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Economics and Finance

D-Index
35
Citations
8568
World Ranking
2894
National Ranking
1608

Overview

Thomas H. McInish is a researcher affiliated with the University of Memphis in the United States. Their work primarily covers areas within economics, econometrics, and finance, with significant contributions that span related fields such as business, management, and accounting.

The scholar's research encompasses multiple subfields, including finance, economics and econometrics, accounting, management science and operations research, and general economics, econometrics, and finance. Their focused topics of study include financial markets and investment strategies, auditing, earnings management, corporate finance and governance, market dynamics and volatility, stock market forecasting methods, monetary policy and economic impact, and complex systems and time series analysis.

Thomas H. McInish has published extensively in several academic venues. The most frequent publication outlets include:

  • SSRN Electronic Journal
  • Journal of Banking & Finance
  • The Review of Corporate Finance Studies
  • Journal of Business Finance & Accounting
  • The Quarterly Review of Economics and Finance

Recent papers authored or co-authored by McInish reflect a focus on areas such as brand equity, financial reporting irregularities, market fairness, trade reporting, stock splits, and liquidity programs. These include:

  • "Brand Equity, Earnings Management, and Financial Reporting Irregularities" (2020), published in The Review of Corporate Finance Studies
  • "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange" (2021), published in Journal of Banking & Finance
  • "Order based versus level book trade reporting: An empirical analysis" (2021), published in Journal of Banking & Finance
  • "Mixed-signal stock splits" (2021), published in Journal of Business Finance & Accounting
  • "An examination of the NYSE's retail liquidity program" (2021), published in The Quarterly Review of Economics and Finance

Collaboration appears to be a significant aspect of their research, with frequent co-authors including Pankaj K. Jain, Christopher J. Neely, Jade Planchon, William Cheung, and Lewen Guo. These partnerships have contributed to the development of various studies and deepen understanding across a diverse range of financial and economic topics.

Best Publications

  • An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

    Thomas H. Mcinish;Robert A. Wood

  • An Investigation of Transactions Data for NYSE Stocks

    Robert A. Wood;Thomas H. McINISH;J. Keith Ord

  • An Investigation of Transactions Data for NYSE Stocks

    Unknown

  • Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

    Frederick H. deB. Harris;Thomas H. McInish;Gary L. Shoesmith;Robert A. Wood

  • Part IV: How Do Reputations Affect Corporate Performance?: The Value of Corporate Reputation: Evidence from the Equity Markets

    Rajendra K Srivastava;Thomas H McInish;Robert A Wood;Anthony J Capraro

  • Security price adjustment across exchanges: an investigation of common factor components for Dow stocks☆

    Frederick H. deB. Harris;Thomas H. McInish;Robert A. Wood

  • Individual investors and risk-taking☆

    Thomas H McInish

  • Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts

    Kee H. Chung;Thomas H. McInish;Robert A. Wood;Donald J. Wyhowski

  • An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

    Unknown

  • Worldwide reach of short selling regulations

    Archana Jain;Pankaj K. Jain;Thomas H. McInish;Michael McKenzie

  • Trading rules, competition for order flow and market fragmentation

    Amy Kwan;Ronald W. Masulis;Thomas H. McInish

  • Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia

    Sie Ting Lau;Chee Tong Lee;Thomas H McInish

  • An analysis of transactions data for the Toronto Stock Exchange

    Thomas H. McInish;Robert A. Wood

  • A transactions data analysis of the variability of common stock returns during 1980–1984

    Thomas H. McInish;Robert A. Wood

  • Information Content of Earnings Announcements: Evidence from After-Hours Trading

    Christine X. Jiang;Tanakorn Likitapiwat;Thomas H. McInish

  • The Liquidity Of Automated Exchanges: New Evidence From German Bund Futures

    Alex Frino;Thomas H McInish;Martin Toner

  • Adjusting for Beta Bias: An Assessment of Alternate Techniques: A Note

    Thomas H. McINISH;Robert A. Wood

  • An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore

    David K Ding;Frederick H.deB Harris;Sie Ting Lau;Thomas H McInish

  • Opening and closing behavior following the introduction of call auctions in Singapore

    Carole Comerton-Forde;Sie Ting Lau;Thomas McInish

  • Common factor components versus information shares: a reply ☆

    Frederick H.deB. Harris;Thomas H. McInish;Robert A. Wood

  • Reducing tick size on the Stock Exchange of Singapore

    Sie Ting Lau;Thomas H. McInish

  • Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods

    Sie Ting Lau;Sie Ting Lau;Thomas H. McInish;Thomas H. McInish

Frequent Co-Authors

Alex Frino
Alex Frino University of Notre Dame Australia
Christopher J. Neely
Christopher J. Neely Federal Reserve Bank of St. Louis
Robert A. Van Ness
Robert A. Van Ness University of Mississippi
Kee H. Chung
Kee H. Chung University at Buffalo, State University of New York
Stephen P. Ferris
Stephen P. Ferris Ball State University
Ronald W. Masulis
Ronald W. Masulis University of New South Wales
James W. Kolari
James W. Kolari Texas A&M University
Joel Hasbrouck
Joel Hasbrouck New York University
Paul H. Schultz
Paul H. Schultz University of Notre Dame

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