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 1 5 35 0 1 9 188
High frequency trading and end-of-day price dislocation 0 0 1 81 0 0 6 337
Total Working Papers 0 1 6 139 0 1 15 569

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 7 0 0 4 63
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 1 1 1 13 2 4 8 95
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 2 4 4 1 4 9 9
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 3 0 1 1 33
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 0 0 0 33 0 0 1 167
Do reductions in tick sizes influence liquidity? 0 0 3 41 1 1 5 139
Exchange trading rules, surveillance and suspected insider trading 1 1 7 29 1 3 16 122
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 38 0 0 3 135
Financial analysts and price discovery 0 0 0 99 0 0 3 241
High frequency trading and end-of-day price dislocation 0 1 3 37 1 6 17 182
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 1 1 3 69 1 1 8 333
How should liquidity be measured? 2 6 21 807 2 7 30 1,577
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 71 0 0 1 179
Liquidity supply in electronic markets 1 1 1 95 1 1 4 231
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 2 11 0 0 3 67
Price clustering on the Australian Stock Exchange 1 1 3 92 3 3 6 255
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 0 20
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 1 126 1 2 8 347
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 1 2 12 0 1 3 33
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 1 10 0 5 6 60
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 2 121 0 0 6 298
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 0 185
Total Journal Articles 7 16 55 1,763 14 39 142 4,844

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Statistics updated 2023-12-04