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 2 46
Exchange trading rules, surveillance and insider trading 0 0 1 36 3 8 11 204
High frequency trading and end-of-day price dislocation 0 0 0 81 3 4 10 355
Total Working Papers 0 0 1 140 6 12 23 605

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 1 1 10 0 3 4 73
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency 1 1 2 17 3 6 10 114
A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence 0 0 0 15 1 1 5 63
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates 0 0 1 5 1 2 5 19
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price 0 0 0 4 2 5 6 42
Australian Audit Reports: 1980-89 0 0 0 0 0 3 3 18
Closing call auctions and liquidity 0 0 3 37 4 7 13 185
Do reductions in tick sizes influence liquidity? 0 0 0 43 1 3 3 145
Exchange trading rules, surveillance and suspected insider trading 0 0 0 34 5 13 20 155
Execution costs associated with institutional trades on the Australian Stock Exchange 0 0 1 39 1 4 7 142
Financial analysts and price discovery 0 0 0 99 0 2 9 255
High frequency trading and end-of-day price dislocation 0 0 3 42 5 9 18 208
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets 0 0 1 71 3 3 7 344
How should liquidity be measured? 0 0 3 835 0 4 14 1,631
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence 0 0 0 72 0 1 1 185
Liquidity supply in electronic markets 0 0 0 99 2 3 7 245
Market Fairness: The Poor Country Cousin of Market Efficiency 0 1 1 15 4 9 17 96
Price clustering on the Australian Stock Exchange 0 0 0 92 2 6 8 266
The Trading Stock Valuation Adjustment: Some Extensions and Modifications 0 0 0 1 2 3 5 26
The accuracy of the tick test: Evidence from the Australian stock exchange 0 0 1 128 1 3 8 359
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney 0 1 3 22 1 4 16 60
The impact of fragmentation, exchange fees and liquidity provision on market quality 0 0 1 14 4 8 12 77
The use of undisclosed limit orders on the Australian Stock Exchange 0 0 0 121 1 4 5 304
What order flow reveals about the role of the underwriter in IPO aftermarkets 0 0 0 29 1 2 3 188
Total Journal Articles 1 4 21 1,844 44 108 206 5,200

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Statistics updated 2026-01-09