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 0 10 0 0 15 36
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 2 18 80
Total Working Papers 0 0 0 50 0 2 33 116


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 8 21
A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms 0 0 0 1 1 1 11 16
A Regime-Level Empirical Model of the Specialist Quote Revision Process 0 0 0 12 0 1 7 162
A Transactions Data Analysis of Intraday Betas 0 0 0 0 0 0 4 94
A note on the distribution types of financial ratios in the commercial banking industry 0 0 0 59 0 0 4 333
A transactions data analysis of the variability of common stock returns during 1980-1984 0 0 0 99 0 1 11 209
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note 0 0 0 133 0 0 7 345
After-hours trading of NYSE stocks on the regional stock exchanges 0 0 0 38 0 0 18 602
After‐hours trading of NYSE stocks on the regional stock exchanges 0 0 0 1 0 1 9 13
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 1 1 3 481 6 9 30 1,371
An Intraday Examination of the Components of the Bid–Ask Spread 0 0 0 76 0 1 8 209
An Investigation of Transactions Data for NYSE Stocks 1 3 8 346 7 14 36 826
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect 0 1 1 102 0 1 5 311
An examination of minimum tick sizes on the Tokyo Stock Exchange 0 0 1 62 1 2 15 378
An exploratory study of portfolio objectives and asset holdings 0 0 1 81 0 1 8 353
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore 0 0 0 73 0 2 8 221
Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property 0 0 0 18 0 0 7 174
Asymmetric Information in the IPO Aftermarket 0 0 0 157 0 1 11 469
Automated trade execution and trading activity: The case of the Vancouver stock exchange 0 0 0 33 0 1 18 194
Behavior of municipal bond default-risk premiums by maturity 0 0 0 45 0 0 5 284
Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets 0 0 0 72 0 1 11 293
Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis 0 0 0 27 0 2 9 217
Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds 0 0 0 58 0 1 11 265
Bids and asks in disequilibrium market microstructure: The case of IBM 0 0 0 43 0 1 8 169
Block versus Nonblock Trading Patterns 0 0 0 1 0 0 12 211
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets 0 0 0 124 0 1 9 306
Common factor components versus information shares: a reply 0 0 0 102 0 1 13 297
Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 0 0 0 62 0 0 8 180
Competition from the limit order book and NYSE spreads 0 1 1 28 0 3 12 156
Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore 0 0 0 29 0 1 10 105
Cyclical variability of bond risk premia: A note 0 0 0 7 0 0 8 44
Director discretion and insider trading profitability 0 0 1 17 0 1 18 87
Do More Risk-Averse Investors Have Lower Net Worth and Income? 0 0 0 0 1 1 6 220
Does high-frequency trading increase systemic risk? 0 0 0 50 1 2 21 205
Ex-Ante Expectations and Portfolio Selection 0 0 0 0 0 0 3 77
Explaining investor behavior using an adjective check list 0 0 0 62 0 0 7 454
Exploring the manipulation toolkit: the failure of Doral Financial Corporation 0 0 0 4 2 3 14 75
Financial analysts and price discovery 0 0 1 100 1 2 10 262
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES 0 0 0 13 0 0 10 46
IMF bailouts, contagion effects, and bank security returns 0 0 0 79 1 1 6 201
INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS 0 0 0 24 0 0 11 66
Individual investors and risk-taking 0 0 0 172 0 2 10 382
Information Content of Earnings Announcements: Evidence from After-Hours Trading 1 2 5 43 45 47 68 288
Information-based trading, price impact of trades, and trade autocorrelation 0 0 1 76 0 0 6 237
Insights from bitcoin trading 0 0 0 36 0 0 14 125
Intertemporal Differences in Movements of Minute-to-Minute Stock Returns 0 0 0 0 0 1 7 116
Intraday price behavior of cryptocurrencies 0 0 0 32 1 3 17 127
Liquidity and foreign ownership restrictions 0 0 0 12 0 0 4 91
Liquidity supply in electronic markets 0 0 0 99 1 2 7 249
Market changes and spread components, implications for international markets 0 0 0 31 0 0 10 249
Merger Announcements and Trading 0 0 0 25 0 0 9 99
Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts 0 0 0 17 0 1 37 218
New equity offerings in Japan: an examination of theory and practice 0 0 0 21 0 0 10 105
Opening and closing behavior following the introduction of call auctions in Singapore 0 0 0 53 0 2 12 198
Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk 0 0 0 22 0 0 5 119
Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation 1 1 1 6 1 2 12 28
Price Clustering on the Tokyo Stock Exchange 0 0 0 40 0 2 19 212
Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange 0 0 0 3 0 1 9 22
Price clustering on the Shanghai Stock Exchange 0 0 1 7 1 1 7 41
Price movement and trade size on the National Stock Exchange of India 0 0 0 8 2 3 13 45
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts 0 0 3 143 0 2 18 397
Reducing tick size on the Stock Exchange of Singapore 0 0 0 122 0 0 10 524
Reprint of Director discretion and insider trading profitability 0 0 0 3 1 2 13 37
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks 0 0 3 223 0 0 20 529
Short Selling: The Impact of SEC Rule 201 of 2010 0 0 2 19 1 1 8 77
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis 0 0 0 126 1 3 33 386
Stealth trading: The case of the Tokyo Stock Exchange 0 0 0 28 2 3 19 161
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia 0 0 1 265 0 1 15 754
THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY 0 0 0 2 0 0 13 28
THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA 0 0 0 8 0 0 8 28
THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ 0 0 0 2 0 0 6 28
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE 0 0 0 0 0 0 7 14
Tests of stability for variances and means of overnight/intraday returns during bull and bear markets 0 0 0 67 2 2 10 165
The Determination of Court-Awarded Legal Fees 0 0 0 0 0 0 2 6
The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders 0 0 1 14 0 0 15 66
The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage 0 0 0 26 0 0 7 71
The determinants of investment in collectibles: A probit analysis 0 0 0 63 0 0 4 231
The information content of trading halts 0 0 0 44 1 1 15 187
The liquidity of automated exchanges: new evidence from German Bund futures 0 0 0 83 0 0 9 266
The nature of individual investors' heterogeneous expectations 0 0 0 24 0 0 8 98
Trading rules, competition for order flow and market fragmentation 0 0 1 54 1 5 22 235
Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore 0 0 0 33 1 1 15 166
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 8 194
Worldwide reach of short selling regulations 0 0 0 98 0 1 18 332
Total Journal Articles 4 9 36 4,901 82 146 1,026 18,452


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 1 1 5 79
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 2 1 1 6 28
Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive? 0 0 0 1 0 0 5 28
Total Chapters 0 0 0 20 2 2 16 135


Statistics updated 2026-09-10