Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 7 Similar Profiles
Australian Stock Exchange Business & Economics
Liquidity Business & Economics
Broker Business & Economics
High-frequency trading Business & Economics
Insider trading Business & Economics
Market efficiency Business & Economics
Brokerage Business & Economics
Transaction costs Business & Economics

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Projects 2015 2019

Capital Markets CRC Scholarship (Xiaotong Karen Wang)

Aitken, M. & Wang, K.

2/03/151/10/16

Project: Research

Appointments and Schedules
Economics

Research Output 1982 2017

  • 47 Article
  • 2 Book
  • 2 Chapter
  • 1 Conference proceeding contribution

The impact of fragmentation, exchange fees and liquidity provision on market quality

Aitken, M., Chen, H. & Foley, S. 1 Mar 2017 In : Journal of Empirical Finance. 41, p. 1-21 21 p.

Research output: Research - peer-reviewArticle

Liquidity provision
Tick size
Liquidity
Queue
High-frequency data

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: Research - peer-reviewArticle

Event study
Announcement
Information asymmetry
Insider trading
High-frequency trading

A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency

Aitken, M. J., Frederick, F. H. & Ji, S. 1 Nov 2015 In : Journal of Business Ethics. 132, 1, p. 147-170 24 p.

Research output: Research - peer-reviewArticle

Market efficiency
Manipulation
Surveillance
Liquidity
Execution costs

Exchange trading rules, surveillance and suspected insider trading

Aitken, M., Cumming, D. & Zhan, F. 1 Oct 2015 In : Journal of Corporate Finance. 34, p. 311-330 20 p.

Research output: Research - peer-reviewArticle

Surveillance
Trading rules
Insider trading
Agency conflict
Severity

High frequency trading and end-of-day price dislocation

Aitken, M., Cumming, D. & Zhan, F. 1 Oct 2015 In : Journal of Banking and Finance. 59, p. 330-349 20 p.

Research output: Research - peer-reviewArticle

High-frequency trading
Severity
Cancellation
Surveillance
Trading rules