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 1 1 45
Exchange trading rules, surveillance and insider trading 0 0 0 35 1 1 5 194
High frequency trading and end-of-day price dislocation 0 0 0 81 1 2 10 347
Total Working Papers 0 0 0 139 3 4 16 586

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 2 9 0 1 7 70
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 0 1 2 15 1 3 9 106
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 3 3 3 61
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 0 4 0 0 4 14
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 0 1 2 36
Australian Audit Reports: 1980-89 0 0 0 0 0 0 0 15
Closing call auctions and liquidity 1 1 2 35 1 2 7 174
Do reductions in tick sizes influence liquidity? 0 0 2 43 0 0 3 142
Exchange trading rules, surveillance and suspected insider trading 0 0 5 34 2 3 16 138
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 0 38 1 2 2 137
Financial analysts and price discovery 0 0 0 99 1 2 5 248
High frequency trading and end-of-day price dislocation 1 1 3 40 1 2 8 191
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 0 70 1 2 3 339
How should liquidity be measured? 0 0 18 832 2 4 35 1,620
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 3 99 1 2 8 240
Market Fairness: The Poor Country Cousin of Market Efficiency 0 0 2 14 3 5 13 83
Price clustering on the Australian Stock Exchange 0 0 0 92 1 1 3 259
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 0 1 2 22
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 1 127 1 2 5 353
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 2 8 20 1 8 16 49
The impact of fragmentation, exchange fees and liquidity provision on market quality 1 1 4 14 1 2 7 67
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 0 1 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 3 6 53 1,827 21 47 162 5,033

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Statistics updated 2025-03-03