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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

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

Comovements of international equity returns : a comparison of the pre- and post-October 19, 1987, periods

Lau, Sie-ting - In: Global finance journal 4 (1993) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10001150002

IMF bailouts, contagion effects, and bank security returns

Lau, Sie-ting; McInish, Thomas H. - In: International review of financial analysis 12 (2003) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10001769948

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

Unconventional monetary policy and the behavior of shorts

McInish, Thomas H.; Neely, Christopher J.; Planchon, Jade - In: Journal of money, credit and banking : JMCB 56 (2024) 4, pp. 805-835

Persistent link: https://www.econbiz.de/10014545021

A comparison of methodologies in the stress testing of credit risk : alternative scenario and dependency constructs

Jacobs, Michael <Jr.>; Sensenbrenner, Frank J. - In: Quantitative finance and economics 2 (2018) 2, pp. 294-324

Persistent link: https://www.econbiz.de/10012156630

Liquidity and the 1987 stock market crash : the price decline reflected, in part, a reassessment of market liquidity

Amihud, Yakov - In: The journal of portfolio management : a publication of … 16 (1990) 3, pp. 65-69

Persistent link: https://www.econbiz.de/10001112356

Exploring the Manipulation Toolkit : The Failure of Doral Financial Corporation

Elnahas, Ahmed - 2017

TThe 2015 bankruptcy of Doral Financial Corporation, once “the best” U.S. bank according to U.S. Banker, is the largest since April 2010. The bankruptcy concludes years of management manipulation and efforts to recover. SEC investigation revealed fraud related to Doral's valuation of...

Persistent link: https://www.econbiz.de/10012968965

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

Wood, Robert - 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