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The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders

McInish, Thomas H.; Upson, James; Wood, Robert A. - In: The financial review : the official publication of the … 49 (2014) 3, pp. 481-509

Persistent link: https://www.econbiz.de/10010401378

The Flash Crash : Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Wood, Robert A. - 2013

During the Flash Crash on May 6, 2010, a short period of high stock market volatility, some stock prices declined to $0.01, while others increased to $100,000. Examining Intermarket Sweep Orders (ISO) before, on, and after May 6, we find that ISO use is substantially higher on May 6. For those...

Persistent link: https://www.econbiz.de/10013094620

After-hours trading of NYSE stocks on regional stock exchanges

McInish, Thomas H.; Ness, Bonnie F. van; Ness, Robert A. van - In: Review of financial economics : RFE 11 (2002) 4, pp. 287-297

Persistent link: https://www.econbiz.de/10001743614

The information content of trading halts

Jiang, Christine X.; McInish, Thomas H.; Upson, James - In: Journal of financial markets 12 (2009) 4, pp. 703-726

Persistent link: https://www.econbiz.de/10003902727

What order flow reveals about the role of the underwriter in IPO aftermarks

Aitken, Michael J.; Harris, Frederick H. deB.; McInish, … - In: International journal of managerial finance : IJMF 5 (2009) 1, pp. 16-49

Persistent link: https://www.econbiz.de/10003935276

Short selling : the impact of SEC rule 201 of 2010

Jain, Chinmay; Jain, Pankaj K.; McInish, Thomas H. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10009500724

Greed and fear in financial markets : the case of stock spam e-mails

Hu, Bill; McInish, Thomas H. - In: The journal of behavioral finance : a publication of … 14 (2013) 2, pp. 83-93

Persistent link: https://www.econbiz.de/10010255646

Naked short selling and the market impact of fails-to-deliver : evidence from the trading of real estate investment trusts

Devos, Erik; McInish, Thomas H.; McKenzie, Michael D.; … - In: The journal of real estate finance and economics 49 (2014) 4, pp. 454-476

Persistent link: https://www.econbiz.de/10010422269

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

Short-horizon contrarian and momentum strategies in Asian markets : an integrated analysis

McInish, Thomas H.; Ding, David K.; Pyun, Chong-soo; … - In: International review of financial analysis 17 (2008) 2, pp. 312-329

Persistent link: https://www.econbiz.de/10003765046