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Reducing tick size on the Stock Exchange of Singapore

Lau, Sie Ting; McInish, Thomas H. - In: Pacific-Basin Finance Journal 3 (1995) 4, pp. 485-496

Persistent link: https://www.econbiz.de/10005372453

Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia

Lau, Sie Ting; Lee, Chee Tong; McInish, Thomas H. - In: Journal of Multinational Financial Management 12 (2002) 3, pp. 207-222

Persistent link: https://www.econbiz.de/10005388884

The liquidity of automated exchanges: new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of International Financial Markets, … 8 (1998) 3-4, pp. 225-241

Persistent link: https://www.econbiz.de/10005403367

Competition from the limit order book and NYSE spreads

Phillips Kugele, Lynn; McInish, Thomas H.; Ness, Bonnie … - In: Journal of International Financial Markets, … 10 (2000) 1, pp. 31-42

Persistent link: https://www.econbiz.de/10005408506

Market changes and spread components, implications for international markets

McInish, Thomas H.; Ness, Bonnie F. Van; Ness, Robert A. Van - In: Journal of International Financial Markets, … 11 (2001) 1, pp. 65-73

Persistent link: https://www.econbiz.de/10005408507

Automated trade execution and trading activity: The case of the Vancouver stock exchange

Ferris, Stephen P.; McInish, Thomas H.; Wood, Robert A. - In: Journal of International Financial Markets, … 7 (1997) 1, pp. 61-72

Persistent link: https://www.econbiz.de/10005408628

Behavior of municipal bond default-risk premiums by maturity

McInish, Thomas H. - In: Journal of Business Research 8 (1980) 4, pp. 413-418

Persistent link: https://www.econbiz.de/10005474232

Information Content of Earnings Announcements: Evidence from After-Hours Trading

Jiang, Christine X.; Likitapiwat, Tanakorn; McInish, … - In: Journal of Financial and Quantitative Analysis 47 (2012) 06, pp. 1303-1330

We study after-hours trading (AHT), price contributions, and price discovery following quarterly earnings announcements released outside of the normal trading hours. For Standard & Poor’s (S&P) 500 index stocks from 2004–2008, AHT is heightened on announcement days. A significant portion of...

Persistent link: https://www.econbiz.de/10011120766

Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange

Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: Journal of Futures Markets 24 (2004) 8, pp. 785-804

This paper uses the methods of error correction and common factor analysis to estimate the contribution of locals (market makers who may participate directly by trading for their own account) and non‐local traders to price discovery on the floor of the Chicago Board of Trade (CBOT) and the...

Persistent link: https://www.econbiz.de/10011197612

Trading rules, competition for order flow and market fragmentation

Kwan, Amy; Masulis, Ronald; McInish, Thomas H. - In: Journal of Financial Economics 115 (2015) 2, pp. 330-348

We investigate competition between traditional stock exchanges and new dark trading venues using an important difference in regulatory treatment. Securities and Exchange Commission required minimum pricing increments constrain some stock spreads, causing large limit order queues. Dark pools...

Persistent link: https://www.econbiz.de/10011189257