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Publications

by members of

University of Memphis → Fogelman College of Business and Economics → Department of Finance, Real Estate and Insurance

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

2025

  1. Dominik Svoboda & Jan Hanousek, Jr. & Velma Zahirovic-Herbert, 2025, "Beyond the Flood: Media Coverage of Flood Events and Property Valuation," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-103, May.
  2. Dominik Svoboda & Svatopluk Kapounek & Peter Albrecht, 2025, "The Effects of Short Interest on the Likelihood of Short Squeeze," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-104, May.

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, Federal Reserve Bank of St. Louis, number 2020-051, Dec, DOI: 10.20955/wp.2020.051.

2017

  1. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017, "Unconventional monetary policy and the behavior of shorts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-031, Oct, revised 30 Sep 2021, DOI: 10.20955/wp.2017.031.

2011

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

2010

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

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, London School of Economics and Political Science, LSE Library, number 24896, Nov.

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, volume 51, issue 36, pages 3995-4007, August, DOI: 10.1080/00036846.2019.1588946.
  2. Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019, "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 337-342, DOI: 10.1016/j.frl.2018.06.002.
  3. Pankaj K. Jain & Thomas H. McInish & Jonathan L. Miller, 2019, "Insights from bitcoin trading," Financial Management, Financial Management Association International, volume 48, issue 4, pages 1031-1048, December, DOI: 10.1111/fima.12299.

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, volume 50, issue 2, pages 157-171, January, DOI: 10.1080/00036846.2017.1319563.

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, volume 45, issue C, pages 52-67, DOI: 10.1016/j.pacfin.2016.06.012.
  2. Bill Hu & Christine Jiang & Thomas McInish & Haigang Zhou, 2017, "Price clustering on the Shanghai Stock Exchange," Applied Economics, Taylor & Francis Journals, volume 49, issue 28, pages 2766-2778, June, DOI: 10.1080/00036846.2016.1248284.

2016

  1. Foley, Sean & Kwan, Amy & McInish, Thomas H. & Philip, Richard, 2016, "Director discretion and insider trading profitability," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 28-43, DOI: 10.1016/j.pacfin.2016.05.005.
  2. Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016, "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 1-24, DOI: 10.1016/j.finmar.2016.09.004.

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, volume 47, issue 45, pages 4847-4854, September, DOI: 10.1080/00036846.2015.1037436.
  2. Kwan, Amy & Masulis, Ronald & McInish, Thomas H., 2015, "Trading rules, competition for order flow and market fragmentation," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 330-348, DOI: 10.1016/j.jfineco.2014.09.010.

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, volume 49, issue 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, volume 49, issue 4, pages 454-476, November, DOI: 10.1007/s11146-013-9438-8.

2013

  1. Huang, Ying & Elkinawy, Susan & Jain, Pankaj K., 2013, "Investor protection and cash holdings: Evidence from US cross-listing," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 937-951, DOI: 10.1016/j.jbankfin.2012.10.021.
  2. Hossain, Mahmud & Jain, Pankaj K. & Mitra, Santanu, 2013, "State ownership and bank equity in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 914-931, DOI: 10.1016/j.pacfin.2012.06.004.
  3. 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, volume 41, issue 4, pages 585-610, November, DOI: 10.1007/s11156-012-0324-x.
  4. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013, "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 177-197, DOI: 10.1016/j.jfineco.2013.02.012.
  5. Thomas H. McInish & James Upson, 2013, "The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage," Financial Management, Financial Management Association International, volume 42, issue 3, pages 481-501, September.

2012

  1. 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, volume 47, issue 2, pages 415-435, April.
  2. Chinmay Jain & Pankaj Jain & Thomas H. McInish, 2012, "Short Selling: The Impact of SEC Rule 201 of 2010," The Financial Review, Eastern Finance Association, volume 47, issue 1, pages 37-64, February, DOI: j.1540-6288.2011.00320.x.
  3. 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, volume 14, issue 1/2, pages 30-66.
  4. 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, volume 18, issue 1, pages 59-63, DOI: 10.1016/j.jairtraman.2011.09.004.
  5. 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, volume 47, issue 6, pages 1303-1330, December.

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, volume 19, issue 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, volume 22, issue 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, volume 5, issue 1, pages 16-49, February, DOI: 10.1108/17439130910932332.
  2. Jiang, Christine & McInish, Thomas & Upson, James, 2009, "The information content of trading halts," Journal of Financial Markets, Elsevier, volume 12, issue 4, pages 703-726, November.

