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Publications

by members of

Department of Finance, Real Estate and Insurance
Fogelman College of Business and Economics
University of Memphis
Memphis, Tennessee (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2020

  1. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020. "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers 2020-051, Federal Reserve Bank of St. Louis.

2017

  1. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017. "Unconventional monetary policy and the behavior of shorts," Working Papers 2017-031, Federal Reserve Bank of St. Louis, revised 30 Sep 2021.

2011

  1. Sugato Chakravarty & Pankaj Jain & James Upson & Robert Wood, 2011. "Clean Sweep: Informed Trading through Intermarket Sweep Orders," Working Papers 1007, Purdue University, Department of Consumer Sciences.

2010

  1. Sugato Chakravarty & Abu Zafar Shahriar, 2010. "Relationship Lending in Microcredit: Evidence from Bangladesh," Working Papers 1005, Purdue University, Department of Consumer Sciences.

2003

  1. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2003. "A comprehensive test of order choice theory: recent evidence from the NYSE," LSE Research Online Documents on Economics 24896, London School of Economics and Political Science, LSE Library.

Journal articles

2019

  1. Bill Hu & Christine Jiang & Thomas McInish & Yixi Ning, 2019. "Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation," Applied Economics, Taylor & Francis Journals, vol. 51(36), pages 3995-4007, August.
  2. Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019. "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, vol. 28(C), pages 337-342.
  3. Pankaj K. Jain & Thomas H. McInish & Jonathan L. Miller, 2019. "Insights from bitcoin trading," Financial Management, Financial Management Association International, vol. 48(4), pages 1031-1048, December.

2018

  1. Ahmed M. Elnahas & Pankaj K. Jain & Thomas H. McInish, 2018. "Exploring the manipulation toolkit: the failure of Doral Financial Corporation," Applied Economics, Taylor & Francis Journals, vol. 50(2), pages 157-171, January.

2017

  1. Foley, Sean & Kwan, Amy & McInish, Thomas H. & Philip, Richard, 2017. "Reprint of Director discretion and insider trading profitability," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 52-67.
  2. Bill Hu & Christine Jiang & Thomas McInish & Haigang Zhou, 2017. "Price clustering on the Shanghai Stock Exchange," Applied Economics, Taylor & Francis Journals, vol. 49(28), pages 2766-2778, June.

2016

  1. Foley, Sean & Kwan, Amy & McInish, Thomas H. & Philip, Richard, 2016. "Director discretion and insider trading profitability," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 28-43.
  2. Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016. "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, vol. 31(C), pages 1-24.

2015

  1. Ajay Kumar Mishra & Thomas H. McInish & Trilochan Tripathy, 2015. "Price movement and trade size on the National Stock Exchange of India," Applied Economics, Taylor & Francis Journals, vol. 47(45), pages 4847-4854, September.
  2. Kwan, Amy & Masulis, Ronald & McInish, Thomas H., 2015. "Trading rules, competition for order flow and market fragmentation," Journal of Financial Economics, Elsevier, vol. 115(2), pages 330-348.

2014

  1. Tom McInish & James Upson & Robert A. Wood, 2014. "The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders," The Financial Review, Eastern Finance Association, vol. 49(3), pages 481-509, August.
  2. Erik Devos & Thomas McInish & Michael McKenzie & James Upson, 2014. "Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 454-476, November.

2013

  1. Thomas H. McInish & James Upson, 2013. "The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage," Financial Management, Financial Management Association International, vol. 42(3), pages 481-501, September.
  2. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013. "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, vol. 109(1), pages 177-197.
  3. Huang, Ying & Elkinawy, Susan & Jain, Pankaj K., 2013. "Investor protection and cash holdings: Evidence from US cross-listing," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 937-951.
  4. Hossain, Mahmud & Jain, Pankaj K. & Mitra, Santanu, 2013. "State ownership and bank equity in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 914-931.
  5. Santanu Mitra & Mahmud Hossain & Pankaj Jain, 2013. "Product market power and management’s action to avoid earnings disappointment," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 585-610, November.

2012

  1. Chinmay Jain & Pankaj Jain & Thomas H. McInish, 2012. "Short Selling: The Impact of SEC Rule 201 of 2010," The Financial Review, Eastern Finance Association, vol. 47(1), pages 37-64, February.
  2. Jiang, Christine X. & Likitapiwat, Tanakorn & McInish, Thomas H., 2012. "Information Content of Earnings Announcements: Evidence from After-Hours Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1303-1330, December.
  3. Chakravarty, Sugato & Jain, Pankaj & Upson, James & Wood, Robert, 2012. "Clean Sweep: Informed Trading through Intermarket Sweep Orders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(2), pages 415-435, April.
  4. Ronald W. Spahr & Pankaj K. Jain & Fariz Huseynov & Bhavik Rajesh Parikh, 2012. "Tax policy and macro-finance in a competitive global economy where government is considered as firms' third financial stakeholder," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(1/2), pages 30-66.
  5. Detzen, Dominic & Jain, Pankaj K. & Likitapiwat, Tanakorn & Rubin, Rose M., 2012. "The impact of low cost airline entry on competition, network expansion, and stock valuations," Journal of Air Transport Management, Elsevier, vol. 18(1), pages 59-63.

