Dividend imputation taxes and the curious case of a price premium between BHP and Billiton American depositary receipts. (2023). Walter, Terry ; Hu, Hansi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:691-717.

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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023Does information asymmetry predict audit fees?. (2023). Rosati, Pierangelo ; Palumbo, Riccardo ; Frino, Alex. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2597-2619.

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2021Liquidity Formation and Preopening Periods in Financial Markets. (2021). Pouget, Sebastien ; Hong, Jieying. In: Economica. RePEc:bla:econom:v:88:y:2021:i:351:p:697-723.

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2022Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141.

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2022The dark side of IPOs: Examining where and who trades in the IPO secondary market. (2022). van Ness, Robert ; Cox, Justin. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1091-1126.

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2022Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading. (2022). Picard, Joerg ; Muravyev, Dmitriy. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1201-1229.

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2022Diving into dark pools. (2022). Werner, Ingrid M ; Rindi, Barbara ; Buti, Sabrina. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:961-994.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2021The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669.

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2022Stock splits and retail trading. (2022). van Ness, Bonnie ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:731-750.

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2023COVID?19 intensity across U.S. states and the liquidity of U.S. equity markets. (2023). Griffith, Todd ; Delisle, Ronald Jared ; Berkowitz, Jason ; Baig, Ahmed. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:235-259.

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2022Mixed?signal stock splits. (2022). McInish, Thomas H ; Jain, Pankaj K ; Elnahas, Ahmed M. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:934-962.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305.

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2021ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23.

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2022Short selling and options trading: A tale of two markets. (2022). Harrison, David M ; Cashman, George D ; Sheng, Hainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338.

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2022Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465.

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2022Executive networks and global stock liquidity. (2022). McCumber, William R ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:4:p:911-939.

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2021Do Risk Disclosures Matter When It Counts? Evidence from the Swiss Franc Shock. (2021). Oesch, David ; Muhn, Maximilian ; Hail, Luzi. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:283-330.

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2022How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297.

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2021Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389.

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2021Comparing minds and machines: implications for financial stability. (2021). Haldane, Andy ; Buckmann, Marcus ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0937.

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2021Robust Estimation of Integrated Volatility. (2021). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2115.

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2021Dynamic price discovery in Chinese agricultural futures markets. (2021). Xiong, Tao ; Li, Miao. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000993.

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2021Commonality and contrarian trading among algorithmic traders. (2021). Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000393.

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2021Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

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2021Collectors: Personality between consumption and investment. (2021). Wagner, Niklas ; Peschke, Thomas ; Kleine, Jens. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001106.

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2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2022Measuring market efficiency: The Shannon entropy of high-frequency financial time series. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006130.

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2021Market manipulation rules and IPO underpricing. (2021). Goyal, Abhinav ; Veeraraghavan, Madhu ; Kallinterakis, Vasileios ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030290x.

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2022Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2021Risk tolerance and household wealth--Evidence from Chinese households. (2021). Wang, Qin ; Li, Haiyang ; Fang, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:885-895.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2022Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China. (2022). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002242.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2023Is a co-jump in prices a sparse jump?. (2023). Li, Handong ; Song, Shijia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000463.

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2022Correcting Intraday Periodicity Bias in Realized Volatility Measures. (2022). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:36-52.

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2021War-experienced CEOs and corporate policies: Evidence from the Korean war. (2021). Kim, Daejin ; Jung, Hail ; Choi, Sanghak. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305999.

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2021Learning representation of stock traders and immediate price impacts. (2021). Zhou, Wei-Xing ; Li, Mu-Yao ; Xie, Wen-Jie. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120306002.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2021A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation. (2021). Li, Hong Gang ; Guo, Xinshuai ; Wang, Binghong ; Shi, Leilei. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302465.

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2021Market abuse under different close price determination mechanisms: A European case. (2021). Skarmeas, Emmanouil ; Pappas, Vasileios ; Alexakis, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000508.

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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228.

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2021MAX momentum in cryptocurrency markets. (2021). Zhang, Wei ; Wang, Pengfei ; Urquhart, Andrew ; Li, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001630.

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2022Manipulation in the bond market and the role of investment funds: Evidence from an emerging market. (2022). Kadioglu, Eyup ; Frömmel, Michael ; Frommel, Michael ; Kadiolu, Eyup. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100315x.

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2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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2022The impact of the FinTech revolution on the future of banking: Opportunities and risks. (2022). Zachariadis, Markos ; Rizopoulos, Efthymios ; Murinde, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000734.

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2021Higher moments, extreme returns, and cross–section of cryptocurrency returns. (2021). Yan, Shu ; Liu, Yuzheng ; Jia, Yuecheng. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303135.

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2021Do stocks outperform treasury bills in international markets?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Fang, Jiali. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319314916.

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2021Objective and subjective risks of investing into cryptocurrencies. (2021). Kraus, Sascha ; Neitzert, Florian ; Hoffmann, Christian Hugo ; Angerer, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306279.

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2022Down to the cents: The case of international drug prices. (2022). Zeng, LI ; Washam, Jim ; Jiang, Christine ; Ho, Joon ; Hu, Bill. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003615.

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2022Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535.

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2022Evidence for round number effects in cryptocurrencies prices. (2022). Arenas-Parra, Mar ; Pariente-Martinez, Natalia ; Quiroga-Garcia, Raquel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001179.

