Thomas H. McCurdy

University of Toronto

H-index: 23

North America-Canada

Thomas H. McCurdy, With an exceptional h-index of 23 and a recent h-index of 10 (since 2020), a distinguished researcher at University of Toronto,

His recent articles reflect a diverse array of research interests and contributions to the field:

Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night?

News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies

Bull and bear markets during the COVID-19 pandemic

Title	Journal	Author(s)	Publication Date
Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night?	the day or in the night	Yoontae Jeon Thomas H McCurdy Stephen Szaura	2023
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies	Available at SSRN 3911398	Yoontae Jeon Thomas H McCurdy Xiaofei Zhao	2022/8
Bull and bear markets during the COVID-19 pandemic	Finance Research Letters	John M Maheu Thomas H McCurdy Yong Song	2021/10/1

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