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 37
Exchange trading rules, surveillance and insider trading 0 0 1 27 4 12 19 126
High frequency trading and end-of-day price dislocation 0 0 2 75 2 9 20 295
Total Working Papers 0 0 3 125 6 21 40 458


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 5 1 4 11 35
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 0 0 8 1 1 10 52
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 0 2 0 0 1 20
Australian Audit Reports: 1980-89 0 0 0 0 0 0 6 11
Closing call auctions and liquidity 0 0 0 32 2 4 9 155
Do reductions in tick sizes influence liquidity? 1 1 5 32 2 2 13 117
Exchange trading rules, surveillance and suspected insider trading 0 1 3 14 1 3 13 52
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 33 0 0 1 119
Financial analysts and price discovery 0 0 0 98 0 0 1 228
High frequency trading and end-of-day price dislocation 0 0 1 15 1 9 16 67
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 58 0 0 1 301
How should liquidity be measured? 1 8 33 720 3 14 56 1,389
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 1 68 0 0 4 172
Liquidity supply in electronic markets 0 0 2 89 1 2 7 203
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 1 1 1 6 16 28
Price clustering on the Australian Stock Exchange 0 0 0 88 1 1 5 233
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 1 1 1 14
The accuracy of the tick test: Evidence from the Australian stock exchange 0 1 5 111 0 1 7 304
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 1 1 3 9 1 2 4 18
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 6 1 1 7 34
The use of undisclosed limit orders on the Australian Stock Exchange 0 1 2 114 0 2 5 271
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 1 181
Total Journal Articles 4 14 58 1,548 17 53 195 4,060
1 registered items for which data could not be found


Statistics updated 2019-09-09