Details about Thomas H. McInish

Access statistics for papers by Thomas H. McInish.

Last updated 2012-08-03. Update your information in the RePEc Author Service.

Short-id: pmc98

Journal Articles

2012

1. Short Selling: The Impact of SEC Rule 201 of 2010
   The Financial Review, 2012, 47, (1), 37-64

2011

2. Stealth trading: The case of the Tokyo Stock Exchange
   Pacific-Basin Finance Journal, 2011, 19, (2), 194-207

2010

3. An examination of minimum tick sizes on the Tokyo Stock Exchange
   Japan and the World Economy, 2010, 22, (1), 40-48

2009

4. The information content of trading halts
   Journal of Financial Markets, 2009, 12, (4), 703-726
5. What order flow reveals about the role of the underwriter in IPO aftermarkets
   International Journal of Managerial Finance, 2009, 5, (1), 16-49

2008

6. Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets
   Pacific-Basin Finance Journal, 2008, 16, (3), 183-203 View citations (1)
7. Financial analysts and price discovery
   Accounting and Finance, 2008, 48, (1), 1-24 View citations (1)
8. Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
   International Review of Financial Analysis, 2008, 17, (2), 312-329 View citations (3)

2007

9. Liquidity supply in electronic markets
   Journal of Financial Markets, 2007, 10, (2), 144-168 View citations (3)
10. Opening and closing behavior following the introduction of call auctions in Singapore
    Pacific-Basin Finance Journal, 2007, 15, (1), 18-35 View citations (3)
11. Price Clustering on the Tokyo Stock Exchange
    The Financial Review, 2007, 42, (2), 289-301 View citations (4)

2005

12. Asymmetric Information in the IPO Aftermarket
    The Financial Review, 2005, 40, (2), 131-153 View citations (2)
13. Information-based trading, price impact of trades, and trade autocorrelation
    Journal of Banking & Finance, 2005, 29, (7), 1645-1669 View citations (3)

2003

14. IMF bailouts, contagion effects, and bank security returns
    International Review of Financial Analysis, 2003, 12, (1), 3-23 View citations (5)
15. Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk
    The Financial Review, 2003, 38, (1), 151-160 View citations (1)
16. Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore
    Journal of Banking & Finance, 2003, 27, (8), 1411-1425 View citations (2)

2002

17. After-hours trading of NYSE stocks on the regional stock exchanges
    Review of Financial Economics, 2002, 11, (4), 287-297 View citations (1)
18. An Intraday Examination of the Components of the Bid-Ask Spread
    The Financial Review, 2002, 37, (4), 507-524
19. Common factor components versus information shares: a reply
    Journal of Financial Markets, 2002, 5, (3), 341-348 View citations (8)
20. Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore
    Journal of Financial Research, 2002, 25, (4), 477-484 View citations (1)
21. Merger Announcements and Trading
    Journal of Financial Research, 2002, 25, (2), 263-278 View citations (3)
22. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
    Journal of Financial Markets, 2002, 5, (3), 277-308 View citations (32)
23. Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
    Journal of Multinational Financial Management, 2002, 12, (3), 207-222 View citations (6)

2001

24. Market changes and spread components, implications for international markets
    Journal of International Financial Markets, Institutions and Money, 2001, 11, (1), 65-73

2000

25. A Regime-Level Empirical Model of the Specialist Quote Revision Process
    Review of Quantitative Finance and Accounting, 2000, 14, (4), 399-417 View citations (2)
26. Competition from the limit order book and NYSE spreads
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (1), 31-42

1999

27. An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
    Journal of Multinational Financial Management, 1999, 9, (3-4), 317-329 View citations (19)

1998

28. A Transactions Data Analysis of Intraday Betas
    The Financial Review, 1998, 33, (2), 213-25
29. The Effect of the SEC's Order-Handling Rules on NASDAQ
    Journal of Financial Research, 1998, 21, (3), 247-54 View citations (3)
30. The liquidity of automated exchanges: new evidence from German Bund futures
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 225-241 View citations (13)

