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Thomas H. McInish

Global rank #4466 94%

Institution: University of Pittsburgh

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1985

Most Recent: 2019

RePEc ID: pmc98 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.84
All Time 0.00 4.86 11.39 0.00 22.62

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 19.35

Publications (24)

Year Article Journal Tier Authors
2019 Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation Applied Economics C 4
2018 Exploring the manipulation toolkit: the failure of Doral Financial Corporation Applied Economics C 3
2017 Price clustering on the Shanghai Stock Exchange Applied Economics C 4
2015 Trading rules, competition for order flow and market fragmentation Journal of Financial Economics A 3
2015 Price movement and trade size on the National Stock Exchange of India Applied Economics C 3
2013 Worldwide reach of short selling regulations Journal of Financial Economics A 4
2012 Information Content of Earnings Announcements: Evidence from After-Hours Trading Journal of Financial and Quantitative Analysis B 3
2005 Information-based trading, price impact of trades, and trade autocorrelation Journal of Banking & Finance B 3
2003 Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore Journal of Banking & Finance B 2
1997 Liquidity and foreign ownership restrictions Economics Letters C 3
1995 Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts Journal of Banking & Finance B 4
1995 Bids and asks in disequilibrium market microstructure: The case of IBM Journal of Banking & Finance B 3
1995 Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets Journal of Financial and Quantitative Analysis B 4
1992 An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks. Journal of Finance A 2
1992 An exploratory study of portfolio objectives and asset holdings Journal of Economic Behavior and Organization B 3
1991 Explaining investor behavior using an adjective check list Journal of Behavioral and Experimental Economics B 1
1990 An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect Journal of Banking & Finance B 2
1990 Tests of stability for variances and means of overnight/intraday returns during bull and bear markets Journal of Banking & Finance B 2
1990 A transactions data analysis of the variability of common stock returns during 1980-1984 Journal of Banking & Finance B 2
1989 A note on the distribution types of financial ratios in the commercial banking industry Journal of Banking & Finance B 3
1986 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note. Journal of Finance A 2
1985 Cyclical variability of bond risk premia : A note Journal of Banking & Finance B 2
1985 Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis. Review of Economics and Statistics A 2
1985 An Investigation of Transactions Data for NYSE Stocks. Journal of Finance A 3