21
H index
32
i10 index
1687
Citations
University of Pittsburgh (90% share) | 21 H index 32 i10 index 1687 Citations RESEARCH PRODUCTION: 82 Articles 2 Papers 3 Chapters RESEARCH ACTIVITY: 40 years (1980 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmc98 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas H. McInish. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of St. Louis | 2 |
Year | Title of citing document |
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2023 | Variance 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. Full description at Econpapers || Download paper |
2023 | Efficient 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Dividend 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Role 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. Full description at Econpapers || Download paper |
2023 | Arbitrage 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
2023 | Early Movers Advantage? Evidence from Short Selling during Afterâ€Hours on Earnings Announcement Days. (2019). Jiang, Christine X ; Jain, Chinmay. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:2:p:235-264. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Price 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. Full description at Econpapers || Download paper |
2024 | Intraday 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. Full description at Econpapers || Download paper |
2023 | Short-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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Limit 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. Full description at Econpapers || Download paper |
2023 | Intraday 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Network 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. Full description at Econpapers || Download paper |
2024 | Book-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. Full description at Econpapers || Download paper |
2024 | Information 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Herding 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. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2024 | Informed 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. Full description at Econpapers || Download paper |
2023 | Net 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | Modern 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. Full description at Econpapers || Download paper |
2023 | Arbitrage 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. Full description at Econpapers || Download paper |
2023 | Daily 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. Full description at Econpapers || Download paper |
2023 | Who 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. Full description at Econpapers || Download paper |
2024 | Understanding 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Did 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. Full description at Econpapers || Download paper |
2023 | Fan 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. Full description at Econpapers || Download paper |
2024 | Contagion 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Shades 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. Full description at Econpapers || Download paper |
2024 | Task-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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2023 | Cheapest-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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Key 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Dealership 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. Full description at Econpapers || Download paper |
2023 | Public 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Tug 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. Full description at Econpapers || Download paper |
2024 | Blockchain 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. Full description at Econpapers || Download paper |
2023 | Spot–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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Streaming 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. Full description at Econpapers || Download paper |
2023 | Strategic 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. Full description at Econpapers || Download paper |
2023 | Trade-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. Full description at Econpapers || Download paper |
2023 | Whose 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. Full description at Econpapers || Download paper |
2023 | Tick 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.. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Inclusive 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Integrated 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Early 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. Full description at Econpapers || Download paper |
2023 | Option 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. Full description at Econpapers || Download paper |
2023 | Does Random Auction Ending Curb Stock Price Manipulation?. (2023). Zou, MI ; Michayluk, David ; Lin, Yiping. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:13:y:2023:i:04:n:s2010139224500010. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Financial analysts and price discovery In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2013 | The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage In: Financial Management. [Full Text][Citation analysis] | article | 5 |
2019 | Insights from bitcoin trading In: Financial Management. [Full Text][Citation analysis] | article | 14 |
1984 | Ex-Ante Expectations and Portfolio Selection. In: The Financial Review. [Citation analysis] | article | 0 |
1984 | Intertemporal Differences in Movements of Minute-to-Minute Stock Returns. In: The Financial Review. [Citation analysis] | article | 1 |
1993 | Do More Risk-Averse Investors Have Lower Net Worth and Income? In: The Financial Review. [Citation analysis] | article | 6 |
1998 | A Transactions Data Analysis of Intraday Betas. In: The Financial Review. [Citation analysis] | article | 0 |
2002 | An Intraday Examination of the Components of the Bid-Ask Spread In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2003 | Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
2005 | Asymmetric Information in the IPO Aftermarket In: The Financial Review. [Full Text][Citation analysis] | article | 11 |
2007 | Price Clustering on the Tokyo Stock Exchange In: The Financial Review. [Full Text][Citation analysis] | article | 23 |
2012 | Short Selling: The Impact of SEC Rule 201 of 2010 In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
2014 | The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders In: The Financial Review. [Full Text][Citation analysis] | article | 13 |
1985 | An Investigation of Transactions Data for NYSE Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 273 |
1986 | Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note. In: Journal of Finance. [Full Text][Citation analysis] | article | 16 |
1992 | An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 282 |
1991 | HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 16 |
1996 | TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
