Michael James Aitken : Citation Profile


Are you Michael James Aitken?

Macquarie University

12

H index

12

i10 index

404

Citations

RESEARCH PRODUCTION:

24

Articles

3

Papers

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 10
   Journals where Michael James Aitken has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 6 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pai51
   Updated: 2024-01-16    RAS profile: 2023-11-07    
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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:

Cumming, Douglas (9)

Gallagher, David (7)

Angelidis, Timotheos (5)

Johan, Sofia (5)

ap Gwilym, Owain (5)

Hautsch, Nikolaus (5)

Le Fol, Gaelle (5)

Skjeltorp, Johannes (5)

Orlowski, Lucjan (4)

Batten, Jonathan (4)

Wong, Wing-Keung (4)

Cites to:

Shleifer, Andrei (28)

Lopez-de-Silanes, Florencio (26)

La Porta, Rafael (23)

Johan, Sofia (15)

Cumming, Douglas (13)

McInish, Thomas (13)

Easley, David (13)

Foucault, Thierry (11)

Vishny, Robert (9)

Menkveld, Albert (8)

Allen, Franklin (8)

Main data


Where Michael James Aitken has published?


Journals with more than one article published# docs
Journal of Banking & Finance5
Accounting and Finance4
Pacific-Basin Finance Journal3
Australian Journal of Management2
Journal of Business Ethics2

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 (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Financial-judicial specialization and corporate misconduct: Evidence from the establishment of the Shanghai Financial Court. (2023). Wu, Chen ; Wang, Kedi. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002239.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2023Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993.

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2023A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2023Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586.

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2023High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434.

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2023Financial market enforcement in France. (2023). Batz, Laure. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:55:y:2023:i:3:d:10.1007_s10657-023-09761-0.

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2023Does Venture Capital Backing Improve Disclosure Controls and Procedures? Evidence from Management’s Post-IPO Disclosures. (2023). Hass, Lars Helge ; Cumming, Douglas ; Tarsalewska, Monika ; Myers, Linda A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:187:y:2023:i:3:d:10.1007_s10551-022-05272-1.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Market Manipulation in NFT Markets. (2023). Oh, Sebeom. In: MPRA Paper. RePEc:pra:mprapa:116704.

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2023Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

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Works by Michael James Aitken:


YearTitleTypeCited
2005Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence In: Accounting and Finance.
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article8
2005Do reductions in tick sizes influence liquidity? In: Accounting and Finance.
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article12
2005Closing call auctions and liquidity In: Accounting and Finance.
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article22
2008Financial analysts and price discovery In: Accounting and Finance.
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article1
1991Australian Audit Reports: 1980-89 In: Australian Accounting Review.
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article0
2016A 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).
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paper1
2015Exchange trading rules, surveillance and suspected insider trading In: Journal of Corporate Finance.
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article41
2017The impact of fragmentation, exchange fees and liquidity provision on market quality In: Journal of Empirical Finance.
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article18
2007Liquidity supply in electronic markets In: Journal of Financial Markets.
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article23
2023Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates In: Journal of Banking & Finance.
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article0
1991A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence In: Journal of Banking & Finance.
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article3
1996The accuracy of the tick test: Evidence from the Australian stock exchange In: Journal of Banking & Finance.
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article38
2001The use of undisclosed limit orders on the Australian Stock Exchange In: Journal of Banking & Finance.
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article33
2015High frequency trading and end-of-day price dislocation In: Journal of Banking & Finance.
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article31
2013High frequency trading and end-of-day price dislocation.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 31
paper
2003How should liquidity be measured? In: Pacific-Basin Finance Journal.
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article65
1996Execution costs associated with institutional trades on the Australian Stock Exchange In: Pacific-Basin Finance Journal.
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article12
1996Price clustering on the Australian Stock Exchange In: Pacific-Basin Finance Journal.
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article44
2009What order flow reveals about the role of the underwriter in IPO aftermarkets In: International Journal of Managerial Finance.
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article2
2015A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency In: Journal of Business Ethics.
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article7
2018Market Fairness: The Poor Country Cousin of Market Efficiency In: Journal of Business Ethics.
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article8
2016A PIN per day shows what news convey: the intraday probability of informed trading In: Review of Quantitative Finance and Accounting.
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article1
1985The Trading Stock Valuation Adjustment: Some Extensions and Modifications In: Australian Journal of Management.
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article0
1995An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price In: Australian Journal of Management.
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article9
1995How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets. In: The Journal of Business.
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article9
2004The impact of electronic trading on bid?ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney In: Journal of Futures Markets.
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article13
2013Exchange trading rules, surveillance and insider trading In: CFS Working Paper Series.
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paper3

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