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 1 10 19 1 3 15 27
Exchange trading rules, surveillance and insider trading 0 0 4 24 2 6 19 92
High frequency trading and end-of-day price dislocation 0 2 6 72 1 5 27 259
Total Working Papers 1 3 20 115 4 14 61 378


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 0 3 9 9
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 2 2 3 6 3 8 15 35
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 1 3 55
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 1 0 1 5 15
Australian Audit Reports: 1980-89 0 0 0 0 0 1 1 4
Closing call auctions and liquidity 0 0 1 31 0 1 4 140
Do reductions in tick sizes influence liquidity? 0 1 2 27 1 2 8 100
Exchange trading rules, surveillance and suspected insider trading 0 0 6 6 3 6 17 27
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 31 0 1 3 116
Financial analysts and price discovery 0 0 1 98 1 3 7 224
High frequency trading and end-of-day price dislocation 1 2 4 10 1 4 8 40
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 55 0 1 1 294
How should liquidity be measured? 4 9 33 663 7 20 76 1,283
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 66 0 1 1 164
Liquidity supply in electronic markets 1 2 4 87 2 3 13 194
Price clustering on the Australian Stock Exchange 1 1 3 86 1 3 6 223
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 2 3 8 217 3 6 22 693
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 0 12
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 1 106 0 1 3 292
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 1 1 3 5 2 3 5 12
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 1 108 0 3 8 260
Total Journal Articles 12 22 72 1,620 24 72 215 4,192
1 registered items for which data could not be found


Statistics updated 2017-10-05