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 7 53
Exchange trading rules, surveillance and insider trading 0 0 0 36 0 3 22 218
High frequency trading and end-of-day price dislocation 0 0 0 81 0 0 10 361
Total Working Papers 0 0 0 140 0 3 39 632

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 10 1 4 18 88
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 1 2 18 0 3 14 122
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 66
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 0 5 0 1 19 35
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 1 5 0 3 24 60
Australian Audit Reports: 1980-89 0 0 0 0 1 1 7 22
Closing call auctions and liquidity 0 1 3 40 2 6 24 202
Do reductions in tick sizes influence liquidity? 0 0 0 43 0 4 15 157
Exchange trading rules, surveillance and suspected insider trading 0 0 1 35 0 4 27 169
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 39 0 0 11 149
Financial analysts and price discovery 0 0 1 100 1 2 10 262
High frequency trading and end-of-day price dislocation 0 0 0 42 2 2 26 225
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 71 0 2 15 356
How should liquidity be measured? 0 0 3 838 0 0 18 1,644
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 72 1 3 9 193
Liquidity supply in electronic markets 0 0 0 99 1 2 7 249
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 1 15 0 1 25 109
Price clustering on the Australian Stock Exchange 0 0 0 92 0 2 13 272
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 0 7 30
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 0 128 0 1 9 365
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 1 2 7 27 1 4 24 75
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 14 1 2 25 93
The use of undisclosed limit orders on the Australian Stock Exchange 1 1 1 122 2 3 13 313
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 0 8 194
Total Journal Articles 2 5 21 1,860 13 50 372 5,450

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Statistics updated 2026-09-10