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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

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

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

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

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

An examination of the NYSE’s retail liquidity program

Jain, Pankaj K.; Linna, Jared A.; McInish, Thomas H. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 367-373

Persistent link: https://www.econbiz.de/10012655493

Market fairness and efficiency : Evidence from the Tokyo Stock Exchange

Kemme, David; McInish, Thomas H.; Zhang, Jiang - 2021

In 2015 the Tokyo Stock Exchange (TSE) implemented Arrowhead Renewal improvements (ARI) that reduced latency from about one millisecond to less than 0.5 milliseconds. Simultaneously, the ARI introduced new risk management functions to improve market fairness by reducing manipulative trading...

Persistent link: https://www.econbiz.de/10013214062