Michael James Aitken
Names
first: | Michael |
middle: | James |
last: | Aitken |
Affiliations
-
Macquarie University
→ Graduate School of Management
- website
- location: Sydney, Australia
Research profile
author of:
-
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence
by Michael Aitken & Reuben Segara -
The use of undisclosed limit orders on the Australian Stock Exchange
by Aitken, Michael J. & Berkman, Henk & Mak, Derek -
The Trading Stock Valuation Adjustment: Some Extensions and Modifications
by Michael J. Aitken & Terry S. Walter -
How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets.
by Aitken, Michael J. & Garvey, Gerald T. & Swan, Peter L. -
How should liquidity be measured?
by Aitken, Michael & Comerton-Forde, Carole -
The accuracy of the tick test: Evidence from the Australian stock exchange
by Aitken, Michael & Frino, Alex -
Closing call auctions and liquidity
by Michael Aitken & Carole Comerton‐Forde & Alex Frino -
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney
by Michael J. Aitken & Alex Frino & Amelia M. Hill & Elvis Jarnecic -
What order flow reveals about the role of the underwriter in IPO aftermarkets
by Michael Aitken & Frederick H. Harris & Thomas H. McInish & Kathryn Wong -
Price clustering on the Australian Stock Exchange
by Aitken, Michael & Brown, Philip & Buckland, Christine & Izan, H. Y. & Walter, Terry -
Liquidity supply in electronic markets
by Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H. -
Exchange trading rules, surveillance and suspected insider trading
by Aitken, Michael & Cumming, Douglas & Zhan, Feng -
Do reductions in tick sizes influence liquidity?
by Michael Aitken & Carole Comerton‐Forde -
High frequency trading and end-of-day price dislocation
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
by Aitken, Michael & Ferris, George -
Australian Audit Reports: 1980-89
by Michael Aitken & Roger Simnett -
Execution costs associated with institutional trades on the Australian Stock Exchange
by Aitken, Michael & Frino, Alex -
High frequency trading and end-of-day price dislocation
by Aitken, Michael & Cumming, Douglas & Zhan, Feng -
Financial analysts and price discovery
by Michael Aitken & Niall Almeida & Frederick H. deB. Harris & Thomas H. McInish -
Exchange trading rules, surveillance and insider trading
by Aitken, Michael & Cumming, Douglas & Zhan, Feng -
A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading
by Poeppe, T. & Aitken, M. & Schiereck, D. & Wiegand, I. -
An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price
by Michael Aitken & Amaryllis Kua & Philip Brown & Terry Watter & H. Y. Izan -
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency
by Michael Aitken & Frederick Harris & Shan Ji -
A PIN per day shows what news convey: the intraday probability of informed trading
by Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand -
The impact of fragmentation, exchange fees and liquidity provision on market quality
by Aitken, Michael & Chen, Haoming & Foley, Sean -
Market Fairness: The Poor Country Cousin of Market Efficiency
by Michael J. Aitken & Angelo Aspris & Sean Foley & Frederick H. de B. Harris