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 1 1 1 37
Exchange trading rules, surveillance and insider trading 0 0 2 27 1 2 9 114
High frequency trading and end-of-day price dislocation 0 1 2 75 0 3 15 286
Total Working Papers 0 1 4 125 2 6 25 437


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 0 4 2 5 11 31
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 0 8 3 6 11 51
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 56
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 2 0 0 4 20
Australian Audit Reports: 1980-89 0 0 0 0 0 5 6 11
Closing call auctions and liquidity 0 0 0 32 0 0 8 151
Do reductions in tick sizes influence liquidity? 0 0 4 31 0 1 12 115
Exchange trading rules, surveillance and suspected insider trading 0 2 2 13 1 5 10 49
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 2 33 0 0 2 119
Financial analysts and price discovery 0 0 0 98 0 0 2 228
High frequency trading and end-of-day price dislocation 0 1 1 15 0 2 9 58
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 58 0 1 3 301
How should liquidity be measured? 7 11 29 712 10 18 53 1,375
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 2 68 0 1 6 172
Liquidity supply in electronic markets 0 2 2 89 0 3 5 201
Market Fairness: The Poor Country Cousin of Market Efficiency 0 1 1 1 0 3 13 22
Price clustering on the Australian Stock Exchange 0 0 1 88 0 1 5 232
Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange 0 1 11 234 1 2 23 732
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 0 13
The accuracy of the tick test: Evidence from the Australian stock exchange 0 2 4 110 0 2 9 303
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 2 8 0 0 2 16
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 1 6 1 3 9 33
The use of undisclosed limit orders on the Australian Stock Exchange 0 1 2 113 0 2 4 269
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 1 181
Total Journal Articles 7 21 66 1,768 18 60 208 4,739


Statistics updated 2019-06-03