Access Statistics for Michael James Aitken

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading 1 2 6 13 2 3 10 18
Exchange trading rules, surveillance and insider trading 2 2 4 23 3 4 18 80
High frequency trading and end-of-day price dislocation 0 0 11 70 4 5 49 246
Total Working Papers 3 4 21 106 9 12 77 344


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PIN per day shows what news convey: the intraday probability of informed trading 0 1 1 1 0 1 3 3
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 1 1 2 4 3 4 21 26
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 4 54
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 1 0 1 9 13
Australian Audit Reports: 1980-89 0 0 0 0 0 0 2 3
Closing call auctions and liquidity 0 0 1 31 0 0 5 139
Do reductions in tick sizes influence liquidity? 0 0 1 25 1 2 7 96
Exchange trading rules, surveillance and suspected insider trading 0 1 2 2 0 1 9 13
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 31 0 0 4 113
Financial analysts and price discovery 0 0 1 98 0 1 7 220
High frequency trading and end-of-day price dislocation 0 0 2 6 1 1 18 34
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 55 0 0 9 293
How should liquidity be measured? 3 6 23 637 6 16 50 1,230
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 66 0 0 3 163
Liquidity supply in electronic markets 1 1 1 84 1 2 7 185
Price clustering on the Australian Stock Exchange 0 0 1 83 0 0 7 217
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 0 0 4 211 0 2 20 680
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 5 12
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 0 105 0 1 5 290
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 1 2 3 0 1 5 8
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 3 108 2 2 11 257
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 1 2 173
Total Journal Articles 5 11 47 1,596 14 36 213 4,222


Statistics updated 2017-03-07