1998 | THE EFFECT OF THE SECS ORDER-HANDLING RULES ON NASDAQ In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
2002 | Merger Announcements and Trading In: Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
2002 | Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
1980 | THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
1981 | THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
1985 | A NEW APPROACH TO CONTROLLING FOR THIN TRADING In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
1985 | INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
1995 | Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 158 |
2012 | Information Content of Earnings Announcements: Evidence from After-Hours Trading In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 31 |
1982 | The determinants of investment in collectibles: A probit analysis In: Journal of Behavioral Economics. [Full Text][Citation analysis] | article | 4 |
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2003 | IMF bailouts, contagion effects, and bank security returns In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2008 | Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
2019 | Intraday price behavior of cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 23 |
2007 | Liquidity supply in electronic markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 24 |
2009 | The information content of trading halts In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 12 |
2016 | Does high-frequency trading increase systemic risk? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 24 |
2002 | Security price adjustment across exchanges: an investigation of common factor components for Dow stocks In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 140 |
2002 | Common factor components versus information shares: a reply In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 27 |
1993 | Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal. [Full Text][Citation analysis] | article | 20 |
2000 | Competition from the limit order book and NYSE spreads In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2001 | Market changes and spread components, implications for international markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
1997 | Automated 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] | article | 7 |
1997 | New equity offerings in Japan: an examination of theory and practice In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
1998 | The liquidity of automated exchanges: new evidence from German Bund futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
2010 | An examination of minimum tick sizes on the Tokyo Stock Exchange In: Japan and the World Economy. [Full Text][Citation analysis] | article | 7 |
1989 | A note on the distribution types of financial ratios in the commercial banking industry In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
1990 | A transactions data analysis of the variability of common stock returns during 1980-1984 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 23 |
1990 | An 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] | article | 31 |
1990 | Tests of stability for variances and means of overnight/intraday returns during bull and bear markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
1995 | Bids and asks in disequilibrium market microstructure: The case of IBM In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
1995 | Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts forecasts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2003 | Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2005 | Information-based trading, price impact of trades, and trade autocorrelation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 32 |
1985 | Cyclical variability of bond risk premia : A note In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
1980 | Behavior of municipal bond default-risk premiums by maturity In: Journal of Business Research. [Full Text][Citation analysis] | article | 3 |
1992 | An exploratory study of portfolio objectives and asset holdings In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2013 | Worldwide reach of short selling regulations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2015 | Trading rules, competition for order flow and market fragmentation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 59 |
1982 | Individual investors and risk-taking In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 32 |
1984 | The nature of individual investors heterogeneous expectations In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 5 |
2002 | Stock 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] | article | 17 |
1999 | An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 31 |
2007 | Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 26 |
2008 | Behavioral 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] | article | 8 |
2011 | Stealth trading: The case of the Tokyo Stock Exchange In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 13 |
2016 | Director discretion and insider trading profitability In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
1995 | Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 23 |
2017 | Reprint of Director discretion and insider trading profitability In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
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1991 | Explaining investor behavior using an adjective check list In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 0 |
2009 | What order flow reveals about the role of the underwriter in IPO aftermarkets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
1991 | The Determination of Court-Awarded Legal Fees In: Journal of Forensic Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Unconventional monetary policy and the behavior of shorts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Supply and demand shifts of shorts before Fed announcements during QE1–QE3 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Naked 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] | article | 2 |
2000 | A Regime-Level Empirical Model of the Specialist Quote Revision Process. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
2003 | Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
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1996 | Competition, Fragmentation, and Market Quality In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
1981 | A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms In: Entrepreneurship Theory and Practice. [Full Text][Citation analysis] | article | 0 |
2015 | Price movement and trade size on the National Stock Exchange of India In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2017 | Price clustering on the Shanghai Stock Exchange In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2018 | Exploring the manipulation toolkit: the failure of Doral Financial Corporation In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
1985 | Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2004 | Price 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] | article | 5 |
2004 | Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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