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 0 2 9 18 1 3 13 25
Exchange trading rules, surveillance and insider trading 0 1 5 24 3 5 23 89
High frequency trading and end-of-day price dislocation 1 1 8 71 3 4 35 257
Total Working Papers 1 4 22 113 7 12 71 371


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 0 1 1 3 5 9 9
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 1 4 4 5 16 31
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 1 1 3 55
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 1 1 1 8 15
Australian Audit Reports: 1980-89 0 0 0 0 1 1 3 4
Closing call auctions and liquidity 0 0 1 31 1 1 5 140
Do reductions in tick sizes influence liquidity? 1 1 2 27 1 1 8 99
Exchange trading rules, surveillance and suspected insider trading 0 3 6 6 3 7 18 24
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 31 1 3 5 116
Financial analysts and price discovery 0 0 1 98 2 2 8 223
High frequency trading and end-of-day price dislocation 1 2 3 9 3 4 12 39
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 55 1 1 2 294
How should liquidity be measured? 2 8 31 656 8 22 72 1,271
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 66 1 1 3 164
Liquidity supply in electronic markets 1 1 3 86 1 3 12 192
Price clustering on the Australian Stock Exchange 0 0 2 85 2 2 7 222
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 0 1 5 214 1 2 18 688
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 1 12
The accuracy of the tick test: Evidence from the Australian stock exchange 1 1 1 106 1 1 4 292
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 3 4 1 1 5 10
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 1 108 2 2 8 259
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 3 3 6 177
Total Journal Articles 6 17 62 1,633 42 69 233 4,336


Statistics updated 2017-08-03