2011

  1. Ascioglu, Asli & Comerton-Forde, Carole & McInish, Thomas H., 2011. "Stealth trading: The case of the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 19(2), pages 194-207, April.

2010

  1. Ascioglu, Asli & Comerton-Forde, Carole & McInish, Thomas H., 2010. "An examination of minimum tick sizes on the Tokyo Stock Exchange," Japan and the World Economy, Elsevier, vol. 22(1), pages 40-48, January.

2009

  1. Michael Aitken & Frederick H. deB. & Thomas H. McInish & Kathryn Wong, 2009. "What order flow reveals about the role of the underwriter in IPO aftermarkets," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 5(1), pages 16-49, February.
  2. Jiang, Christine & McInish, Thomas & Upson, James, 2009. "The information content of trading halts," Journal of Financial Markets, Elsevier, vol. 12(4), pages 703-726, November.

2008

  1. Michael Aitken & Niall Almeida & Frederick H. deB. Harris & Thomas H. McInish, 2008. "Financial analysts and price discovery," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(1), pages 1-24, March.
  2. Ding, David K. & McInish, Thomas H. & Wongchoti, Udomsak, 2008. "Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 183-203, June.
  3. McInish, Thomas H. & Ding, David K. & Pyun, Chong Soo & Wongchoti, Udomsak, 2008. "Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 312-329.
  4. Pankaj K. Jain & Jang‐Chul Kim & Zabihollah Rezaee, 2008. "The Sarbanes‐Oxley Act of 2002 and Market Liquidity," The Financial Review, Eastern Finance Association, vol. 43(3), pages 361-382, August.

2007

  1. Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H., 2007. "Liquidity supply in electronic markets," Journal of Financial Markets, Elsevier, vol. 10(2), pages 144-168, May.
  2. Comerton-Forde, Carole & Ting Lau, Sie & McInish, Thomas, 2007. "Opening and closing behavior following the introduction of call auctions in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 18-35, January.
  3. Aslı Aşçıoğlu & Carole Comerton‐Forde & Thomas H. McInish, 2007. "Price Clustering on the Tokyo Stock Exchange," The Financial Review, Eastern Finance Association, vol. 42(2), pages 289-301, May.
  4. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2007. "Order dynamics: Recent evidence from the NYSE," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 636-661, December.

2006

  1. Jain, Pankaj, 2006. "Improving liquidity through efficient stock market structure and operational design," Journal of Financial Transformation, Capco Institute, vol. 18, pages 151-159.
  2. Chiyachantana, Chiraphol N. & Jain, Pankaj K. & Jiang, Christine & Wood, Robert A., 2006. "Volatility effects of institutional trading in foreign stocks," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2199-2214, August.
  3. Pankaj K. Jain & Jang-Chul Kim, 2006. "Investor Recognition, Liquidity, and Exchange Listings in the Reformed Markets," Financial Management, Financial Management Association, vol. 35(2), Summer.

2005

  1. Chung, Kee H. & Li, Mingsheng & McInish, Thomas H., 2005. "Information-based trading, price impact of trades, and trade autocorrelation," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1645-1669, July.
  2. Mingsheng Li & Thomas H. McInish & Udomsak Wongchoti, 2005. "Asymmetric Information in the IPO Aftermarket," The Financial Review, Eastern Finance Association, vol. 40(2), pages 131-153, May.
  3. Pankaj K. Jain, 2005. "Financial Market Design and the Equity Premium: Electronic versus Floor Trading," Journal of Finance, American Finance Association, vol. 60(6), pages 2955-2985, December.
  4. John Elder & Pankaj K. Jain & Jang‐Chul Kim, 2005. "Do Tracking Stocks Reduce Information Asymmetries? An Analysis Of Liquidity And Adverse Selection," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(2), pages 197-213, June.

2004

  1. Alex Frino & Frederick H. deB. Harris & Thomas H. McInish & Michael J. Tomas III, 2004. "Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(8), pages 785-804, August.

2003

  1. Lau, Sie Ting & McInish, Thomas H., 2003. "Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1411-1425, August.
  2. Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 3-23.
  3. Sie Ting Lau & Thomas H. McInish, 2003. "Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk," The Financial Review, Eastern Finance Association, vol. 38(1), pages 151-160, February.
  4. Chen, Jeng-Hong & Jiang, Christine X. & Kim, Jang-Chul & McInish, Thomas H., 2003. "Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds," Review of Quantitative Finance and Accounting, Springer, vol. 21(4), pages 303-321, December.
  5. Jain, Pankaj, 2003. "Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1819-1821, September.

