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Information-based trading, price impact of trades, and trade autocorrelation
Chung, Kee H.; Li, Mingsheng; McInish, Thomas H. - In: Journal of banking & finance 29 (2005) 7, pp. 1645-1669
Persistent link: https://www.econbiz.de/10002817450
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Tests of stability for variances and means of oversight intraday returns during bull and bear markets
Lockwood, Larry Joseph - In: Journal of banking & finance 14 (1990) 6, pp. 1243-1253
Persistent link: https://www.econbiz.de/10001098491
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Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
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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
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Trading volume and location of trade : evidence from Jardine Group listings in Hong Kong and Singapore
Lau, Sie-ting; McInish, Thomas H. - In: Journal of banking & finance 27 (2003) 8, pp. 1411-1425
Persistent link: https://www.econbiz.de/10001770303
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A not on the distribution types of financial ratios in the commercial banking industry
Kolari, James W. - In: Journal of banking & finance 13 (1989) 3, pp. 463-471
Persistent link: https://www.econbiz.de/10001071719
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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
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Order based versus level book trade reporting : An empirical analysis
Upson, James; McInish, Thomas H.; Johnson, B. Hardy, IV - In: Journal of banking & finance 125 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012819753
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Market fairness and efficiency : evidence from the Tokyo stock exchange
Kemme, David M.; McInish, Thomas H.; Zhang, Jiang - In: Journal of banking & finance 134 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013400003
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Cyclical variability of bond risk premia
Gehrlein, William V.; McInish, Thomas H. - In: Journal of banking & finance 9 (1985) 1, pp. 157-165
Persistent link: https://www.econbiz.de/10002402628