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Thomas McInish
Thomas McInish
Professor and Wunderlich Chair of Finance, The University of Memphis
Verified email at memphis.edu
Title
Cited by
Cited by
Year
An analysis of intraday patterns in bid/ask spreads for NYSE stocks
TH McInish, RA Wood
the Journal of Finance 47 (2), 753-764, 1992
12661992
An investigation of transactions data for NYSE stocks
RA Wood, TH McInish, JK Ord
The Journal of Finance 40 (3), 723-739, 1985
11581985
Cointegration, error correction, and price discovery on informationally linked security markets
FHB Harris, TH McInish, GL Shoesmith, RA Wood
Journal of financial and quantitative analysis 30 (4), 563-579, 1995
4451995
Part IV: How do reputations affect corporate performance?: The value of corporate reputation: Evidence from the equity markets
RK Srivastava, TH McInish, RA Wood, AJ Capraro
Corporate Reputation Review 1 (1), 61-68, 1997
3511997
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
FHB Harris, TH McInish, RA Wood
Journal of financial markets 5 (3), 277-308, 2002
3082002
Individual investors and risk-taking
TH McInish
Journal of economic psychology 2 (2), 125-136, 1982
2091982
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
KH Chung, TH McInish, RA Wood, DJ Wyhowski
Journal of Banking & Finance 19 (6), 1025-1046, 1995
1781995
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
ST Lau, CT Lee, TH McInish
Journal of multinational financial management 12 (3), 207-222, 2002
1582002
An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect
TH McInish, RA Wood
Journal of Banking & Finance 14 (2-3), 441-458, 1990
1521990
Trading rules, competition for order flow and market fragmentation
A Kwan, R Masulis, TH McInish
Journal of Financial Economics 115 (2), 330-348, 2015
1462015
A transactions data analysis of the variability of common stock returns during 1980–1984
TH McInish, RA Wood
Journal of Banking & Finance 14 (1), 99-112, 1990
1401990
Worldwide reach of short selling regulations
A Jain, PK Jain, TH McInish, M McKenzie
Journal of Financial Economics 109 (1), 177-197, 2013
1212013
The liquidity of automated exchanges: new evidence from German Bund futures
A Frino, TH McInish, M Toner
Journal of International Financial Markets, Institutions and Money 8 (3-4 …, 1998
1201998
Information content of earnings announcements: Evidence from after-hours trading
CX Jiang, T Likitapiwat, TH McInish
Journal of Financial and Quantitative Analysis 47 (6), 1303-1330, 2012
1072012
Adjusting for beta bias: An assessment of alternate techniques: A note
TH McInish, RA Wood
The Journal of Finance 41 (1), 277-286, 1986
1051986
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
DK Ding, FHB Harris, ST Lau, TH McInish
Journal of Multinational Financial Management 9 (3-4), 317-329, 1999
971999
Reducing tick size on the Stock Exchange of Singapore
ST Lau, TH McInish
Pacific-Basin Finance Journal 3 (4), 485-496, 1995
881995
Common factor components versus information shares: a reply
FHB Harris, TH McInish, RA Wood
Journal of Financial Markets 5 (3), 341-348, 2002
852002
J. Keith Ord, 1985, An investigation of transactions data for NYSE stocks
RA Wood, HM Thomas
Journal of Finance 40 (3), 723-741, 0
85
Opening and closing behavior following the introduction of call auctions in Singapore
C Comerton-Forde, ST Lau, T McInish
Pacific-Basin Finance Journal 15 (1), 18-35, 2007
842007
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