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The accuracy of the tick test : evidence from the Australian stock exchange

Aitken, Michael J. - In: Journal of banking & finance 20 (1996) 10, pp. 1715-1729

Persistent link: https://www.econbiz.de/10001209652

Liquidity in auction and specialist market structures : evidence from the Italian bourse

Frino, Alex; Gerace, Dionigi; Lepone, Andrew - In: Journal of banking & finance 32 (2008) 12, pp. 2581-2588

Persistent link: https://www.econbiz.de/10003795797

The provision of liquidity by high-frequency participants

Jarnecic, Elvis; Snape, Mark - In: The financial review : the official publication of the … 49 (2014) 2, pp. 371-394

Persistent link: https://www.econbiz.de/10010363575

Competition, fragmentation, and market quality

McInish, Thomas H. - In: The industrial organization and regulation of the …, (pp. 63-78). 1996

Persistent link: https://www.econbiz.de/10001296747

A transactions data analysis of the variability of common stock returns during 1980 - 1984

McInish, Thomas H. - In: Journal of banking & finance 14 (1990) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10001088203

An analysis of transactions data for the Toronto Stock Exchange : return patterns and end-of-the-day effect

McInish, Thomas H. - In: Journal of banking & finance 14 (1990) 2, pp. 441-458

Persistent link: https://www.econbiz.de/10001092355

Cointegration, error correction, and price discovery on informationally linked security markets

Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579

Persistent link: https://www.econbiz.de/10001218096

An Investigation of Market Invariance for the Tokyo Stock Exchange

Cheung, William; Guo, Lewen; McInish, Thomas H. - 2023

We test the invariance-of-bet hypothesis from Kyle and Obizhaeva (2016) for the Tokyo Stock Exchange. The pooled regression coefficients of log of the number of trades on log of trading activities range from 0.586 to 0.679, close to the theoretical value of two-thirds predicted by the...

Persistent link: https://www.econbiz.de/10014353268

Stealth trading : the case of the Tokyo stock exchange

Ascioglu, Asli; Comerton-Forde, Carole; McInish, Thomas H. - In: Pacific-Basin finance journal 19 (2011) 2, pp. 194-207

Persistent link: https://www.econbiz.de/10009271701

An examination of minimum tick sizes on the Tokyo stock exchange

Ascioglu, Asli; Comerton-Forde, Carole; McInish, Thomas H. - In: Japan and the world economy : international journal of … 22 (2010) 1, pp. 40-48

Persistent link: https://www.econbiz.de/10009272713