Access Statistics for Thomas H. McInish

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 1 10 0 2 3 21
Unconventional monetary policy and the behavior of shorts 0 0 0 40 1 1 1 62
Total Working Papers 0 0 1 50 1 3 4 83


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 3 0 0 0 13
A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms 0 0 0 1 0 0 0 5
A Regime-Level Empirical Model of the Specialist Quote Revision Process 0 0 0 12 0 0 0 155
A Transactions Data Analysis of Intraday Betas 0 0 0 0 0 0 0 90
A note on the distribution types of financial ratios in the commercial banking industry 0 0 0 59 0 0 1 328
A transactions data analysis of the variability of common stock returns during 1980-1984 0 0 0 99 0 0 2 198
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note 0 0 3 133 0 0 4 336
After-hours trading of NYSE stocks on the regional stock exchanges 0 0 0 37 0 0 2 582
After‐hours trading of NYSE stocks on the regional stock exchanges 0 0 0 1 0 0 0 3
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 2 3 4 477 2 3 7 1,331
An Intraday Examination of the Components of the Bid–Ask Spread 0 0 0 76 1 1 1 201
An Investigation of Transactions Data for NYSE Stocks 1 1 7 336 1 2 15 781
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect 1 1 2 101 2 2 3 306
An examination of minimum tick sizes on the Tokyo Stock Exchange 0 0 0 61 0 1 3 360
An exploratory study of portfolio objectives and asset holdings 0 0 1 80 0 0 3 343
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore 0 0 0 73 0 0 1 212
Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property 0 0 0 18 0 1 1 165
Asymmetric Information in the IPO Aftermarket 0 1 1 156 0 1 3 456
Automated trade execution and trading activity: The case of the Vancouver stock exchange 0 0 0 33 0 0 0 175
Behavior of municipal bond default-risk premiums by maturity 0 0 0 45 0 0 0 279
Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets 0 0 0 72 0 0 0 281
Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis 0 0 0 27 0 0 1 207
Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds 0 0 0 58 0 0 2 253
Bids and asks in disequilibrium market microstructure: The case of IBM 0 1 1 43 0 1 1 161
Block versus Nonblock Trading Patterns 0 0 0 1 0 0 1 199
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets 0 0 0 124 0 0 0 293
Common factor components versus information shares: a reply 0 0 1 102 1 1 3 280
Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 0 0 2 62 0 0 3 170
Competition from the limit order book and NYSE spreads 0 0 0 27 0 0 0 144
Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore 0 0 1 29 0 0 1 93
Cyclical variability of bond risk premia: A note 0 0 0 7 0 0 0 36
Director discretion and insider trading profitability 0 0 0 16 0 0 0 68
Do More Risk-Averse Investors Have Lower Net Worth and Income? 0 0 0 0 0 0 4 210
Does high-frequency trading increase systemic risk? 0 0 1 49 0 0 3 182
Ex-Ante Expectations and Portfolio Selection 0 0 0 0 0 0 1 74
Explaining investor behavior using an adjective check list 0 0 0 62 0 0 0 447
Exploring the manipulation toolkit: the failure of Doral Financial Corporation 0 0 2 4 0 0 3 58
Financial analysts and price discovery 0 0 0 99 1 1 5 247
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES 0 0 3 13 0 0 3 36
IMF bailouts, contagion effects, and bank security returns 0 0 0 79 0 1 1 195
INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS 0 0 0 23 0 1 1 52
Individual investors and risk-taking 0 0 2 171 0 1 6 370
Information Content of Earnings Announcements: Evidence from After-Hours Trading 0 0 5 38 0 0 10 219
Information-based trading, price impact of trades, and trade autocorrelation 0 0 0 75 0 0 2 231
Insights from bitcoin trading 0 0 2 36 0 0 9 109
Intertemporal Differences in Movements of Minute-to-Minute Stock Returns 0 0 0 0 0 0 2 109
Intraday price behavior of cryptocurrencies 0 0 1 32 0 2 7 105
Liquidity and foreign ownership restrictions 0 0 0 12 0 0 2 86
Liquidity supply in electronic markets 0 0 3 99 1 1 7 239
Market changes and spread components, implications for international markets 0 0 0 31 0 0 1 236
Merger Announcements and Trading 0 0 0 24 0 0 0 89
Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts 0 0 1 17 0 1 5 180
New equity offerings in Japan: an examination of theory and practice 0 0 0 21 0 0 0 93
Opening and closing behavior following the introduction of call auctions in Singapore 0 3 6 53 0 4 8 186
Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk 0 0 0 22 0 0 0 112
Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation 0 0 0 5 0 0 0 15
Price Clustering on the Tokyo Stock Exchange 0 0 1 40 0 1 3 192
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange 0 0 0 3 0 0 0 12
Price clustering on the Shanghai Stock Exchange 0 0 0 6 0 0 0 30
Price movement and trade size on the National Stock Exchange of India 0 0 0 8 0 0 1 31
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts 0 0 3 140 0 1 6 377
Reducing tick size on the Stock Exchange of Singapore 0 0 0 122 0 0 1 514
Reprint of Director discretion and insider trading profitability 0 0 0 3 0 0 0 24
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks 0 0 2 218 0 0 4 505
Short Selling: The Impact of SEC Rule 201 of 2010 0 0 0 17 0 0 2 68
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis 0 0 0 126 0 0 0 353
Stealth trading: The case of the Tokyo Stock Exchange 0 0 0 28 0 0 2 141
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia 1 1 5 263 1 1 10 738
THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY 0 0 0 2 0 0 2 15
THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA 0 0 0 8 0 0 0 20
THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ 0 0 0 2 0 0 1 21
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE 0 0 0 0 0 0 0 7
Tests of stability for variances and means of overnight/intraday returns during bull and bear markets 3 3 5 65 3 3 6 152
The Determination of Court-Awarded Legal Fees 0 0 0 0 0 0 0 4
The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders 0 0 1 13 0 2 5 50
The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage 0 0 2 26 0 0 2 62
The determinants of investment in collectibles: A probit analysis 0 1 1 62 2 3 6 226
The information content of trading halts 0 0 0 44 0 0 1 171
The liquidity of automated exchanges: new evidence from German Bund futures 0 0 1 83 1 1 2 257
The nature of individual investors' heterogeneous expectations 0 0 1 24 0 0 1 89
Trading rules, competition for order flow and market fragmentation 0 1 1 53 1 2 4 211
Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore 0 0 0 33 0 0 2 150
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 0 185
Worldwide reach of short selling regulations 0 0 2 98 0 1 7 314
Total Journal Articles 8 16 74 4,850 17 40 206 17,303


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 1 72
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 1 0 0 1 22
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 1 2 0 0 3 21
Total Chapters 0 0 1 20 0 0 5 115


Statistics updated 2025-02-05