Michael Aitken

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Alex FrinoProfessor, Wollongong UniversityZweryfikowany adres z cmcrc.com
Douglas CummingDeSantis Distinguished Professor, College of Business, Florida Atlantic UniversityZweryfikowany adres z fau.edu
Feng ZhanUniversity of Western OntarioZweryfikowany adres z uwo.ca
Thomas McInishProfessor and Wunderlich Chair of Finance, The University of MemphisZweryfikowany adres z memphis.edu
Philip BrownUniversity of Western AustraliaZweryfikowany adres z uwa.edu.au
Terry WalterProfessor of Finance, UTS and Chief Research Officer, Sirca LimitedZweryfikowany adres z uts.edu.au
Carole COMERTON-FORDEProfessor of Finance, University of MelbourneZweryfikowany adres z unimelb.edu.au
Peter SwanProfessor of Finance, Australian School of Business, University of New South WalesZweryfikowany adres z unsw.edu.au
Sean FoleyMacquarie UniversityZweryfikowany adres z mq.edu.au
Robert CzernkowskiUniversity of Technology, SydneyZweryfikowany adres z uts.edu.au
Elvis JarnecicSenior Lecturer of Finance, University of SydneyZweryfikowany adres z sydney.edu.au
Reuben SegaraSenior Lecturer of Finance, The University of SydneyZweryfikowany adres z sydney.edu.au
Roger SimnettProfessorial Research Fellow, Deakin University;Zweryfikowany adres z deakin.edu.au
henk berkmanUniversity of Auckland Business SchoolZweryfikowany adres z auckland.ac.nz
Freddie ChooProfessor of Accounting, San Franscisco State UniversityZweryfikowany adres z sfsu.edu
Angelo AsprisUniversity of SydneyZweryfikowany adres z sydney.edu.au
David Edmund AllenSchool of Maths and Statistics University of Sydney, School of Business and Law, Edith Cowan, andZweryfikowany adres z sydney.edu.au
Andrew LeponeUniversity of SydneyZweryfikowany adres z cmcrc.com
Vito MollicaMacquarie Business School, Macquarie UniversityZweryfikowany adres z mgsm.edu.au
Kumar VenkataramanProfessor of Finance, Southern Methodist UniversityZweryfikowany adres z mail.cox.smu.edu

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Michael Aitken

Chair of Finance, Macquarie University

Zweryfikowany adres z cmcrc.com - Strona główna

Security market microstructure insider trading market manipulation market quality


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
Short sales are almost instantaneously bad news: Evidence from the Australian Stock Exchange MJ Aitken, A Frino, MS McCorry, PL Swan The Journal of Finance 53 (6), 2205-2223, 1998	523	1998
How should liquidity be measured? M Aitken, C Comerton-Forde Pacific-Basin Finance Journal 11 (1), 45-59, 2003	309	2003
Price clustering on the Australian stock exchange M Aitken, P Brown, C Buckland, HY Izan, T Walter Pacific-Basin Finance Journal 4 (2-3), 297-314, 1996	169	1996
The accuracy of the tick test: Evidence from the Australian stock exchange M Aitken, A Frino Journal of Banking & Finance 20 (10), 1715-1729, 1996	142	1996
The determinants of market bid ask spreads on the australian stock exchange: Cross‐sectional analysis M Aitken, A Frino Accounting & Finance 36 (1), 51-63, 1996	142	1996
The use of undisclosed limit orders on the Australian Stock Exchange MJ Aitken, H Berkman, D Mak Journal of Banking & Finance 25 (8), 1589-1603, 2001	125	2001
Exchange trading rules, surveillance and suspected insider trading M Aitken, D Cumming, F Zhan Journal of Corporate Finance 34, 311-330, 2015	113*	2015
Determinants of voluntary disclosure of segment information: A re‐examination of the role of diversification strategy M Aitken, C Hooper, J Pickering Accounting & Finance 37 (1), 89-109, 1997	109	1997
Trade size, high-frequency trading, and colocation around the world M Aitken, D Cumming, F Zhan The European Journal of Finance 23 (7-9), 781-801, 2017	100*	2017
High frequency trading and end-of-day price dislocation M Aitken, D Cumming, F Zhan Journal of Banking & Finance 59, 330-349, 2015	96	2015
A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency MJ Aitken, J Shan, H R Journal of Business Ethics 132 (1), 147-170, 2015	94*	2015
Liquidity supply in electronic markets M Aitken, N Almeida, FHB Harris, TH McInish Journal of Financial Markets 10 (2), 144-168, 2007	80	2007
Do reductions in tick sizes influence liquidity? M Aitken, C Comerton‐Forde Accounting & Finance 45 (2), 171-184, 2005	79	2005
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney MJ Aitken, A Frino, AM Hill, E Jarnecic Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004	79	2004
Closing call auctions and liquidity M Aitken, C Comerton‐Forde, A Frino Accounting & Finance 45 (4), 501-518, 2005	75	2005
The impact of fragmentation, exchange fees and liquidity provision on market quality M Aitken, H Chen, S Foley Journal of Empirical Finance 41, 140-160, 2017	68*	2017
Execution costs associated with institutional trades on the Australian Stock Exchange M Aitken, A Frino Pacific-Basin Finance Journal 4 (1), 45-58, 1996	64	1996
How brokers facilitate trade for long-term clients in competitive securities markets MJ Aitken, GT Garvey, PL Swan Journal of Business, 1-33, 1995	62	1995
Asymmetry in stock returns following block trades on the Australian Stock Exchange: A note M Aitken, A Frino Abacus 32 (1), 54-61, 1996	60	1996
The determinants of audit delay R Simnett, M Aitken, F Choo, M Firth Advances in Accounting 13 (1), 1-20, 1995	51	1995

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