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The impact of block trades on stock market behaviour : further transaction time analysis
Aitken, Michael J.; Frino, Alex; Sayers, Stuart - 1993
Persistent link: https://www.econbiz.de/10000882341
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Short sales are almost instantaneously bad news : evidence from the Australian Stock Exchange
Aitken, Michael J.; Frino, Alex; MacCorry, Michael S.; … - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2205-2223
Persistent link: https://www.econbiz.de/10001251908
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Execution costs associated with institutional trades on the Australian stock exchange
Aitken, Michael J. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10001204434
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The accuracy of the tick test : evidence from the Australian stock exchange
Aitken, Michael J. - In: Journal of banking & finance 20 (1996) 10, pp. 1715-1729
Persistent link: https://www.econbiz.de/10001209652
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Consensus analysts' earnings forecasts and security returns
Aitken, Michael J. - In: Asia Pacific journal of management : APJM ; a … 13 (1996) 2, pp. 101-110
Persistent link: https://www.econbiz.de/10001212621
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The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.; Frino, Alex; Hill, Amelia M.; … - In: The journal of futures markets 24 (2004) 7, pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
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Price clustering on the Australian stock exchange
Aitken, Michael J. (contributor) - In: Pacific-Basin finance journal 4 (1996) 2, pp. 297-314
Persistent link: https://www.econbiz.de/10001334563
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How brokers facilitate trade for long-term clients in competitive securities markets
Aitken, Michael J. - In: The journal of business : B 68 (1995) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001177492
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A note on the effect of controlling for transaction costs on the small firm anomaly : additional Australian evidence
Aitken, Michael J. - In: Journal of banking & finance 15 (1991) 6, pp. 1195-1202
Persistent link: https://www.econbiz.de/10001115873
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An intraday analysis of the probability of trading on the ASX at the asking price
Aitken, Michael J. (contributor) - In: Australian journal of management 20 (1995) 2, pp. 115-154
Persistent link: https://www.econbiz.de/10001198518