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Market changes and spread components, implications for international markets
Mcinish, Thomas H.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of international financial markets, … 11 (2001) 1, pp. 65-74
Persistent link: https://www.econbiz.de/10007115387
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Competition from the limit order book and NYSE spreads
Phillips Kugele, Lynn; Mcinish, Thomas H.; Van Ness, … - In: Journal of international financial markets, … 10 (2000) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10007119903
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An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
Ding, David K.; Harris, Frederick H.deb; Lau, Sie Ting; … - In: Journal of multinational financial management 9 (1999) 3, pp. 317-330
Persistent link: https://www.econbiz.de/10007120698
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Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets
Ding, David K.; Mcinish, Thomas H.; Wongchoti, Udomsak - In: Pacific-Basin finance journal 16 (2008) 3, pp. 183-203
Persistent link: https://www.econbiz.de/10007916879
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Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
Mcinish, Thomas H.; Ding, David K.; Pyun, Chong Soo; … - In: International review of financial analysis 17 (2008) 2, pp. 312-329
Persistent link: https://www.econbiz.de/10007981308
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Short Selling: The Impact of SEC Rule 201 of 2010
Jain, Chinmay; Jain, Pankaj; McInish, Thomas H. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009819760
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Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
McInish, Thomas H.; Ding, David K.; Pyun, Chong Soo; … - In: International review of financial analysis 17 (2008) 2, pp. 312-330
Persistent link: https://www.econbiz.de/10008886549
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Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets
Ding, David K.; McInish, Thomas H.; Wongchoti, Udomsak - In: Pacific-Basin finance journal 16 (2008) 3, pp. 183-204
Persistent link: https://www.econbiz.de/10008900853
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Information Content of Earnings Announcements : Evidence from After-Hours Trading
Jiang, Christine X. - 2017
We study after-hours trading (AHT), price contributions, and price discovery following quarterly earnings announcements released outside of the normal trading hours. For Standard & Poor's (S&P) 500 index stocks from 2004–2008, AHT is heightened on announcement days. A significant portion of...
Persistent link: https://www.econbiz.de/10012949145
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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