2008

  1. Pankaj K. Jain & Jang‐Chul Kim & Zabihollah Rezaee, 2008, "The Sarbanes‐Oxley Act of 2002 and Market Liquidity," The Financial Review, Eastern Finance Association, volume 43, issue 3, pages 361-382, August, DOI: 10.1111/j.1540-6288.2008.00198.x.
  2. 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, volume 48, issue 1, pages 1-24, March, DOI: 10.1111/j.1467-629X.2007.00235.x.
  3. 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, volume 16, issue 3, pages 183-203, June.
  4. 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, volume 17, issue 2, pages 312-329.

2007

  1. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2007, "Order dynamics: Recent evidence from the NYSE," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 636-661, December.
  2. Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H., 2007, "Liquidity supply in electronic markets," Journal of Financial Markets, Elsevier, volume 10, issue 2, pages 144-168, May.
  3. 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, volume 15, issue 1, pages 18-35, January.
  4. Aslı Aşçıoğlu & Carole Comerton‐Forde & Thomas H. McInish, 2007, "Price Clustering on the Tokyo Stock Exchange," The Financial Review, Eastern Finance Association, volume 42, issue 2, pages 289-301, May, DOI: 10.1111/j.1540-6288.2007.00172.x.

2006

  1. Pankaj Jain, 2006, "Improving liquidity through efficient stock market structure and operational design," Journal of Financial Transformation, Capco Institute, volume 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, volume 30, issue 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, volume 35, issue 2, Summer.

2005

  1. Pankaj K. Jain, 2005, "Financial Market Design and the Equity Premium: Electronic versus Floor Trading," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2955-2985, December, DOI: 10.1111/j.1540-6261.2005.00822.x.
  2. 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, volume 28, issue 2, pages 197-213, June, DOI: 10.1111/j.1475-6803.2005.00121.x.
  3. Chung, Kee H. & Li, Mingsheng & McInish, Thomas H., 2005, "Information-based trading, price impact of trades, and trade autocorrelation," Journal of Banking & Finance, Elsevier, volume 29, issue 7, pages 1645-1669, July.
  4. Mingsheng Li & Thomas H. McInish & Udomsak Wongchoti, 2005, "Asymmetric Information in the IPO Aftermarket," The Financial Review, Eastern Finance Association, volume 40, issue 2, pages 131-153, May, DOI: 10.1111/j.1540-6288.2005.00097.x.

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., volume 24, issue 8, pages 785-804, August.

2003

  1. Jain, Pankaj, 2003, "Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp," Journal of Banking & Finance, Elsevier, volume 27, issue 9, pages 1819-1821, September.
  2. 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, volume 27, issue 8, pages 1411-1425, August.
  3. Lau, Sie Ting & McInish, Thomas H., 2003, "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, volume 12, issue 1, pages 3-23.
  4. 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, volume 38, issue 1, pages 151-160, February, DOI: 10.1111/1540-6288.00039.
  5. 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, volume 21, issue 4, pages 303-321, December.

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, volume 5, issue 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, volume 11, issue 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, volume 5, issue 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, volume 12, issue 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, volume 37, issue 4, pages 507-524, November, DOI: 10.1111/1540-6288.00026.
  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, volume 25, issue 4, pages 477-484, December, DOI: 10.1111/1475-6803.00032.
  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, volume 25, issue 2, pages 263-278, June, DOI: 10.1111/1475-6803.t01-1-00007.

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, volume 11, issue 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, volume 10, issue 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, volume 14, issue 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, volume 9, issue 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, volume 8, issue 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, volume 33, issue 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, volume 21, issue 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, volume 56, issue 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, volume 7, issue 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, volume 7, issue 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, volume 19, issue 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, volume 5, issue 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, volume 19, issue 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, volume 3, issue 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, volume 19, issue 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, volume 30, issue 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, volume 28, issue 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, volume 4, issue 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, volume 47, issue 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, volume 19, issue 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, volume 20, issue 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, volume 14, issue 4, pages 303-315, 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, volume 14, issue 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, volume 14, issue 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, volume 14, issue 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, volume 13, issue 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, volume 41, issue 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, volume 9, issue 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, volume 67, issue 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, volume 40, issue 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, volume 8, issue 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, volume 8, issue 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, volume 19, issue 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, volume 19, issue 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, volume 5, issue 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, volume 12, issue 4, pages 521-541, December, DOI: 10.1111/1540-6229.00336.

1982

  1. McInish, Thomas H., 1982, "Individual investors and risk-taking," Journal of Economic Psychology, Elsevier, volume 2, issue 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, volume 11, issue 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, volume 4, issue 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, , volume 5, issue 4, pages 30-35, April, DOI: 10.1177/104225878100500404.

1980

  1. McInish, Thomas H., 1980, "Behavior of municipal bond default-risk premiums by maturity," Journal of Business Research, Elsevier, volume 8, issue 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, volume 3, issue 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, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".

1996

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

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