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 1 35 0 0 6 193
High frequency trading and end-of-day price dislocation 0 0 0 81 1 2 6 343
Total Working Papers 0 0 1 139 1 2 12 580

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 8 0 1 2 65
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 1 13 0 1 9 100
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 2 4 1 2 8 13
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 4 0 1 3 35
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 1 1 1 34 2 3 4 171
Do reductions in tick sizes influence liquidity? 0 1 2 43 0 1 4 142
Exchange trading rules, surveillance and suspected insider trading 0 1 6 34 1 3 15 134
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 38 0 0 0 135
Financial analysts and price discovery 0 0 0 99 0 0 3 244
High frequency trading and end-of-day price dislocation 0 1 3 39 0 2 11 187
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 2 70 0 1 5 337
How should liquidity be measured? 1 5 28 829 2 12 39 1,609
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 1 1 72 0 1 4 183
Liquidity supply in electronic markets 1 2 5 99 1 2 5 235
Market Fairness: The Poor Country Cousin of Market Efficiency 0 1 2 13 0 3 8 75
Price clustering on the Australian Stock Exchange 0 0 1 92 0 0 6 258
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 1 1 21
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 1 126 0 0 3 348
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 1 12 0 1 2 34
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 10 0 0 5 60
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 0 0 0 298
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 13 58 1,805 7 35 137 4,942

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Statistics updated 2024-09-04