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 | 508 | 1998 |
How should liquidity be measured? M Aitken, C Comerton-Forde Pacific-Basin Finance Journal 11 (1), 45-59, 2003 | 297 | 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 | 162 | 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 | 136 | 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 | 134 | 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 | 125 | 2001 |
Exchange trading rules, surveillance and suspected insider trading M Aitken, D Cumming, F Zhan Journal of Corporate Finance 34, 311-330, 2015 | 110* | 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 | 107 | 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 | 97* | 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 | 90* | 2015 |
High frequency trading and end-of-day price dislocation M Aitken, D Cumming, F Zhan Journal of Banking & Finance 59, 330-349, 2015 | 87 | 2015 |
Do reductions in tick sizes influence liquidity? M Aitken, C Comerton‐Forde Accounting & Finance 45 (2), 171-184, 2005 | 78 | 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 | 77 | 2004 |
Liquidity supply in electronic markets M Aitken, N Almeida, FHB Harris, TH McInish Journal of Financial Markets 10 (2), 144-168, 2007 | 72 | 2007 |
Closing call auctions and liquidity M Aitken, C Comerton‐Forde, A Frino Accounting & Finance 45 (4), 501-518, 2005 | 69 | 2005 |
Execution costs associated with institutional trades on the Australian Stock Exchange M Aitken, A Frino Pacific-Basin Finance Journal 4 (1), 45-58, 1996 | 65 | 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 | 64 | 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 | 63* | 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 | 59 | 1996 |
The determinants of audit delay R Simnett, M Aitken, F Choo, M Firth Advances in Accounting 13 (1), 1-20, 1995 | 51 | 1995 |