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Details about Thomas H. McInish

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Workplace:Department of Economics, Fogelman College of Business and Economics, University of Memphis, (more information at EDIRC)

Access statistics for papers by Thomas H. McInish.

Last updated 2019-10-09. Update your information in the RePEc Author Service.

Short-id: pmc98


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Working Papers

2019

  1. Unconventional monetary policy and the behavior of shorts
    Working Papers, Federal Reserve Bank of St. Louis Downloads

Journal Articles

2019

  1. Intraday price behavior of cryptocurrencies
    Finance Research Letters, 2019, 28, (C), 337-342 Downloads View citations (1)

2017

  1. Reprint of Director discretion and insider trading profitability
    Pacific-Basin Finance Journal, 2017, 45, (C), 52-67 Downloads

2016

  1. Director discretion and insider trading profitability
    Pacific-Basin Finance Journal, 2016, 39, (C), 28-43 Downloads View citations (1)
  2. Does high-frequency trading increase systemic risk?
    Journal of Financial Markets, 2016, 31, (C), 1-24 Downloads View citations (6)

2015

  1. Trading rules, competition for order flow and market fragmentation
    Journal of Financial Economics, 2015, 115, (2), 330-348 Downloads View citations (22)

2014

  1. Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts
    The Journal of Real Estate Finance and Economics, 2014, 49, (4), 454-476 Downloads
  2. The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
    The Financial Review, 2014, 49, (3), 481-509 Downloads View citations (6)

2013

  1. The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage
    Financial Management, 2013, 42, (3), 481-501 Downloads View citations (4)
  2. Worldwide reach of short selling regulations
    Journal of Financial Economics, 2013, 109, (1), 177-197 Downloads View citations (20)

2012

  1. Information Content of Earnings Announcements: Evidence from After-Hours Trading
    Journal of Financial and Quantitative Analysis, 2012, 47, (6), 1303-1330 Downloads View citations (8)
  2. Short Selling: The Impact of SEC Rule 201 of 2010
    The Financial Review, 2012, 47, (1), 37-64 Downloads View citations (6)

2011

  1. Stealth trading: The case of the Tokyo Stock Exchange
    Pacific-Basin Finance Journal, 2011, 19, (2), 194-207 Downloads View citations (9)

2010

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

2009

  1. The information content of trading halts
    Journal of Financial Markets, 2009, 12, (4), 703-726 Downloads View citations (11)
  2. What order flow reveals about the role of the underwriter in IPO aftermarkets
    International Journal of Managerial Finance, 2009, 5, (1), 16-49 Downloads View citations (2)

2008

  1. 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 Downloads View citations (6)
  2. Financial analysts and price discovery
    Accounting and Finance, 2008, 48, (1), 1-24 Downloads View citations (1)
  3. Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
    International Review of Financial Analysis, 2008, 17, (2), 312-329 Downloads View citations (12)

2007

  1. Liquidity supply in electronic markets
    Journal of Financial Markets, 2007, 10, (2), 144-168 Downloads View citations (17)
  2. Opening and closing behavior following the introduction of call auctions in Singapore
    Pacific-Basin Finance Journal, 2007, 15, (1), 18-35 Downloads View citations (11)
  3. Price Clustering on the Tokyo Stock Exchange
    The Financial Review, 2007, 42, (2), 289-301 Downloads View citations (13)

2005

  1. Asymmetric Information in the IPO Aftermarket
    The Financial Review, 2005, 40, (2), 131-153 Downloads View citations (7)
  2. Information-based trading, price impact of trades, and trade autocorrelation
    Journal of Banking & Finance, 2005, 29, (7), 1645-1669 Downloads View citations (21)

2004

  1. Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange
    Journal of Futures Markets, 2004, 24, (8), 785-804 Downloads View citations (4)

2003

  1. Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds
    Review of Quantitative Finance and Accounting, 2003, 21, (4), 303-21 Downloads View citations (2)
  2. IMF bailouts, contagion effects, and bank security returns
    International Review of Financial Analysis, 2003, 12, (1), 3-23 Downloads View citations (13)
  3. Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk
    The Financial Review, 2003, 38, (1), 151-160 Downloads View citations (3)
  4. 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 Downloads View citations (3)

2002

  1. After-hours trading of NYSE stocks on the regional stock exchanges
    Review of Financial Economics, 2002, 11, (4), 287-297 Downloads View citations (4)
  2. An Intraday Examination of the Components of the Bid-Ask Spread
    The Financial Review, 2002, 37, (4), 507-524 Downloads View citations (6)
  3. Common factor components versus information shares: a reply
    Journal of Financial Markets, 2002, 5, (3), 341-348 Downloads View citations (19)
  4. Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore
    Journal of Financial Research, 2002, 25, (4), 477-484 Downloads View citations (5)
  5. Merger Announcements and Trading
    Journal of Financial Research, 2002, 25, (2), 263-278 Downloads View citations (7)
  6. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
    Journal of Financial Markets, 2002, 5, (3), 277-308 Downloads View citations (87)
  7. 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 Downloads View citations (11)

