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The intra-day impact of block...
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Australia
Börsenkurs
59
Share price
59
Australien
54
Securities trading
53
Wertpapierhandel
53
Electronic trading
29
Elektronisches Handelssystem
29
Theorie
25
Theory
25
Market microstructure
24
Marktmikrostruktur
24
Volatility
21
Volatilität
21
Derivat
20
Derivative
20
Bid-ask spread
18
Geld-Brief-Spanne
18
Liquidity
16
Liquidität
16
Ankündigungseffekt
14
Announcement effect
14
Behavioural finance
14
Insider trading
14
Welt
14
World
14
Anlageverhalten
13
Efficient market hypothesis
13
Effizienzmarkthypothese
13
Index futures
13
Index-Futures
13
Aktienmarkt
12
Stock market
12
Trading volume
12
Börsenhandel
11
Estimation
11
Handelsvolumen der Börse
11
Insiderhandel
11
Schätzung
11
Stock exchange trading
11
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Arbeitspapier
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English
53
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Frino, Alex
42
Aitken, Michael J.
17
Lepone, Andrew
10
Jarnecic, Elvis
8
McInish, Thomas H.
7
Harris, Frederick H. deB.
4
Johnstone, David
3
Mollica, Vito
3
Segara, Reuben
3
Swan, Peter L.
3
Almeida, Niall
2
Cummings, James Richard
2
Garvey, Gerald
2
Gerace, Dionigi
2
Lau, Sie-ting
2
Lecce, Steven
2
Zheng, Hui
2
Allen, David E.
1
Berkman, Henk
1
Bortoli, Luke
1
Bortoli, Luke Gareth
1
Burrowes, Ashley W.
1
Cummings, James R.
1
Duffy, Matthew
1
Ferris, George
1
Forrest, Peter
1
Fung, Joseph K. W.
1
Gallagher, David R.
1
Grant, Joel
1
He, William Peng
1
Hill, Amelia
1
Hill, Amelia M.
1
Kruk, Jennifer
1
Lepone, Grace
1
MacCorry, Michael S.
1
Mak, Derek
1
McInish, Thomas G.
1
McKenzie, Michael D.
1
Mulholland, Raymond Douglas
1
Oetomo, Teddy
1
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School of Accounting, Finance and Economics <Perth, Western Australia>
1
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The journal of futures markets
9
Pacific-Basin finance journal
7
Journal of banking & finance
5
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
Working paper series
3
Australian journal of management
2
Abacus : a journal of accounting, finance and business studies
1
Advances in Pacific Basin financial markets
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Australasian accounting business and finance journal : AABF
1
Discussion paper
1
Economics '94 : conference proceedings ; creating jobs by investing in growth
1
International journal of managerial finance : IJMF
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of multinational financial management
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
53
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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