Access Statistics for Thomas H. McInish

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Regime-Level Empirical Model of the Specialist Quote Revision Process 0 0 0 11 0 0 5 90
A Transactions Data Analysis of Intraday Betas 0 0 0 0 0 0 6 43
A note on the distribution types of financial ratios in the commercial banking industry 2 4 11 37 2 7 41 244
A transactions data analysis of the variability of common stock returns during 1980-1984 2 2 17 42 4 6 33 87
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note 1 6 13 56 3 10 36 147
After-hours trading of NYSE stocks on the regional stock exchanges 0 0 4 21 3 8 105 489
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 1 11 81 233 1 16 216 693
An Intraday Examination of the Components of the Bid-Ask Spread 1 2 7 47 1 4 21 119
An Investigation of Transactions Data for NYSE Stocks 2 6 35 130 2 9 79 327
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect 1 4 12 69 2 6 39 226
An exploratory study of portfolio objectives and asset holdings 1 1 8 62 2 6 67 267
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore 0 2 9 45 0 2 14 100
Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income-Producing Property 1 3 5 5 2 5 16 19
Asymmetric Information in the IPO Aftermarket 1 4 35 103 5 19 92 277
Automated trade execution and trading activity: The case of the Vancouver stock exchange 0 0 1 20 0 2 9 106
Behavior of municipal bond default-risk premiums by maturity 0 0 11 36 0 1 64 246
Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets 0 3 12 21 2 13 47 81
Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis 1 1 2 18 1 3 33 106
Bids and asks in disequilibrium market microstructure: The case of IBM 0 1 7 28 1 4 14 73
Block versus Nonblock Trading Patterns 0 0 0 1 1 2 14 136
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets 1 3 10 10 5 9 19 19
Common factor components versus information shares: a reply 1 2 7 42 1 3 15 102
Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 0 1 5 23 0 2 10 80
Competition from the limit order book and NYSE spreads 0 0 3 24 0 0 11 124
Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore 0 0 4 4 2 5 11 11
Cyclical variability of bond risk premia: A note 0 0 2 4 0 2 8 22
Do More Risk-Averse Investors Have Lower Net Worth and Income? 0 0 0 0 0 0 9 72
Ex-Ante Expectations and Portfolio Selection 0 0 0 0 0 2 13 40
Explaining investor behavior using an adjective check list 0 2 11 55 3 9 60 354
Financial analysts and price discovery 0 2 16 66 4 11 42 146
Hourly Returns, Volume, Trade Size, and Number of Trades 0 0 0 0 2 2 2 2
IMF bailouts, contagion effects, and bank security returns 0 2 9 49 1 6 18 119
Individual investors and risk-taking 1 10 26 67 2 17 47 124
Information-based trading, price impact of trades, and trade autocorrelation 0 1 2 45 0 3 13 119
Intertemporal Differences in Movements of Minute-to-Minute Stock Returns 0 0 0 0 0 0 15 77
Liquidity and foreign ownership restrictions 0 1 3 9 0 1 6 51
Liquidity supply in electronic markets 0 1 11 50 1 3 21 95
Market changes and spread components, implications for international markets 0 0 3 25 2 3 25 120
Merger Announcements and Trading 0 0 0 0 1 3 5 5
New equity offerings in Japan: an examination of theory and practice 0 0 1 12 0 0 3 38
Opening and closing behavior following the introduction of call auctions in Singapore 0 1 4 15 0 2 15 57
Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk 1 1 3 18 1 1 10 83
Price Clustering on the Tokyo Stock Exchange 0 2 10 19 1 6 28 74
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts 3 8 28 65 3 14 54 127
Reducing tick size on the Stock Exchange of Singapore 1 1 10 84 3 11 45 288
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks 4 7 24 71 6 11 47 141
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis 4 11 31 44 6 21 65 109
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia 2 5 19 107 3 11 47 371
Tests of stability for variances and means of overnight/intraday returns during bull and bear markets 1 1 15 32 1 4 25 76
The Effect of the SEC's Order-Handling Rules on NASDAQ 0 0 0 0 1 1 1 1
The determinants of investment in collectibles: A probit analysis 0 1 8 23 0 2 17 83
The liquidity of automated exchanges: new evidence from German Bund futures 0 1 9 70 0 4 21 183
The nature of individual investors' heterogeneous expectations 0 4 5 10 0 4 10 20
Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore 0 0 3 24 1 3 9 95
What order flow reveals about the role of the underwriter in IPO aftermarkets 1 6 8 8 4 26 50 50
Total Journal Articles 34 124 560 2,060 86 325 1,748 7,354
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Competition, Fragmentation, and Market Quality 0 1 1 1 0 1 4 4
Total Chapters 0 1 1 1 0 1 4 4


Statistics updated 2009-12-07