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 2 46
Exchange trading rules, surveillance and insider trading 0 0 1 36 1 5 8 201
High frequency trading and end-of-day price dislocation 0 0 0 81 0 1 7 352
Total Working Papers 0 0 1 140 1 6 17 599

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 1 1 1 10 2 3 4 73
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 2 16 3 3 8 111
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 4 62
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 1 5 0 2 4 18
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 1 4 5 40
Australian Audit Reports: 1980-89 0 0 0 0 1 3 3 18
Closing call auctions and liquidity 0 0 3 37 2 3 9 181
Do reductions in tick sizes influence liquidity? 0 0 0 43 0 2 2 144
Exchange trading rules, surveillance and suspected insider trading 0 0 0 34 5 8 15 150
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 39 0 3 6 141
Financial analysts and price discovery 0 0 0 99 2 3 9 255
High frequency trading and end-of-day price dislocation 0 0 3 42 0 4 14 203
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 71 0 0 4 341
How should liquidity be measured? 0 0 3 835 3 5 15 1,631
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 72 1 1 1 185
Liquidity supply in electronic markets 0 0 0 99 1 1 5 243
Market Fairness: The Poor Country Cousin of Market Efficiency 1 1 1 15 4 8 14 92
Price clustering on the Australian Stock Exchange 0 0 0 92 2 5 6 264
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 1 3 24
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 1 128 1 2 7 358
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 2 4 22 0 8 18 59
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 1 14 1 5 8 73
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 1 3 4 303
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 1 1 2 187
Total Journal Articles 2 4 22 1,843 31 78 170 5,156

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Statistics updated 2025-12-06