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 0 0 44
Exchange trading rules, surveillance and insider trading 0 0 0 35 0 0 5 193
High frequency trading and end-of-day price dislocation 0 0 0 81 1 1 9 346
Total Working Papers 0 0 0 139 1 1 14 583


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 1 2 9 1 3 7 70
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 1 2 15 1 2 9 105
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 0 58
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 0 4 0 0 4 14
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 0 1 2 36
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 0 0 1 34 1 1 6 173
Do reductions in tick sizes influence liquidity? 0 0 2 43 0 0 3 142
Exchange trading rules, surveillance and suspected insider trading 0 0 5 34 1 1 14 136
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 38 1 1 1 136
Financial analysts and price discovery 0 0 0 99 1 1 5 247
High frequency trading and end-of-day price dislocation 0 0 2 39 0 1 8 190
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 70 1 1 3 338
How should liquidity be measured? 0 3 20 832 1 7 36 1,618
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 1 72 0 1 4 184
Liquidity supply in electronic markets 0 0 3 99 1 1 7 239
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 3 14 1 2 12 80
Price clustering on the Australian Stock Exchange 0 0 0 92 0 0 3 258
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 1 1 2 22
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 1 127 1 3 4 352
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 1 4 8 20 4 9 15 48
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 1 3 13 1 3 6 66
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 1 1 2 300
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 0 185
Total Journal Articles 1 11 54 1,824 18 40 153 5,012


Statistics updated 2025-02-05