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 NEW APPROACH TO CONTROLLING FOR THIN TRADING 0 0 0 2 0 0 0 5
A Regime-Level Empirical Model of the Specialist Quote Revision Process 0 0 0 12 0 0 0 141
A Transactions Data Analysis of Intraday Betas 0 0 0 0 0 0 0 81
A note on the distribution types of financial ratios in the commercial banking industry 0 0 1 55 0 0 1 315
A transactions data analysis of the variability of common stock returns during 1980-1984 0 0 0 96 0 0 0 189
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note 1 2 5 116 2 3 9 296
After-hours trading of NYSE stocks on the regional stock exchanges 0 0 0 35 0 1 1 563
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 2 4 14 382 4 11 43 1,106
An Intraday Examination of the Components of the Bid-Ask Spread 0 0 0 70 0 0 0 180
An Investigation of Transactions Data for NYSE Stocks 0 2 8 295 2 7 20 687
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect 0 0 1 94 0 0 3 294
An examination of minimum tick sizes on the Tokyo Stock Exchange 0 1 3 58 0 3 11 333
An exploratory study of portfolio objectives and asset holdings 0 0 1 77 0 0 1 331
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore 0 0 2 71 0 1 3 186
Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income-Producing Property 0 0 0 16 0 1 1 145
Asymmetric Information in the IPO Aftermarket 0 0 3 150 1 1 5 433
Automated trade execution and trading activity: The case of the Vancouver stock exchange 0 0 0 33 0 0 0 167
Behavior of municipal bond default-risk premiums by maturity 0 0 2 44 0 0 4 271
Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets 0 0 1 70 0 1 5 269
Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis 0 0 0 27 0 0 9 195
Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds 0 0 1 58 0 0 2 238
Bids and asks in disequilibrium market microstructure: The case of IBM 0 0 0 41 0 0 0 148
Block versus Nonblock Trading Patterns 0 0 0 1 0 0 1 191
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets 0 0 6 98 1 1 13 219
Common factor components versus information shares: a reply 0 1 9 79 0 3 18 226
Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 0 0 1 56 0 0 1 157
Competition from the limit order book and NYSE spreads 0 0 0 27 0 0 0 143
Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore 0 0 0 27 1 1 1 86
Cyclical variability of bond risk premia: A note 0 0 0 5 0 0 0 31
Director discretion and insider trading profitability 0 0 1 8 0 1 8 38
Do More Risk-Averse Investors Have Lower Net Worth and Income? 0 0 0 0 2 5 7 163
Does high-frequency trading increase systemic risk? 0 1 10 29 2 10 36 98
Ex-Ante Expectations and Portfolio Selection 0 0 0 0 0 1 1 69
Explaining investor behavior using an adjective check list 0 0 0 62 0 0 2 442
Financial analysts and price discovery 0 0 0 98 0 0 2 228
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES 1 1 1 4 1 1 2 12
IMF bailouts, contagion effects, and bank security returns 0 0 0 78 0 0 0 185
INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS 0 0 2 11 0 0 4 26
Individual investors and risk-taking 1 2 4 154 1 4 11 333
Information Content of Earnings Announcements: Evidence from After-Hours Trading 0 0 1 23 1 2 6 78
Information-based trading, price impact of trades, and trade autocorrelation 0 0 1 70 0 2 4 209
Intertemporal Differences in Movements of Minute-to-Minute Stock Returns 0 0 0 0 0 0 0 102
Liquidity and foreign ownership restrictions 0 0 0 12 0 0 1 78
Liquidity supply in electronic markets 0 2 2 89 0 3 5 201
Market changes and spread components, implications for international markets 0 0 0 31 0 0 0 231
Merger Announcements and Trading 0 0 2 23 0 0 5 79
Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts 0 0 0 15 4 9 26 133
New equity offerings in Japan: an examination of theory and practice 0 0 1 19 0 0 3 80
Opening and closing behavior following the introduction of call auctions in Singapore 0 0 0 40 0 1 2 153
Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk 0 0 0 22 0 0 0 107
Price Clustering on the Tokyo Stock Exchange 0 0 0 37 0 0 2 172
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange 0 0 1 2 0 0 1 7
Price movement and trade size on the National Stock Exchange of India 0 0 0 2 0 0 1 11
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts 0 3 7 116 0 3 13 330
Reducing tick size on the Stock Exchange of Singapore 0 0 0 117 0 0 0 494
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks 0 1 8 182 0 1 13 418
Short Selling: The Impact of SEC Rule 201 of 2010 0 0 0 14 0 1 3 50
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis 1 1 2 120 2 2 5 332
Stealth trading: The case of the Tokyo Stock Exchange 0 0 0 23 0 0 6 121
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia 1 4 7 234 2 7 15 653
THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY 0 0 0 2 0 0 0 9
THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA 0 0 0 5 0 0 0 13
THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ 0 0 0 2 0 0 1 13
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE 0 0 0 0 0 0 0 4
Tests of stability for variances and means of overnight/intraday returns during bull and bear markets 0 0 1 54 0 0 1 131
The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders 0 0 3 10 0 1 7 28
The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage 0 0 0 18 0 1 2 44
The determinants of investment in collectibles: A probit analysis 0 1 2 51 1 2 6 195
The information content of trading halts 1 2 3 36 1 2 11 132
The liquidity of automated exchanges: new evidence from German Bund futures 0 0 0 80 1 1 3 238
The nature of individual investors' heterogeneous expectations 0 0 0 22 0 0 1 80
Trading rules, competition for order flow and market fragmentation 0 0 4 21 4 7 15 112
Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore 0 0 0 32 0 0 1 135
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 1 181
Worldwide reach of short selling regulations 1 5 13 57 3 11 30 212
Total Journal Articles 9 33 134 4,149 36 112 415 14,786


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 0 0 17 0 0 2 62
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 0 0 1 6 10
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 0 0 0 3 6
Total Chapters 0 0 0 17 0 1 11 78


Statistics updated 2019-06-03