Michael James Aitken

Names

Identifer

Contact

Affiliations

• Macquarie University / Graduate School of Management
  • EDIRC entry
  • location:

Research profile

author of:

• Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence (RePEc:bla:acctfi:v:45:y:2005:i:1:p:127-144)
  by Michael Aitken & Reuben Segara
• Do reductions in tick sizes influence liquidity? (RePEc:bla:acctfi:v:45:y:2005:i:2:p:171-184)
  by Michael Aitken & Carole Comerton‐Forde
• Closing call auctions and liquidity (RePEc:bla:acctfi:v:45:y:2005:i:4:p:501-518)
  by Michael Aitken & Carole Comerton‐Forde & Alex Frino
• Financial analysts and price discovery (RePEc:bla:acctfi:v:48:y:2008:i:1:p:1-24)
  by Michael Aitken & Niall Almeida & Frederick H. deB. Harris & Thomas H. McInish
• Australian Audit Reports: 1980-89 (RePEc:bla:ausact:v:1:y:1991:i:1:p:12-19)
  by Michael Aitken & Roger Simnett
• A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading (RePEc:dar:wpaper:76078)
  by Poeppe, T. & Aitken, M. & Schiereck, D. & Wiegand, I.
• Exchange trading rules, surveillance and suspected insider trading (RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330)
  by Aitken, Michael & Cumming, Douglas & Zhan, Feng
• The impact of fragmentation, exchange fees and liquidity provision on market quality (RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160)
  by Aitken, Michael & Chen, Haoming & Foley, Sean
• Liquidity supply in electronic markets (RePEc:eee:finmar:v:10:y:2007:i:2:p:144-168)
  by Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H.
• Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates (RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000687)
  by Aitken, Michael & Cumming, Douglas & Zhan, Feng
• A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence (RePEc:eee:jbfina:v:15:y:1991:i:6:p:1195-1202)
  by Aitken, Michael & Ferris, George
• The accuracy of the tick test: Evidence from the Australian stock exchange (RePEc:eee:jbfina:v:20:y:1996:i:10:p:1715-1729)
  by Aitken, Michael & Frino, Alex
• The use of undisclosed limit orders on the Australian Stock Exchange (RePEc:eee:jbfina:v:25:y:2001:i:8:p:1589-1603)
  by Aitken, Michael J. & Berkman, Henk & Mak, Derek
• High frequency trading and end-of-day price dislocation (RePEc:eee:jbfina:v:59:y:2015:i:c:p:330-349)
  by Aitken, Michael & Cumming, Douglas & Zhan, Feng
• How should liquidity be measured? (RePEc:eee:pacfin:v:11:y:2003:i:1:p:45-59)
  by Aitken, Michael & Comerton-Forde, Carole
• Execution costs associated with institutional trades on the Australian Stock Exchange (RePEc:eee:pacfin:v:4:y:1996:i:1:p:45-58)
  by Aitken, Michael & Frino, Alex
• Price clustering on the Australian Stock Exchange (RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:297-314)
  by Aitken, Michael & Brown, Philip & Buckland, Christine & Izan, H. Y. & Walter, Terry
• What order flow reveals about the role of the underwriter in IPO aftermarkets (RePEc:eme:ijmfpp:v:5:y:2009:i:1:p:16-49)
  by Michael Aitken & Frederick H. deB. & Thomas H. McInish & Kathryn Wong
• A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency (RePEc:kap:jbuset:v:132:y:2015:i:1:p:147-170)
  by Michael Aitken & Frederick Harris & Shan Ji
• Market Fairness: The Poor Country Cousin of Market Efficiency (RePEc:kap:jbuset:v:147:y:2018:i:1:d:10.1007_s10551-015-2964-y)
  by Michael J. Aitken & Angelo Aspris & Sean Foley & Frederick H. de B. Harris
• A PIN per day shows what news convey: the intraday probability of informed trading (RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0535-z)
  by Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand
• The Trading Stock Valuation Adjustment: Some Extensions and Modifications (RePEc:sae:ausman:v:10:y:1985:i:1:p:77-95)
  by Michael J. Aitken & Terry S. Walter
• An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price (RePEc:sae:ausman:v:20:y:1995:i:2:p:115-154)
  by Michael Aitken & Amaryllis Kua & Philip Brown & Terry Watter & H. Y. Izan
• How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets (RePEc:ucp:jnlbus:v:68:y:1995:i:1:p:1-33)
  by Aitken, Michael J & Garvey, Gerald T & Swan, Peter L
• The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney (RePEc:wly:jfutmk:v:24:y:2004:i:7:p:675-696)
  by Michael J. Aitken & Alex Frino & Amelia M. Hill & Elvis Jarnecic
• Exchange trading rules, surveillance and insider trading (RePEc:zbw:cfswop:201315)
  by Aitken, Michael & Cumming, Douglas & Zhan, Feng
• High frequency trading and end-of-day price dislocation (RePEc:zbw:cfswop:201316)
  by Aitken, Michael & Cumming, Douglas & Zhan, Feng