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 0 0 23 0 1 8 53
Exchange trading rules, surveillance and insider trading 0 0 0 36 1 4 20 216
High frequency trading and end-of-day price dislocation 0 0 0 81 0 1 12 361
Total Working Papers 0 0 0 140 1 6 40 630

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 10 1 5 15 85
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 1 17 0 1 11 119
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 1 5 66
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 0 5 0 7 19 34
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 5 2 7 23 59
Australian Audit Reports: 1980-89 0 0 0 0 0 2 6 21
Closing call auctions and liquidity 0 0 3 39 1 4 20 197
Do reductions in tick sizes influence liquidity? 0 0 0 43 3 5 14 156
Exchange trading rules, surveillance and suspected insider trading 0 1 1 35 4 8 28 169
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 39 0 1 11 149
Financial analysts and price discovery 0 1 1 100 1 3 10 261
High frequency trading and end-of-day price dislocation 0 0 0 42 0 7 28 223
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 71 2 5 16 356
How should liquidity be measured? 0 0 4 838 0 5 20 1,644
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 72 1 3 7 191
Liquidity supply in electronic markets 0 0 0 99 1 1 7 248
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 1 15 0 6 24 108
Price clustering on the Australian Stock Exchange 0 0 0 92 1 4 12 271
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 3 7 30
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 0 128 0 3 8 364
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 3 5 25 1 7 22 72
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 14 0 3 23 91
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 0 1 10 310
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 3 8 194
Total Journal Articles 0 5 18 1,855 18 95 354 5,418

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Statistics updated 2026-07-10