2002

  1. Harris, Frederick H. deB. & McInish, Thomas H. & Wood, Robert A., 2002. "Common factor components versus information shares: a reply," Journal of Financial Markets, Elsevier, vol. 5(3), pages 341-348, July.
  2. McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A., 2002. "After-hours trading of NYSE stocks on the regional stock exchanges," Review of Financial Economics, Elsevier, vol. 11(4), pages 287-297.
  3. deB. Harris, Frederick H. & McInish, Thomas H. & Wood, Robert A., 2002. "Security price adjustment across exchanges: an investigation of common factor components for Dow stocks," Journal of Financial Markets, Elsevier, vol. 5(3), pages 277-308, July.
  4. Lau, Sie Ting & Lee, Chee Tong & McInish, Thomas H., 2002. "Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia," Journal of Multinational Financial Management, Elsevier, vol. 12(3), pages 207-222, July.
  5. Thomas H. McInish & Bonnie F. Van Ness, 2002. "An Intraday Examination of the Components of the Bid–Ask Spread," The Financial Review, Eastern Finance Association, vol. 37(4), pages 507-524, November.
  6. Sie Ting Lau & Thomas H. McInish, 2002. "Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(4), pages 477-484, December.
  7. N. Asli Ascioglu & Thomas H. McInish & Robert A. Wood, 2002. "Merger Announcements and Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(2), pages 263-278, June.

2001

  1. McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A., 2001. "Market changes and spread components, implications for international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 65-73, March.

2000

  1. Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A., 2000. "Competition from the limit order book and NYSE spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 31-42, January.
  2. Harris, Frederick H Deb & McInish, Thomas H, 2000. "A Regime-Level Empirical Model of the Specialist Quote Revision Process," Review of Quantitative Finance and Accounting, Springer, vol. 14(4), pages 399-417, June.

1999

  1. Ding, David K. & Harris, Frederick H. deB. & Lau, Sie Ting & McInish, Thomas H., 1999. "An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 317-329, November.

1998

  1. Frino, Alex & McInish, Thomas H. & Toner, Martin, 1998. "The liquidity of automated exchanges: new evidence from German Bund futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 225-241, December.
  2. Kim, Suhkyong & Lockwood, Larry J & McInish, Thomas H, 1998. "A Transactions Data Analysis of Intraday Betas," The Financial Review, Eastern Finance Association, vol. 33(2), pages 213-225, May.
  3. Thomas H. McInish & Bonnie F. Van Ness & Robert A. Van Ness, 1998. "The Effect Of The Sec'S Order-Handling Rules On Nasdaq," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(3), pages 247-254, September.

1997

  1. Sie, Ting Lau & McCorry, Michael S. & McInish, Thomas H., 1997. "Liquidity and foreign ownership restrictions," Economics Letters, Elsevier, vol. 56(1), pages 85-88, September.
  2. Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas, 1997. "New equity offerings in Japan: an examination of theory and practice," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 185-200, October.
  3. Ferris, Stephen P. & McInish, Thomas H. & Wood, Robert A., 1997. "Automated trade execution and trading activity: The case of the Vancouver stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 61-72, April.

1996

  1. Sie Ting Lau & Michael S. McCorry & Thomas H. McInish & Robert A. Van Ness, 1996. "Trading Of Nasdaq Stocks On The Chicago Stock Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(4), pages 579-584, December.

1995

  1. Choe, Hyuk & McInish, Thomas H & Wood, Robert A, 1995. "Block versus Nonblock Trading Patterns," Review of Quantitative Finance and Accounting, Springer, vol. 5(4), pages 355-363, December.
  2. Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J., 1995. "Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1025-1046, September.
  3. Lau, Sie Ting & McInish, Thomas H., 1995. "Reducing tick size on the Stock Exchange of Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 485-496, December.
  4. deB. Harris, Frederick H. & McInish, Thomas H. & Chakravarty, Ranjan R., 1995. "Bids and asks in disequilibrium market microstructure: The case of IBM," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 323-345, May.
  5. deB. Harris, Frederick H. & McInish, Thomas H. & Shoesmith, Gary L. & Wood, Robert A., 1995. "Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(4), pages 563-579, December.

1993

  1. McInish, Thomas H & Ramaswami, Sridhar N & Srivastava, Rajendra K, 1993. "Do More Risk-Averse Investors Have Lower Net Worth and Income?," The Financial Review, Eastern Finance Association, vol. 28(1), pages 91-106, February.
  2. Lau, Sie Ting & McInish, Thomas H., 1993. "Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods," Global Finance Journal, Elsevier, vol. 4(1), pages 1-19.

