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 2 3 3 8
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 1 1 1 97 1 1 1 190
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note 0 0 4 116 0 1 7 297
After-hours trading of NYSE stocks on the regional stock exchanges 0 0 0 35 0 0 1 563
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 2 5 17 387 6 11 43 1,117
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 1 8 296 0 1 19 688
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect 0 1 2 95 0 1 3 295
An examination of minimum tick sizes on the Tokyo Stock Exchange 0 0 2 58 1 2 7 335
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 1 71 0 1 3 187
Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property 0 0 0 16 0 0 1 145
Asymmetric Information in the IPO Aftermarket 0 0 1 150 0 0 3 433
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 1 44 0 0 2 271
Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets 0 0 1 70 0 0 5 269
Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis 0 0 0 27 1 2 2 197
Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds 0 0 0 58 0 0 0 238
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 2 7 100 3 5 15 224
Common factor components versus information shares: a reply 1 1 8 80 1 3 14 229
Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 0 0 0 56 0 1 1 158
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 0 0 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 1 2 9 1 3 8 41
Do More Risk-Averse Investors Have Lower Net Worth and Income? 0 0 0 0 0 0 7 163
Does high-frequency trading increase systemic risk? 1 1 8 30 1 2 31 100
Ex-Ante Expectations and Portfolio Selection 0 0 0 0 0 0 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 1 228
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES 0 0 1 4 0 0 2 12
IMF bailouts, contagion effects, and bank security returns 0 0 0 78 2 2 2 187
INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS 2 4 4 15 2 5 6 31
Individual investors and risk-taking 0 0 4 154 0 1 11 334
Information Content of Earnings Announcements: Evidence from After-Hours Trading 0 1 2 24 0 3 8 81
Information-based trading, price impact of trades, and trade autocorrelation 0 1 2 71 0 1 5 210
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 0 2 89 1 2 7 203
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 2 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 3 10 34 143
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 1 1 41 1 2 4 155
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 1 3 173
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange 0 0 1 2 0 1 2 8
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 0 7 116 0 0 12 330
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 8 183 0 2 12 420
Short Selling: The Impact of SEC Rule 201 of 2010 0 0 0 14 0 0 3 50
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis 0 0 1 120 0 0 4 332
Stealth trading: The case of the Tokyo Stock Exchange 0 0 0 23 0 1 4 122
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia 1 1 6 235 2 2 15 655
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 1 2 14
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 1 4 11 32
The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage 0 0 0 18 0 0 2 44
The determinants of investment in collectibles: A probit analysis 0 0 1 51 1 1 5 196
The information content of trading halts 2 2 5 38 4 16 26 148
The liquidity of automated exchanges: new evidence from German Bund futures 0 0 0 80 0 2 5 240
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 1 5 22 2 5 19 117
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 0 2 12 59 0 3 27 215
Total Journal Articles 10 27 134 4,176 36 102 426 14,888


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 62
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 0 0 0 2 6
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 0 1 2 7 12
Total Chapters 0 0 0 17 1 2 10 80


Statistics updated 2019-09-09