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Fragmentation and price discov...
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McInish, Thomas H.
190
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74
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59
Jain, Pankaj K.
26
Jiang, Christine X.
22
Lau, Sie Ting
17
Upson, James
17
Mcinish, Thomas H.
16
Frino, Alex
15
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13
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12
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11
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10
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9
Lau, Sie-ting
9
Ascioglu, Asli
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Harris, Rick
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Kim, Jang-Chul
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Li, Mingsheng
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Van Ness, Bonnie F.
7
Van Ness, Robert A.
7
Wood, Robert
7
Harris, Chris
6
Hu, Bill
6
McGuigan, James R.
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Moyer, R. Charles
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Planchon, Jade
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Kwan, Amy
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ECONIS (ZBW)
172
RePEc
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11
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31
The handbook of industrial organization : a review article
Harris, Frederick H. deB.
- In:
Journal of institutional and theoretical economics : JITE
147
(
1991
)
4
,
pp. 733-739
Persistent link: https://www.econbiz.de/10001119020
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32
The joint impact of fragmentation into the dark and algorithmic trading on implicit trading costs and market manipulation
Aitken, Michael J.
;
Harris, Drew
;
Harris, Frederick H. deB.
- In:
The journal of investing : JOI
31
(
2021
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10012698137
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33
Determinants of price discovery : dark trading and price improvement
Harris, Drew
;
Harris, Frederick H. deB.
- In:
The journal of trading
12
(
2017
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10011699147
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34
Market fairness : the poor country cousin of market efficiency
Aitken, Michael J.
;
Aspris, Angelo
;
Foley, Sean
; …
- In:
Journal of business ethics : JOBE
147
(
2018
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10011795487
Saved in:
35
Capital markets : a global perspective
McInish, Thomas H.
;
McInish, Thomas H.
-
2000
Persistent link: https://www.econbiz.de/10001423917
Saved in:
36
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
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37
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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38
An analysis of intraday patterns in bid ask spreads for NYSE stocks
McInish, Thomas H.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 753-764
Persistent link: https://www.econbiz.de/10001128122
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39
An investigation of transactions data for NYSE
Wood, Robert A.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10001006730
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40
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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