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2021ETFs’ high overnight returns: The early liquidity provider gets the worm. (2021). LACHANCE, MARIE-EVE . In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030032x.

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2021Information processing on equity prices and exchange rate for cross-listed stocks. (2021). Scherrer, Cristina Mabel. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418121000161.

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2022Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x.

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2022Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Park, Seongkyu (Gilbert) ; Wan, Kam-Ming ; Suen, Wing. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732.

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2022Hidden liquidity, market quality, and order submission strategies. (2022). Chung, Kee H ; Lee, Albert J. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000313.

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2023Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

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2023Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581.

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2021Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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2021The liquidity of active ETFs. (2021). Marshall, Ben R ; Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302726.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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2022Fiduciary or loyalty? Evidence from top management counsel and stock liquidity. (2022). Muniandy, Balachandran ; Atawnah, Nader ; Ali, Muhammad Jahangir ; Michael, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000114.

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2022The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278.

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2022The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange. (2022). Cox, Justin S. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000424.

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2023The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000849.

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2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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2021Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe. (2021). Song, Shiyun ; Klein, Olga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000688.

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2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x.

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2022High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis. (2022). Ziba, Damian ; Yarovaya, Larisa ; Katsiampa, Paraskevi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000610.

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2022The market impact of private information before corporate Announcements: Evidence from Turkey. (2022). Simsir, Serif Aziz ; Simsek, Koray D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001007.

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2022Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data. (2022). Karim, Sitara ; Lucey, Brian M ; Iqbal, Najaf ; Naeem, Muhammad Abubakr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001676.

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2021Corporate legal insider trading in China: Performance and determinants. (2021). Wang, Shiyu ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s014481882100048x.

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2021Are REITs more resilient than non-REITs? Evidence from natural experiments. (2021). Upadhyay, Arun ; Jain, Pawan. In: Japan and the World Economy. RePEc:eee:japwor:v:58:y:2021:i:c:s0922142521000165.

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2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

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2021Order based versus level book trade reporting: An empirical analysis. (2021). Johnson, Hardy B ; McInish, Thomas ; Upson, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000327.

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2021Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

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2022Market fairness and efficiency: Evidence from the Tokyo Stock Exchange. (2022). Zhang, Jiang ; McInish, Thomas H ; Kemme, David M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002612.

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2022Index fund trading costs are inversely related to fund and family size. (2022). Mansi, Sattar ; Hayunga, Darren ; Adams, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001212.

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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.
[Full Text][Citation analysis]		article1
2013The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage In: Financial Management.
[Full Text][Citation analysis]		article5
2019Insights from bitcoin trading In: Financial Management.
[Full Text][Citation analysis]		article8
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]		article6
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]		article11
2007Price Clustering on the Tokyo Stock Exchange In: The Financial Review.
[Full Text][Citation analysis]		article21
2012Short Selling: The Impact of SEC Rule 201 of 2010 In: The Financial Review.
[Full Text][Citation analysis]		article8
2014The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders In: The Financial Review.
[Full Text][Citation analysis]		article12
1985 An Investigation of Transactions Data for NYSE Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article268
1986 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note. In: Journal of Finance.
[Full Text][Citation analysis]		article16
1992 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article274
1991HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES In: Journal of Financial Research.
[Full Text][Citation analysis]		article14
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]		article4
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]		article2
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]		article152
2012Information Content of Earnings Announcements: Evidence from After-Hours Trading In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article24
1982The determinants of investment in collectibles: A probit analysis In: Journal of Behavioral Economics.
[Full Text][Citation analysis]		article4
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]		article16
2008Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2019Intraday price behavior of cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2007Liquidity supply in electronic markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article24
2009The information content of trading halts In: Journal of Financial Markets.
[Full Text][Citation analysis]		article12
2016Does high-frequency trading increase systemic risk? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article23
2002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks In: Journal of Financial Markets.
[Full Text][Citation analysis]		article127
2002Common factor components versus information shares: a reply In: Journal of Financial Markets.
[Full Text][Citation analysis]		article23
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal.
[Full Text][Citation analysis]		article20
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]		article21
2010An examination of minimum tick sizes on the Tokyo Stock Exchange In: Japan and the World Economy.
[Full Text][Citation analysis]		article7
1989A note on the distribution types of financial ratios in the commercial banking industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
1990A transactions data analysis of the variability of common stock returns during 1980-1984 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
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]		article29
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]		article7
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]		article36
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]		article30
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]		article38
2015Trading rules, competition for order flow and market fragmentation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article51
1982Individual investors and risk-taking In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article32
1984The nature of individual investors heterogeneous expectations In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article5
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]		article16
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]		article30
2007Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
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]		article8
2011Stealth trading: The case of the Tokyo Stock Exchange In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article12
2016Director discretion and insider trading profitability In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
1995Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article24
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]		article5
2002After?hours trading of NYSE stocks on the regional stock exchanges.(2002) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
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
2020Supply and demand shifts of shorts before Fed announcements during QE1–QE3 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]		article2
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]		article6
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]		chapter5
1981A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms In: Entrepreneurship Theory and Practice.
[Full Text][Citation analysis]		article0
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]		article5
2018Exploring the manipulation toolkit: the failure of Doral Financial Corporation In: Applied Economics.
[Full Text][Citation analysis]		article1
2019Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation In: Applied Economics.
[Full Text][Citation analysis]		article1
1985Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
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]		article5
2004Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? In: World Scientific Book Chapters.
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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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