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 9 21 1 5 16 32
Exchange trading rules, surveillance and insider trading 1 1 4 25 2 5 20 97
High frequency trading and end-of-day price dislocation 0 0 2 72 0 5 22 264
Total Working Papers 2 3 15 118 3 15 58 393


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 0 7 9
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 1 2 5 8 1 2 14 37
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 1 55
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 1 0 0 3 15
Australian Audit Reports: 1980-89 0 0 0 0 0 0 1 4
Closing call auctions and liquidity 0 0 0 31 0 0 1 140
Do reductions in tick sizes influence liquidity? 0 0 2 27 0 0 5 100
Exchange trading rules, surveillance and suspected insider trading 0 3 7 9 1 5 19 32
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 31 0 0 3 116
Financial analysts and price discovery 0 0 0 98 1 1 6 225
High frequency trading and end-of-day price dislocation 1 3 7 13 2 5 12 45
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 2 2 57 0 2 3 296
How should liquidity be measured? 1 6 36 669 3 14 77 1,297
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 66 0 1 2 165
Liquidity supply in electronic markets 0 0 4 87 0 0 11 194
Price clustering on the Australian Stock Exchange 0 1 4 87 1 4 10 227
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 0 2 8 219 1 3 17 696
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 0 1 106 0 1 4 293
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 2 5 0 0 4 12
The use of undisclosed limit orders on the Australian Stock Exchange 0 1 1 109 0 1 6 261
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 2 2 6 179
Total Journal Articles 3 20 80 1,669 12 41 212 4,410


Statistics updated 2018-01-04