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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

Price clustering on the Shanghai Stock Exchange

Hu, Bill; Jiang, Christine X.; McInish, Thomas H.; … - In: Applied economics 49 (2017) 28, pp. 2766-2778

Persistent link: https://www.econbiz.de/10011819723

Price movement and trade size on the National Stock Exchange of India

Mishra, Ajay Kumar; McInish, Thomas H.; Trilochan, Tripathy - In: Applied economics 47 (2015) 43/45, pp. 4847-4854

Persistent link: https://www.econbiz.de/10011380898

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

Price clustering on the Tokyo stock exchange

Aşçioǧlu, Ash; Comerton-Forde, Carole; McInish, Thomas H. - In: The financial review : the official publication of the … 42 (2007) 2, pp. 289-301

Persistent link: https://www.econbiz.de/10003629832

An Investigation of Market Invariance for the Tokyo Stock Exchange

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

We test the invariance-of-bet hypothesis from Kyle and Obizhaeva (2016) for one of the largest order-driven equity markets: the Tokyo Stock Exchange (TSE). The pooled regression coefficients of the log of the number of trades on the log of trading activities range from 0.586 to 0.679, close to...

Persistent link: https://www.econbiz.de/10014349525