Michael James Aitken

Names

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