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  • 10 Similar Profiles
Australian Stock Exchange Business & Economics
Liquidity Business & Economics
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Equity Business & Economics
Market quality 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 2018

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

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 journalArticle

fairness
manipulation
increased efficiency
efficiency
stock exchange

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. 140-160 21 p.

Research output: Contribution to journalArticle

Market quality
Fragmentation
Fees
Liquidity provision
Tick size

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 journalArticle

News
Probability of informed trading
Event study
Convergence rate
Announcement

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: Contribution to journalArticle

integrity
efficiency
examination
market
manipulation

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: Contribution to journalArticle

Surveillance
Trading rules
Stock exchange
Insider trading
Agency conflict