Michael Aitken
Michael Aitken
Chair of Finance, Macquarie University
Verified email at - Homepage
Cited by
Cited by
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
How should liquidity be measured?
M Aitken, C Comerton-Forde
Pacific-Basin Finance Journal 11 (1), 45-59, 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
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
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
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
Exchange trading rules, surveillance and suspected insider trading
M Aitken, D Cumming, F Zhan
Journal of Corporate Finance 34, 311-330, 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
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
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
High frequency trading and end-of-day price dislocation
M Aitken, D Cumming, F Zhan
Journal of Banking & Finance 59, 330-349, 2015
Do reductions in tick sizes influence liquidity?
M Aitken, C Comerton‐Forde
Accounting & Finance 45 (2), 171-184, 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
Closing call auctions and liquidity
M Aitken, C Comerton‐Forde, A Frino
Accounting & Finance 45 (4), 501-518, 2005
Liquidity supply in electronic markets
M Aitken, N Almeida, FHB Harris, TH McInish
Journal of Financial Markets 10 (2), 144-168, 2007
Execution costs associated with institutional trades on the Australian Stock Exchange
M Aitken, A Frino
Pacific-Basin Finance Journal 4 (1), 45-58, 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
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
Asymmetry in stock returns following block trades on the Australian Stock Exchange: A note
M Aitken, A Frino
Abacus 32 (1), 54-61, 1996
The determinants of audit delay
R Simnett, M Aitken, F Choo, M Firth
Advances in Accounting 13 (1), 1-20, 1995
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