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 1 6 7 52
Exchange trading rules, surveillance and insider trading 0 0 1 36 0 8 15 209
High frequency trading and end-of-day price dislocation 0 0 0 81 3 6 11 358
Total Working Papers 0 0 1 140 4 20 33 619

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 2 6 9 79
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 1 2 17 1 7 12 118
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 0 2 3 64
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 1 5 2 8 12 26
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 0 6 10 46
Australian Audit Reports: 1980-89 0 0 0 0 0 1 4 19
Closing call auctions and liquidity 0 1 3 38 2 9 16 190
Do reductions in tick sizes influence liquidity? 0 0 0 43 0 7 9 151
Exchange trading rules, surveillance and suspected insider trading 0 0 0 34 2 10 22 160
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 39 2 7 11 148
Financial analysts and price discovery 0 0 0 99 2 3 10 258
High frequency trading and end-of-day price dislocation 0 0 2 42 1 12 24 215
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 71 0 8 10 349
How should liquidity be measured? 1 3 6 838 3 6 17 1,637
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 72 1 2 3 187
Liquidity supply in electronic markets 0 0 0 99 0 4 7 247
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 1 15 1 8 17 100
Price clustering on the Australian Stock Exchange 0 0 0 92 1 3 8 267
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 3 5 27
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 1 128 0 3 8 361
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 0 2 22 1 6 16 65
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 0 14 4 12 18 85
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 2 6 9 309
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 0 4 6 191
Total Journal Articles 1 5 21 1,848 27 143 266 5,299

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Statistics updated 2026-03-04