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

1611

Citations

RESEARCH PRODUCTION:

84

Articles

2

Papers

3

Chapters

RESEARCH ACTIVITY:

   40 years (1980 - 2020). See details.
   Cites by year: 40
   Journals where Thomas H. McInish has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 23 (1.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc98
   Updated: 2023-11-04    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)

Theissen, Erik (11)

Frijns, Bart (11)

Bollerslev, Tim (9)

Watkins, Clinton (9)

Iwatsubo, Kentaro (9)

Caporale, Guglielmo Maria (9)

Ito, Takatoshi (8)

Aitken, Michael (8)

Cites to:

Easley, David (15)

Foucault, Thierry (14)

French, Kenneth (10)

Madhavan, Ananth (10)

Subrahmanyam, Avanidhar (9)

Keim, Donald (8)

Shoesmith, Gary (7)

Grossman, Sanford (7)

Christie, William (7)

Campbell, John (7)

Goldstein, Michael (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
Journal of Finance3
Review of Quantitative Finance and Accounting3
Journal of Financial Economics2
Journal of Multinational Financial Management2
Journal of Economic Psychology2
Financial Management2
Journal of Financial and Quantitative Analysis2
International Review of Financial 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 (2023 and 2022)

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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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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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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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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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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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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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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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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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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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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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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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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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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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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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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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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2023Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137.

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2023Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150.

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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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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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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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2022Trusting the stock market: Further evidence from IPOs around the world. (2022). Lobo, Gerald J ; Lim, Chee Yeow ; Lee, Jimmy ; Kanagaretnam, Kiridaran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001534.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2022Price revelation from insider trading: Evidence from hacked earnings news. (2022). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1162-1184.

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2022Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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2022Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072.

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2022Market fragmentation of energy resource prices and green total factor energy efficiency in China. (2022). Liu, Xiaorui ; Guo, Wen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000319.

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2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000671.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023Public attention and analyst visits: Evidence from China. (2023). Su, Jingqi ; Sheng, Yan ; Wu, Wenruo ; Qiao, Jun ; Zhang, Jian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001087.

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2023Do asymmetric information and leverage affect investment decisions?. (2023). Taskin, Dilvin ; Hunjra, Ahmed Imran ; Ahmad, Muhammad Munir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:337-345.

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2022Foreign investors, private information, and price discovery. (2022). Zhang, Zheng ; Cai, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:506-525.

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2022Blockholders, tradability and information asymmetry: Evidence from Chinese listed firms. (2022). Suardi, Sandy ; Shen, MI ; Ding, Mingfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002282.

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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2022Heterogeneous criticality in high frequency finance: a phase transition in flash crashes. (2022). Aste, Tomaso ; Turiel, Jeremy D. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113892.

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2022Price Clustering in International Financial Markets during the COVID-19 Pandemic and Its Implications. (2022). Enow, Samuel Tabot. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:10:y:2022:i:2:p:46-53.

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2022Should I Play or Should I Go? Individuals’ Characteristics and Preference for Uncertainty. (2022). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Saraiva, Tania. In: Games. RePEc:gam:jgames:v:13:y:2022:i:2:p:31-:d:793028.

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2022Call Auctions with Contingent Orders. (2022). Imisiker, Serkan ; Hafalir, Isa E. In: Games. RePEc:gam:jgames:v:13:y:2022:i:5:p:61-:d:913945.

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2022A Textual Analysis of Logograms in Chinese IPO Roadshows: How Agreement between Investors and Management Relates to Pricing and Performance. (2022). Owen, Stephen R ; Cicon, James ; Brau, James C. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:25-:d:785009.

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2023Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?. (2023). Sirichand, Kavita ; Green, Christopher J ; Qin, Jieye. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:117-:d:1066252.

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2022.

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2022From decision optimization to satisficing: Regulation of automated trading in the US financial markets. (2022). van Vliet, Ben ; Currie, Wendy L. In: Post-Print. RePEc:hal:journl:hal-03839100.

