Thomas McInish
Thomas McInish
Professor and Wunderlich Chair of Finance, The University of Memphis
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Cited by
Cited by
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
An investigation of transactions data for NYSE stocks
RA Wood, TH McInish, JK Ord
The Journal of Finance 40 (3), 723-739, 1985
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
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, 61-68, 1997
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
Individual investors and risk-taking
TH McInish
Journal of economic psychology 2 (2), 125-136, 1982
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
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
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
Trading rules, competition for order flow and market fragmentation
A Kwan, R Masulis, TH McInish
Journal of Financial Economics 115 (2), 330-348, 2015
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
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
Worldwide reach of short selling regulations
A Jain, PK Jain, TH McInish, M McKenzie
Journal of Financial Economics 109 (1), 177-197, 2013
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
Adjusting for beta bias: An assessment of alternate techniques: A note
TH McInish, RA Wood
The Journal of Finance 41 (1), 277-286, 1986
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
Reducing tick size on the Stock Exchange of Singapore
ST Lau, TH McInish
Pacific-Basin Finance Journal 3 (4), 485-496, 1995
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
Common factor components versus information shares: a reply
FHB Harris, TH McInish, RA Wood
Journal of Financial Markets 5 (3), 341-348, 2002
Comovements of international equity returns: a comparison of the pre-and post-October 19, 1987, periods
ST Lau, TH McInish
Global Finance Journal 4 (1), 1-19, 1993
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