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 2 5 10 18 2 6 15 24
Exchange trading rules, surveillance and insider trading 1 1 5 24 1 5 21 85
High frequency trading and end-of-day price dislocation 0 0 9 70 1 8 37 254
Total Working Papers 3 6 24 112 4 19 73 363


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 1 2 5 5
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 2 4 1 1 16 27
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 3 54
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 1 0 1 9 14
Australian Audit Reports: 1980-89 0 0 0 0 0 0 2 3
Closing call auctions and liquidity 0 0 1 31 0 0 4 139
Do reductions in tick sizes influence liquidity? 0 1 1 26 0 2 7 98
Exchange trading rules, surveillance and suspected insider trading 1 2 4 4 2 6 14 19
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 6 221
High frequency trading and end-of-day price dislocation 1 2 3 8 1 2 16 36
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 55 0 0 2 293
How should liquidity be measured? 4 15 29 652 10 29 65 1,259
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 0 1 2 85 0 4 10 189
Price clustering on the Australian Stock Exchange 0 2 2 85 0 3 6 220
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 0 2 4 213 0 6 20 686
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 2 12
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 0 105 0 1 5 291
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 1 3 4 0 1 5 9
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 3 108 0 0 9 257
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 1 3 174
Total Journal Articles 6 26 58 1,622 15 60 216 4,282


Statistics updated 2017-06-02