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2023An Application of the IFM Method for the Risk Assessment of Financial Instruments. (2023). Vilaplana, Jordi ; Querol, Oriol ; Rius, Josep ; Vintro, Carla ; Cristobal-Fransi, Eduard ; Pons, Adria. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10208-4.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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2022The Ethics of Financial Market Making and Its Implications for High-Frequency Trading. (2022). Ferrero, Ignacio ; Roncella, Andrea. In: Journal of Business Ethics. RePEc:kap:jbuset:v:181:y:2022:i:1:d:10.1007_s10551-021-04901-5.

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2023Strategic Earnings Announcement Timing and Fraud Detection. (2023). Yin, Cheng ; Yang, Yinan ; Palmon, Dan ; Cheng, Xin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:3:d:10.1007_s10551-021-05029-2.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2022Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets. (2022). Ouedraogo, Salifou ; Tan, Daouda Lawa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00274-0.

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2022.

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2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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2022Profitability of technical trading strategies under market manipulation. (2022). Ma, Alfred. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00304-7.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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2023The effect of intraday periodicity on realized volatility measures. (2023). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00875-0.

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2023Inclusive mapping of initial public offerings: a bibliometric and literature review study. (2023). Aman-Ullah, Attia ; Patwary, Ataul Karim ; Abdullah, Yasir ; Mohd-Rashid, Rasidah ; Mehmood, Waqas. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01387-9.

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2023How does the market for corporate control impact tax avoidance? Evidence from international M&A laws. (2023). Shevlin, Terry ; Hu, Jinshuai. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:1:d:10.1007_s11142-021-09644-2.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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2023How do female CEOs affect corporate environmental policies?. (2023). Nurdazym, Aiman ; Guo, Yuting ; Zhang, Ying. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:459-472.

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2023The effect of International Monetary Fund programs on corporate default risk. (2023). Nguyen, Thanh Truc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1156-1174.

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2023The stability and downside risk to contrarian profits: Evidence from the S&P 500. (2023). Skerratt, Len ; Kiselev, Egor ; Forbes, William. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:733-750.

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2023The importance of staying positive: The impact of emotions on attitude to risk. (2023). Money, Kevin ; Hillenbrand, Carola ; Saraeva, Anastasiya ; Sangiorgi, Ivan ; Brooks, Chris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3232-3261.

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2023A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information. (2023). Li, Ziyang ; Chevallier, Julien ; M. I. M. Wahab, ; Ma, Feng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75.

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2023Early prediction of Ibex 35 movements. (2023). Lozano, Jose A ; Mori, Usue ; Segoviavargas, Maria Jesus ; Miranda, Marta I. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1150-1166.

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2022Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. (2022). Yuan, Xianghui ; Wang, Shihao ; Li, Peiran ; Lian, Feng ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2235-2247.

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2022Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog. (2022). Bernhardt, Dan ; Warachka, Mitch Mitch ; Barardehi, Yashar H. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1394.

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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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2019Insights from bitcoin trading 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.
[Citation analysis]		article6
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.
[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]		article22
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]		article13
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]		article275
1991HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES In: Journal of Financial Research.
[Full Text][Citation analysis]		article16
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.
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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.
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1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article153
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]		article17
2019Intraday price behavior of cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article18
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]		article24
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]		article52
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]		article31
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.
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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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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.
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2020Unconventional monetary policy and the behavior of shorts In: Working Papers.
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2020Supply and demand shifts of shorts before Fed announcements during QE1–QE3 In: Working Papers.
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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.
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1995Block versus Nonblock Trading Patterns. In: Review of Quantitative Finance and Accounting.
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1996Competition, Fragmentation, and Market Quality In: NBER Chapters.
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1981A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms In: Entrepreneurship Theory and Practice.
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2015Price movement and trade size on the National Stock Exchange of India In: Applied Economics.
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2017Price clustering on the Shanghai Stock Exchange In: Applied Economics.
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2018Exploring the manipulation toolkit: the failure of Doral Financial Corporation In: Applied Economics.
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2019Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation In: Applied Economics.
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1985Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. In: The Review of Economics and Statistics.
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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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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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