1997

31. Automated trade execution and trading activity: The case of the Vancouver stock exchange
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (1), 61-72 View citations (4)
32. Liquidity and foreign ownership restrictions
    Economics Letters, 1997, 56, (1), 85-88
33. New equity offerings in Japan: an examination of theory and practice
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (3), 185-200

1995

34. Bids and asks in disequilibrium market microstructure: The case of IBM
    Journal of Banking & Finance, 1995, 19, (2), 323-345 View citations (6)
35. Block versus Nonblock Trading Patterns
    Review of Quantitative Finance and Accounting, 1995, 5, (4), 355-63 View citations (1)
36. Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
    Journal of Financial and Quantitative Analysis, 1995, 30, (04), 563-579 View citations (42)
37. Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
    Journal of Banking & Finance, 1995, 19, (6), 1025-1046 View citations (3)
38. Reducing tick size on the Stock Exchange of Singapore
    Pacific-Basin Finance Journal, 1995, 3, (4), 485-496 View citations (15)

1993

39. Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
    Global Finance Journal, 1993, 4, (1), 1-19 View citations (6)
40. Do More Risk-Averse Investors Have Lower Net Worth and Income?
    The Financial Review, 1993, 28, (1), 91-106 View citations (1)

1992

41. An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
    Journal of Finance, 1992, 47, (2), 753-64 View citations (117)
42. An exploratory study of portfolio objectives and asset holdings
    Journal of Economic Behavior & Organization, 1992, 19, (3), 285-306 View citations (4)

1991

43. Explaining investor behavior using an adjective check list
    The Journal of Socio-Economics, 1991, 20, (3), 263-275
44. Hourly Returns, Volume, Trade Size, and Number of Trades
    Journal of Financial Research, 1991, 14, (4), 303-15 View citations (9)

1990

45. A transactions data analysis of the variability of common stock returns during 1980-1984
    Journal of Banking & Finance, 1990, 14, (1), 99-112 View citations (3)
46. An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect
    Journal of Banking & Finance, 1990, 14, (2-3), 441-458 View citations (5)
47. Tests of stability for variances and means of overnight/intraday returns during bull and bear markets
    Journal of Banking & Finance, 1990, 14, (6), 1243-1253 View citations (4)

1989

48. A note on the distribution types of financial ratios in the commercial banking industry
    Journal of Banking & Finance, 1989, 13, (3), 463-471 View citations (1)

1986

49. Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note
    Journal of Finance, 1986, 41, (1), 277-86 View citations (5)

1985

50. An Investigation of Transactions Data for NYSE Stocks
    Journal of Finance, 1985, 40, (3), 723-39 View citations (117)
51. Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis
    The Review of Economics and Statistics, 1985, 67, (2), 346-51
52. Cyclical variability of bond risk premia: A note
    Journal of Banking & Finance, 1985, 9, (1), 157-165

1984

53. Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income-Producing Property
    Real Estate Economics, 1984, 12, (4), 521-541
54. Ex-Ante Expectations and Portfolio Selection
    The Financial Review, 1984, 19, (1), 84-96
55. Intertemporal Differences in Movements of Minute-to-Minute Stock Returns
    The Financial Review, 1984, 19, (4), 359-71
56. The nature of individual investors' heterogeneous expectations
    Journal of Economic Psychology, 1984, 5, (3), 251-263 View citations (1)

1982

57. Individual investors and risk-taking
    Journal of Economic Psychology, 1982, 2, (2), 125-136 View citations (7)
58. The determinants of investment in collectibles: A probit analysis
    Journal of Behavioral Economics, 1982, 11, (2), 123-134 View citations (1)

1980

59. Behavior of municipal bond default-risk premiums by maturity
    Journal of Business Research, 1980, 8, (4), 413-418

Chapters

1996

1. Competition, Fragmentation, and Market Quality
   A chapter in The Industrial Organization and Regulation of the Securities Industry, 1996, pp 63-92 View citations (3)