2001

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

2000

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

1999

  1. 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 Downloads View citations (27)

1998

  1. A Transactions Data Analysis of Intraday Betas
    The Financial Review, 1998, 33, (2), 213-25
  2. THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ
    Journal of Financial Research, 1998, 21, (3), 247-254 Downloads
  3. 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 Downloads View citations (19)

1997

  1. 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 Downloads View citations (6)
  2. Liquidity and foreign ownership restrictions
    Economics Letters, 1997, 56, (1), 85-88 Downloads
  3. New equity offerings in Japan: an examination of theory and practice
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (3), 185-200 Downloads View citations (1)

1996

  1. TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE
    Journal of Financial Research, 1996, 19, (4), 579-584 Downloads

1995

  1. Bids and asks in disequilibrium market microstructure: The case of IBM
    Journal of Banking & Finance, 1995, 19, (2), 323-345 Downloads View citations (6)
  2. Block versus Nonblock Trading Patterns
    Review of Quantitative Finance and Accounting, 1995, 5, (4), 355-63 View citations (3)
  3. Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
    Journal of Financial and Quantitative Analysis, 1995, 30, (4), 563-579 Downloads View citations (122)
  4. Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
    Journal of Banking & Finance, 1995, 19, (6), 1025-1046 Downloads View citations (26)
  5. Reducing tick size on the Stock Exchange of Singapore
    Pacific-Basin Finance Journal, 1995, 3, (4), 485-496 Downloads View citations (22)

1993

  1. Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
    Global Finance Journal, 1993, 4, (1), 1-19 Downloads View citations (8)
  2. Do More Risk-Averse Investors Have Lower Net Worth and Income?
    The Financial Review, 1993, 28, (1), 91-106 View citations (4)

1992

  1. An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
    Journal of Finance, 1992, 47, (2), 753-64 Downloads View citations (228)
  2. An exploratory study of portfolio objectives and asset holdings
    Journal of Economic Behavior & Organization, 1992, 19, (3), 285-306 Downloads View citations (5)

1991

  1. Explaining investor behavior using an adjective check list
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 1991, 20, (3), 263-275 Downloads
  2. HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES
    Journal of Financial Research, 1991, 14, (4), 303-315 Downloads View citations (4)
  3. The Determination of Court-Awarded Legal Fees
    Journal of Forensic Economics, 1991, 5, (1), 87-87 Downloads

1990

  1. A transactions data analysis of the variability of common stock returns during 1980-1984
    Journal of Banking & Finance, 1990, 14, (1), 99-112 Downloads View citations (14)
  2. 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 Downloads View citations (23)
  3. 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 Downloads View citations (4)

1989

  1. A note on the distribution types of financial ratios in the commercial banking industry
    Journal of Banking & Finance, 1989, 13, (3), 463-471 Downloads View citations (2)

1986

  1. Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note
    Journal of Finance, 1986, 41, (1), 277-86 Downloads View citations (11)

1985

  1. A NEW APPROACH TO CONTROLLING FOR THIN TRADING
    Journal of Financial Research, 1985, 8, (1), 69-76 Downloads View citations (2)
  2. An Investigation of Transactions Data for NYSE Stocks
    Journal of Finance, 1985, 40, (3), 723-39 Downloads View citations (219)
  3. Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis
    The Review of Economics and Statistics, 1985, 67, (2), 346-51 Downloads
  4. Cyclical variability of bond risk premia: A note
    Journal of Banking & Finance, 1985, 9, (1), 157-165 Downloads
  5. INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS
    Journal of Financial Research, 1985, 8, (2), 119-126 Downloads View citations (2)

1984

  1. Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property
    Real Estate Economics, 1984, 12, (4), 521-541 Downloads
  2. Ex-Ante Expectations and Portfolio Selection
    The Financial Review, 1984, 19, (1), 84-96
  3. Intertemporal Differences in Movements of Minute-to-Minute Stock Returns
    The Financial Review, 1984, 19, (4), 359-71 View citations (1)
  4. The nature of individual investors' heterogeneous expectations
    Journal of Economic Psychology, 1984, 5, (3), 251-263 Downloads View citations (2)

1982

  1. Individual investors and risk-taking
    Journal of Economic Psychology, 1982, 2, (2), 125-136 Downloads View citations (24)
  2. The determinants of investment in collectibles: A probit analysis
    Journal of Behavioral Economics, 1982, 11, (2), 123-134 Downloads View citations (1)

1981

  1. THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA
    Journal of Financial Research, 1981, 4, (2), 129-135 Downloads View citations (2)

1980

  1. Behavior of municipal bond default-risk premiums by maturity
    Journal of Business Research, 1980, 8, (4), 413-418 Downloads View citations (3)
  2. THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY
    Journal of Financial Research, 1980, 3, (2), 129-138 Downloads

Chapters

2005

  1. Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?
    Chapter 10 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2005, pp 171-186 Downloads
    Also in Chapter 10 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2004, pp 171-186 (2004) Downloads

1996

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