Similar Search Results

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

The use of undisclosed limit orders on the Australian stock exchange

Aitken, Michael J.; Berkman, Henk; Mak, Derek - In: Journal of banking & finance 25 (2001) 8, pp. 1589-1603

Persistent link: https://www.econbiz.de/10001594025

Some evidence on the information content of undisclosed limit orders on the ASX

Aitken, Michael J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001770518

Exchange Trading Rules, Surveillance, and Insider Trading

Cumming, Douglas J. - 2013

We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices for market manipulation, insider trading, and...

Persistent link: https://www.econbiz.de/10013090661

What order flow reveals about the role of the underwriter in IPO aftermarks

Aitken, Michael J.; Harris, Frederick H. deB.; McInish, … - In: International journal of managerial finance : IJMF 5 (2009) 1, pp. 16-49

Persistent link: https://www.econbiz.de/10003935276

High frequency trading and end-of-day price dislocation

Aitken, Michael J.; Cumming, Douglas J.; Zhang, Feng - 2013

We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end of day price dislocation is more likely to be...

Persistent link: https://www.econbiz.de/10010201320