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 45
Exchange trading rules, surveillance and insider trading 1 1 1 36 1 2 3 196
High frequency trading and end-of-day price dislocation 0 0 0 81 1 2 8 349
Total Working Papers 1 1 1 140 2 4 12 590

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 9 0 0 6 70
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 1 3 16 0 2 9 108
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 0 3 61
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 1 1 5 0 1 4 15
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 0 0 2 36
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 0 1 3 36 0 2 8 176
Do reductions in tick sizes influence liquidity? 0 0 1 43 0 0 1 142
Exchange trading rules, surveillance and suspected insider trading 0 0 1 34 0 1 8 139
Execution costs associated with institutional trades on the Australian Stock Exchange 0 1 1 39 0 1 3 138
Financial analysts and price discovery 0 0 0 99 3 3 7 251
High frequency trading and end-of-day price dislocation 0 2 4 42 0 4 10 195
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 70 0 0 3 339
How should liquidity be measured? 0 2 10 834 0 4 27 1,624
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 1 72 0 0 2 184
Liquidity supply in electronic markets 0 0 2 99 0 1 8 241
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 2 14 1 1 12 84
Price clustering on the Australian Stock Exchange 0 0 0 92 0 0 1 259
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 1 3 23
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 2 128 0 3 8 356
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 8 20 0 1 17 50
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 4 14 0 1 8 68
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 0 0 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 0 9 44 1,836 4 26 152 5,059

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Statistics updated 2025-06-06