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 1 44
Exchange trading rules, surveillance and insider trading 0 0 0 30 0 2 8 179
High frequency trading and end-of-day price dislocation 0 0 0 80 0 0 6 331
Total Working Papers 0 0 0 133 0 2 15 554

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 7 0 0 5 59
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 1 12 3 3 8 90
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
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 3 0 1 2 32
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 0 0 0 33 0 1 1 166
Do reductions in tick sizes influence liquidity? 0 1 2 38 0 1 2 134
Exchange trading rules, surveillance and suspected insider trading 0 0 1 22 1 1 7 107
Execution costs associated with institutional trades on the Australian Stock Exchange 1 1 2 38 1 1 3 133
Financial analysts and price discovery 0 0 0 99 0 0 1 238
High frequency trading and end-of-day price dislocation 1 2 3 35 1 3 14 166
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 2 66 0 0 5 325
How should liquidity be measured? 1 5 17 787 1 8 36 1,548
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 1 71 0 0 3 178
Liquidity supply in electronic markets 0 0 0 94 1 1 3 228
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 0 9 0 1 7 64
Price clustering on the Australian Stock Exchange 0 0 1 89 0 0 2 249
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 1 1 20
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 5 125 0 1 7 339
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 0 10 0 0 0 30
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 9 0 1 3 54
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 119 1 1 2 293
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 0 185
Total Journal Articles 3 10 36 1,711 9 25 112 4,711

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Statistics updated 2023-01-04