An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE StocksThomas H. McInish, R.J.K. Wood|The Journal of Finance|1992Cited by 912
An Investigation of Transactions Data for NYSE StocksR.J.K. Wood, J. Keith Ord, Thomas H. McInish|The Journal of Finance|1985Cited by 570
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security MarketsFrederick H. deB. Harris, R.J.K. Wood, Thomas H. McInish et al.|Journal of Financial and Quantitative Analysis|1995Cited by 387
Security price adjustment across exchanges: an investigation of common factor components for Dow stocksFrederick H. deB. Harris, R.J.K. Wood, Thomas H. McInish|Journal of Financial Markets|2002Cited by 316
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE StocksThomas H. McInish, R.J.K. Wood|The Journal of Finance|1992Cited by 187