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TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE

Lau, Sie Ting; McCorry, Michael S.; McInish, Thomas H.; … - In: Journal of Financial Research 19 (1996) 4, pp. 579-584

Persistent link: https://www.econbiz.de/10010889308

Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore

Lau, Sie Ting; McInish, Thomas H. - In: Journal of Financial Research 25 (2002) 4, pp. 477-484

Cross-listings of equities internationally are becoming more common. Using data for Europe and North America, previous studies reject the order flow diversion hypothesis, which states that international cross-listings reduce home-country trading volume. We test this hypothesis using data for...

Persistent link: https://www.econbiz.de/10005315574

PRICE DISCOVERY OF INTERNATIONALLY CROSS-LISTED STOCKS DURING THE 2008 FINANCIAL CRISIS

Lockwood, Jimmy; Lockwood, Larry; Lau, Sie Ting - In: Journal of Financial Research 41 (2018) 3, pp. 351-381

Persistent link: https://www.econbiz.de/10012093662

Trading of NASDAQ Stocks on the Chicago Stock Exchange

Lau, Sie Ting; al, et - In: Journal of Financial Research 19 (1996) 4, pp. 579-84

We use a linear programming model to form two portfolios with approximately equal levels of attributes such as financial leverage. One portfolio comprises stocks that trade exclusively on NASDAQ and the other, stocks that trade on both the Chicago Stock Exchange (CSE) and NASDAQ (CSE/NASDAQ). We...

Persistent link: https://www.econbiz.de/10008518461

THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ

McInish, Thomas H.; Ness, Bonnie F. Van; Ness, Robert A. Van - In: Journal of Financial Research 21 (1998) 3, pp. 247-254

Persistent link: https://www.econbiz.de/10010889204

INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS

McInish, Thomas H.; Wood, Robert A. - In: Journal of Financial Research 8 (1985) 2, pp. 119-126

Persistent link: https://www.econbiz.de/10010889399

THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY

McInish, Thomas H. - In: Journal of Financial Research 3 (1980) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10010889431

HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES

McInish, Thomas H.; Wood, Robert A. - In: Journal of Financial Research 14 (1991) 4, pp. 303-315

Persistent link: https://www.econbiz.de/10010889504

A NEW APPROACH TO CONTROLLING FOR THIN TRADING

McInish, Thomas H.; Wood, Robert A. - In: Journal of Financial Research 8 (1985) 1, pp. 69-76

Persistent link: https://www.econbiz.de/10010889526

THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA

Saniga, Erwin M.; McInish, Thomas H.; Gouldey, Bruce K. - In: Journal of Financial Research 4 (1981) 2, pp. 129-135

Persistent link: https://www.econbiz.de/10010889627