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1
A market microstructure view of the informational efficiency of security prices
Schwartz, Robert A.
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 75-84
Persistent link: https://www.econbiz.de/10012613445
Saved in:
2
Market illiquidity and conditional equity premium
Guo, Hui
;
Mortal, Sandra
;
Savickas, Robert
;
Wood, Robert A.
- In:
Financial management
46
(
2017
)
3
,
pp. 743-766
Persistent link: https://www.econbiz.de/10011751779
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3
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
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4
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
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5
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
Saved in:
6
An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect
McInish, Thomas H.
;
Wood, Robert A.
- In:
Journal of Banking & Finance
14
(
1990
)
2-3
,
pp. 441-458
Persistent link: https://www.econbiz.de/10005201599
Saved in:
7
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
Kee, H. Chung
;
McInish, Thomas H.
;
Wood, Robert A.
; …
- In:
Journal of Banking & Finance
19
(
1995
)
6
,
pp. 1025-1046
Persistent link: https://www.econbiz.de/10005213248
Saved in:
8
A transactions data analysis of the variability of common stock returns during 1980-1984
H. McInish, Thomas
;
Wood, Robert A.
- In:
Journal of Banking & Finance
14
(
1990
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10005213569
Saved in:
9
Common factor components versus information shares: a reply
Harris, Frederick H. deB.
;
McInish, Thomas H.
;
Wood, …
- In:
Journal of Financial Markets
5
(
2002
)
3
,
pp. 341-348
Persistent link: https://www.econbiz.de/10005320002
Saved in:
10
Did decimalization hurt institutional investors?
Chakravarty, Sugato
;
Panchapagesan, Venkatesh
;
Wood, …
- In:
Journal of Financial Markets
8
(
2005
)
4
,
pp. 400-420
Persistent link: https://www.econbiz.de/10005320061
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