12
H index
13
i10 index
436
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 |
| Journal of Business Ethics | 2 |
| Australian Journal of Management | 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 |
|---|---|
| 2025 | Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012. Full description at Econpapers || Download paper |
| 2024 | Corruption and insider trading. (2024). Liu, Siming ; Kyriacou, Kyriacos ; Mase, Bryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001160. Full description at Econpapers || Download paper |
| 2024 | When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340. Full description at Econpapers || Download paper |
| 2025 | Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440. Full description at Econpapers || Download paper |
| 2024 | Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261. 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 | Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390. Full description at Econpapers || Download paper |
| 2025 | International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408. Full description at Econpapers || Download paper |
| 2024 | Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032. 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 |
| 2025 | In the name of the law: How does legal distance affect US international mutual funds’ financial performance?. (2025). Muoz, Fernando ; Fleta-Asn, Jorge. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004549. Full description at Econpapers || Download paper |
| 2024 | Insider Trading before Earnings News: The Role of Executive Pay Disparity. (2024). Kernohan, David ; Gregoriou, Andros ; Le, Viet ; Nguyen, Ann-Ngoc. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:453-:d:1493221. 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 |
| 2024 | Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5. Full description at Econpapers || Download paper |
| 2024 | Machine learning and trade direction classification: insights from the corporate bond market. (2024). Ronen, Tavy ; Nam, Seunghan ; Fedenia, Mark. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01252-w. Full description at Econpapers || Download paper |
| 2024 | Portfolio management under capital market frictions: a grey clustering approach. (2024). Tilica, Elena ; Dragotă, Victor ; Ttaru, Rzvan Ioan ; Delcea, Camelia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00634-2. Full description at Econpapers || Download paper |
| 2024 | Left‐digit biases: Individual and institutional investors. (2024). Kim, Youngchul ; Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:518-532. Full description at Econpapers || Download paper |
| 2024 | The impact of air pollution on crude oil futures market. (2024). Zhang, Yuejun ; Yao, Ting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1055-1068. Full description at Econpapers || Download paper |
| 2025 | What Drives Market‐Oriented Trading of Resource and Environmental Elements: An Analysis Based on the Technology–Organization–Environment Framework. (2025). Liao, Zhongju ; Chen, KE. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5998-6012. 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 | 23 |
| 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 | 46 |
| 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 | 24 |
| 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 | 40 |
| 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 | 35 |
| 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: 35 | 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 | 48 |
| 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 | 10 |
| 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 November, 20 2025. Contact: CitEc Team