1992

  1. McInish, Thomas H & Wood, Robert A, 1992. "An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-764, June.
  2. Ramaswami, Sridhar N. & Srivastava, Rajendra K. & McInish, Thomas H., 1992. "An exploratory study of portfolio objectives and asset holdings," Journal of Economic Behavior & Organization, Elsevier, vol. 19(3), pages 285-306, December.

1991

  1. McInish, Thomas H., 1991. "Explaining investor behavior using an adjective check list," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 20(3), pages 263-275.
  2. Thomas H. McInish & Robert A. Wood, 1991. "Hourly Returns, Volume, Trade Size, And Number Of Trades," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(4), pages 303-315, December.
  3. Thomas H. McInish, 1991. "The Determination of Court-Awarded Legal Fees," Journal of Forensic Economics, National Association of Forensic Economics, vol. 5(1), pages 87-87, December.

1990

  1. McInish, Thomas H. & Wood, Robert A., 1990. "An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 441-458, August.
  2. Lockwood, Larry J. & McInish, Thomas H., 1990. "Tests of stability for variances and means of overnight/intraday returns during bull and bear markets," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1243-1253, December.
  3. H. McInish, Thomas & Wood, Robert A., 1990. "A transactions data analysis of the variability of common stock returns during 1980-1984," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 99-112, March.

1989

  1. Kolari, James & McInish, Thomas H. & Saniga, Erwin M., 1989. "A note on the distribution types of financial ratios in the commercial banking industry," Journal of Banking & Finance, Elsevier, vol. 13(3), pages 463-471, July.

1986

  1. McInish, Thomas H & Wood, Robert A, 1986. "Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note," Journal of Finance, American Finance Association, vol. 41(1), pages 277-286, March.

1985

  1. Gehrlein, William V. & McInish, Thomas H., 1985. "Cyclical variability of bond risk premia : A note," Journal of Banking & Finance, Elsevier, vol. 9(1), pages 157-165, March.
  2. Wood, Robert A & McInish, Thomas H, 1985. "Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 67(2), pages 346-351, May.
  3. Wood, Robert A & McInish, Thomas H & Ord, J Keith, 1985. "An Investigation of Transactions Data for NYSE Stocks," Journal of Finance, American Finance Association, vol. 40(3), pages 723-739, July.
  4. Thomas H. McInish & Robert A. Wood, 1985. "Intraday And Overnight Returns And Day-Of-The-Week Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 119-126, June.
  5. Thomas H. McInish & Robert A. Wood, 1985. "A New Approach To Controlling For Thin Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 69-76, March.

1984

  1. McInish, Thomas H & Srivastav, Rajendra K, 1984. "Ex-Ante Expectations and Portfolio Selection," The Financial Review, Eastern Finance Association, vol. 19(1), pages 84-96, March.
  2. McInish, Thomas H & Wood, Robert A, 1984. "Intertemporal Differences in Movements of Minute-to-Minute Stock Returns," The Financial Review, Eastern Finance Association, vol. 19(4), pages 359-371, November.
  3. McInish, Thomas H. & Srivastava, Rajendra K., 1984. "The nature of individual investors' heterogeneous expectations," Journal of Economic Psychology, Elsevier, vol. 5(3), pages 251-263, September.
  4. Rajendra K. Srivastava & Hans R. Isakson & Linda Price & Thomas H. McInish, 1984. "Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(4), pages 521-541, December.

1982

  1. McInish, Thomas H., 1982. "Individual investors and risk-taking," Journal of Economic Psychology, Elsevier, vol. 2(2), pages 125-136, June.
  2. Mcinish, Thomas H. & Srivastava, Rajendra K., 1982. "The determinants of investment in collectibles: A probit analysis," Journal of Behavioral Economics, Elsevier, vol. 11(2), pages 123-134.

1981

  1. Erwin M. Saniga & Thomas H. McInish & Bruce K. Gouldey, 1981. "The Effect Of Differencing Interval Length On Beta," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 129-135, June.
  2. Thomas H. McInish & Ronald J. Kudla, 1981. "A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms," Entrepreneurship Theory and Practice, , vol. 5(4), pages 30-35, April.

1980

  1. McInish, Thomas H., 1980. "Behavior of municipal bond default-risk premiums by maturity," Journal of Business Research, Elsevier, vol. 8(4), pages 413-418, December.
  2. Thomas H. McInish, 1980. "The Determinants Of Municipal Bond Risk Premiums By Maturity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 129-138, June.

Chapters

2005

  1. Asli Ascioglu & Thomas H. McInish, 2005. "Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting New Series, chapter 10, pages 171-186, World Scientific Publishing Co. Pte. Ltd..

1996

  1. Thomas H. McInish & Robert A. Wood, 1996. "Competition, Fragmentation, and Market Quality," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 63-92, National Bureau of Economic Research, Inc.

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