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Aitken, Michael J.'s
Scholarly Papers
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Downloads
2,538 |
Total
Citations
21 |
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1.
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Siow, Audris S.
University of Sydney - Discipline of Finance Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance
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977
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Market Efficiency, Market Integrity, Manipulation
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Cumming, Douglas
York University - Schulich School of Business Zhan, Feng
York University - Schulich School of Business Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance
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12 Sep 12
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Last Revised:
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10 Nov 12
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505
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High frequency trading, End-of-day Manipulation, Trading Rules, Surveillance, Law and Finance
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3.
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Closing Call Auctions and Liquidity
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Frino, Alex
University of Sydney - Discipline of Finance Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Comerton-Forde, Carole
University of Melbourne - Department of Finance
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09 Apr 03
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Last Revised:
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16 Apr 08
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405
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7
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Frino, Alex
University of Sydney - Discipline of Finance Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Comerton-Forde, Carole
University of Melbourne - Department of Finance
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Call auctions, Liquidity, Market microstructure
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Frino, Alex
University of Sydney - Discipline of Finance Comerton-Forde, Carole
University of Melbourne - Department of Finance
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373
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Closing call auctions, liquidity
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4.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Cumming, Douglas
York University - Schulich School of Business Zhan, Feng
York University - Schulich School of Business
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07 Nov 12
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Last Revised:
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10 Nov 12
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147
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High Frequency Trading, Algorithmic Trading, Co-location
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5.
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Cumming, Douglas
York University - Schulich School of Business Zhan, Feng
York University - Schulich School of Business Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance
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07 Jul 12
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Last Revised:
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08 Oct 12
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127
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2
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Insider trading, Surveillance, Exchange Trading Rules, Law and Finance
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6.
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Harris, Frederick H. deB.
Wake Forest University Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Ji, Shan
Capital Markets CRC
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22 Jul 11
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Last Revised:
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27 Mar 12
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127
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market manipulation, ramping, market integrity, surveillance, spreads
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7.
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Chan, Ka Nok
Capital Markets CRC Limited Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Lepone, Andrew
University of Sydney
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89
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8.
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Harris, Frederick H. deB.
Wake Forest University Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Di Marco, Elisa-Maree
affiliation not provided to SSRN
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87
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price discovery, Euronext, Chi-X, MTF, MiFID, fragmentation, permanent information impounding, price discovery efficiency
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9.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Comerton-Forde, Carole
University of Melbourne - Department of Finance
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26
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1
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10.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Segara, Reuben
University of Sydney - School of Business
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25
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11.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Almeida, Niall
affiliation not provided to SSRN Harris, Frederick H. deB.
affiliation not provided to SSRN McInish, Thomas H.
University of Memphis - Fogelman College of Business and Economics
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14
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2
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12.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Harris, Frederick H. deB.
Wake Forest University Sensenbrenner, Frank
Johns Hopkins University School of Advanced International Studies
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9
(313,229)
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MiFId, High Frequency Trading
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13.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Swan, Peter L.
University of New South Wales (UNSW) Garvey, Gerald T.
Barclays Global Investors
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14.
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Aitken, Michael J.
University of New South Wales (UNSW) - School of Banking and Finance Frino, Alex
University of Sydney - Discipline of Finance Winn, Roland
Capital Partners
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