12
H index
12
i10 index
424
Citations
Michael James Aitken : Citation Profile
Macquarie University | RESEARCH PRODUCTION: 24 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1985 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael James Aitken. | Is cited by:
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Main data
Where Michael James Aitken has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 5 |
| Accounting and Finance | 4 |
| Pacific-Basin Finance Journal | 3 |
| Australian Journal of Management | 2 |
| Journal of Business Ethics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CFS Working Paper Series / Center for Financial Studies (CFS) | 2 |
Recent works citing Michael James Aitken (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340. Full description at Econpapers || Download paper |
| 2024 | Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434. Full description at Econpapers || Download paper |
| 2024 | Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642. Full description at Econpapers || Download paper |
| 2024 | Does Company Information Environment Affect ESG–Financial Performance Relationship? Evidence from European Markets. (2024). Akarsu, Sergen ; Bahadir, Ouzhan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2701-:d:1363592. Full description at Econpapers || Download paper |
Works by Michael James Aitken:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 8 |
| 2005 | Do reductions in tick sizes influence liquidity? In: Accounting and Finance. [Full Text][Citation analysis] | article | 13 |
| 2005 | Closing call auctions and liquidity In: Accounting and Finance. [Full Text][Citation analysis] | article | 22 |
| 2008 | Financial analysts and price discovery In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 1991 | Australian Audit Reports: 1980-89 In: Australian Accounting Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 1 |
| 2015 | Exchange trading rules, surveillance and suspected insider trading In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 43 |
| 2017 | The impact of fragmentation, exchange fees and liquidity provision on market quality In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 23 |
| 2007 | Liquidity supply in electronic markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 23 |
| 2023 | Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1991 | A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 1996 | The accuracy of the tick test: Evidence from the Australian stock exchange In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
| 2001 | The use of undisclosed limit orders on the Australian Stock Exchange In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 2015 | High frequency trading and end-of-day price dislocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 34 |
| 2013 | High frequency trading and end-of-day price dislocation.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2003 | How should liquidity be measured? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 68 |
| 1996 | Execution costs associated with institutional trades on the Australian Stock Exchange In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 12 |
| 1996 | Price clustering on the Australian Stock Exchange In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 45 |
| 2009 | What order flow reveals about the role of the underwriter in IPO aftermarkets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 7 |
| 2018 | Market Fairness: The Poor Country Cousin of Market Efficiency In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 9 |
| 2016 | A PIN per day shows what news convey: the intraday probability of informed trading In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 1985 | The Trading Stock Valuation Adjustment: Some Extensions and Modifications In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 1995 | An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
| 1995 | How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 9 |
| 2004 | The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
| 2013 | Exchange trading rules, surveillance and insider trading In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team