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High frequency trading and end-of-day price dislocation
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
59
(
2015
),
pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
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2
Exchange trading rules, surveillance and suspected insider trading
Aitken, Michael J.
;
Cumming, Doglas
;
Zhan, Feng
- In:
The journal of corporate finance : contracting, …
34
(
2015
),
pp. 311-330
Persistent link: https://www.econbiz.de/10011420943
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3
A worldwide examination of exchange market quality : greater integrity increases market efficiency
Aitken, Michael J.
;
Harris, Frederick H. deB.
;
Ji, Shan
- In:
Journal of business ethics : JOBE
132
(
2015
)
1
,
pp. 147-170
Persistent link: https://www.econbiz.de/10011411214
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4
The impact of fragmentation, exchange fees and liquidity provision on market quality
Aitken, Michael J.
;
Chen, Haoming
;
Foley, Sean
- In:
Journal of empirical finance
41
(
2017
),
pp. 140-160
Persistent link: https://www.econbiz.de/10011746967
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5
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
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6
A PIN per day shows what news convey : the intraday probability of informed trading
Pöppe, Thomas
;
Aitken, Michael J.
;
Schiereck, Dirk
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1187-1220
Persistent link: https://www.econbiz.de/10011596226
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7
Market fairness : the poor country cousin of market efficiency
Aitken, Michael J.
;
Aspris, Angelo
;
Foley, Sean
; …
- In:
Journal of business ethics : JOBE
147
(
2018
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10011795487
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8
The joint impact of fragmentation into the dark and algorithmic trading on implicit trading costs and market manipulation
Aitken, Michael J.
;
Harris, Drew
;
Harris, Frederick H. deB.
- In:
The journal of investing : JOI
31
(
2021
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10012698137
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9
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
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10
Execution costs associated with institutional trades on the Australian Stock Exchange
Aitken, Michael
;
Frino, Alex
- In:
Pacific-Basin Finance Journal
4
(
1996
)
1
,
pp. 45-58
Persistent link: https://www.econbiz.de/10005372365
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