Projects per year
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Dive into the research topics where Michael Aitken is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Capital Markets CRC PhD Scholarship (Chernay Kim Theresa Johnson)
Aitken, M. & Johnson, C.
29/05/17 → …
Project: Research
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Capital Markets CRC PhD Scholarship (Qobolwakhe Thomas Dube)
Aitken, M. & Dube, Q.
16/05/18 → 15/05/21
Project: Research
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Capital Markets CRC Scholarship (Xiaotong Karen Wang)
Aitken, M. & Wang, K.
2/03/15 → 1/10/16
Project: Research
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The Joint impact of fragmentation into the dark and algorithmic trading on implicit trading costs and market manipulation
Aitken, M., Harris, D. & Harris, F., Dec 2021, In: The Journal of Investing. 31, 1, p. 25-46 22 p.Research output: Contribution to journal › Article › peer-review
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Market fairness: the poor country cousin of market efficiency
Aitken, M. J., Aspris, A., Foley, S. & Harris, F. H. D. B., Jan 2018, In: Journal of Business Ethics. 147, 1, p. 5–23 19 p.Research output: Contribution to journal › Article › peer-review
15 Citations (Scopus) -
The impact of fragmentation, exchange fees and liquidity provision on market quality
Aitken, M., Chen, H. & Foley, S., Mar 2017, In: Journal of Empirical Finance. 41, p. 140-160 21 p.Research output: Contribution to journal › Article › peer-review
23 Citations (Scopus) -
Trade size, high-frequency trading, and colocation around the world
Aitken, M., Cumming, D. & Zhan, F., 2017, In: European Journal of Finance. 23, 7-9, p. 781-801 21 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
A PIN per day shows what news convey: the intraday probability of informed trading
Pöppe, T., Aitken, M., Schiereck, D. & Wiegand, I., 1 Nov 2016, In: Review of Quantitative Finance and Accounting. 47, 4, p. 1187-1220 34 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus)