Thomas H. McInish : Citation Profile

Are you Thomas H. McInish?

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

21

H index

32

i10 index

1693

Citations

RESEARCH PRODUCTION:

82

Articles

2

Papers

3

Chapters

RESEARCH ACTIVITY:

   40 years (1980 - 2020). See details.
   Cites by year: 42
   Journals where Thomas H. McInish has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 23 (1.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc98
   Updated: 2024-12-03    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)

Iwatsubo, Kentaro (10)

Watkins, Clinton (9)

Bollerslev, Tim (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)

Lee, Charles (8)

Shleifer, Andrei (8)

Keim, Donald (8)

Grossman, Sanford (8)

Goldstein, Michael (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 International Financial Markets, Institutions and Money5
Journal of Financial Markets5
Applied Economics4
Journal of Finance3
Review of Quantitative Finance and Accounting3
Journal of Economic Psychology2
Financial Management2
Journal of Multinational Financial Management2
Journal of Financial and Quantitative Analysis2
Journal of Financial Economics2
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 (2024 and 2023)

YearTitle of citing document
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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2023Efficient 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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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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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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2023Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655.

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2023Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210.

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2024.

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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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2024Increasing 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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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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2023Underlying risk preferences and analyst risk‐taking behavior. (2020). Shemesh, Joshua ; Lee, Gladys ; Jona, Jonathan ; Cleary, Sean. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:949-981.

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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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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Corporate ESG rating and stock market liquidity: Evidence from China. (2023). Feng, Yaqian ; He, Feng ; Hao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003231.

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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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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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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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2023Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307.

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2023Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004234.

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2024Book-tax differences, dividend payout, and firm value. (2024). Park, Kunsu ; Dyussembina, Saule. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005537.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2023Information shocks and investor underreaction: Evidence from the Bitcoin market. (2023). Shen, Dehua ; Goodell, John W ; Meng, Yongqiang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004816.

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2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

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2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Youssef, Manel ; Moussa, Faten ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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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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2023Daily short selling around reverse stock splits. (2023). Voges, Ryan ; Griffith, Todd G ; Cox, Justin S ; Blau, Benjamin M. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000307.

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2023Who trades at the close? Implications for price discovery and liquidity. (2023). Muravyev, Dmitriy ; Bogousslavsky, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000502.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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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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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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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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2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2024Task-oriented speech and information processing. (2024). Stark, Jeffrey R ; Shirley, Sara E ; Bhagwat, Vineet. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000153.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2023Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications. (2023). Kim, You Suk ; Huh, Yesol. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:68-93.

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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Key audit matters and insider trading profitability: Evidence from China. (2023). Zuo, Man ; Chang, Yufan ; Liu, Hui. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000334.

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2023A review of state-of-the-art techniques for the determination of the optimum cut-off grade of a metalliferous deposit with a bibliometric mapping in a surface mine planning context. (2023). Sen, Phalguni ; Sinha, Rabindra Kumar ; Biswas, Pritam. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002544.

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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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2023Are short selling threats beneficial to creditors? Insights from corporate default risk. (2023). Xu, Hongmei ; Ni, Xiaoran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001889.

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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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2024Does ESG disclosure really influence the firm performance? Evidence from India. (2024). Narayanamurthy, Vijayakumar ; Murugesan, Vijaya Prabhagar ; Veeravel, V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:193-202.

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2024Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243.

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2024Blockchain markets, green finance investments, and environmental impacts. (2024). Benkraiem, Ramzi ; Guesmi, Khaled ; ben Amar, Amine ; Mzoughi, Hela. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000412.

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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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2024Does Company Information Environment Affect ESG–Financial Performance Relationship? Evidence from European Markets. (2024). Akarsu, Sergen ; Bahadir, Ouzhan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2701-:d:1363592.

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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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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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2023Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692..

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2024.

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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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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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2024Integrated Variance Estimation for Assets Traded in Multiple Venues. (2024). Schweiker, Karsten ; Dias, Gustavo Fruet. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-04.

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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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2024Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market. (2013). Pandey, Ajay ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:33:y:2013:i:11:p:1046-1070.

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2023Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614.

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2023Time?varying price discovery in regular and microbitcoin futures. (2024). Yang, Jimmy J ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121.

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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]		article2
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]		article14
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]		article23
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]		article273
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]		article283
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.
[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
1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article159
2012Information Content of Earnings Announcements: Evidence from After-Hours Trading In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article32
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]		article18
2019Intraday price behavior of cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article23
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]		article24
2002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks In: Journal of Financial Markets.
[Full Text][Citation analysis]		article141
2002Common factor components versus information shares: a reply In: Journal of Financial Markets.
[Full Text][Citation analysis]		article27
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]		article7
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]		article25
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]		article23
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]		article31
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]		article37
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]		article32
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]		article40
2015Trading rules, competition for order flow and market fragmentation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article59
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]		article6
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]		article17
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]		article26
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]		article14
2016Director discretion and insider trading profitability In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
1995Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
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
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.
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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.
[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]		article3
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.
[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.
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