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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

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

How brokers facilitate trade for long-term clients in competitive securities markets

Aitken, Michael J.; Garvey, Gerald; Swan, Peter L. - 1992

Persistent link: https://www.econbiz.de/10000847255

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

The Impact of Fragmentation, Exchange Fees and Liquidity Provision on Market Quality

Aitken, Michael J. - 2016

We analyse the impact of two major financial frictions on market quality in a high-frequency environment: market fragmentation and exchange fees. We find fragmentation significantly improves market quality, with benefits increasing with greater fragmentation. Fragmentation significantly reduces...

Persistent link: https://www.econbiz.de/10013007431

The lead-lag relationship between equities and stock index futures markets around information releases

Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487

Persistent link: https://www.econbiz.de/10001500120

The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?

Frino, Alex; Johnstone, David; Zheng, Hui - In: Journal of banking & finance 28 (2004) 2, pp. 353-372

Persistent link: https://www.econbiz.de/10001863273

A note on execution costs for stock index futures : information versus liquidity effects

Berkman, Henk; Brailsford, Timothy J.; Frino, Alex - In: Journal of banking & finance 29 (2005) 3, pp. 565-577

Persistent link: https://www.econbiz.de/10002516846

Market behavior of institutional investors around bankruptcy announcements

Frino, Alex; Jones, Stewart; Lepone, Andrew; Wong, Jin Boon - In: Journal of business finance & accounting : JBFA 41 (2014) 1/2, pp. 270-295

Persistent link: https://www.econbiz.de/10010336538

How much does an illegal insider trade?

Frino, Alex; Satchell, Stephen; Wong, Brad; Zheng, Hui - In: International review of finance 13 (2013) 2, pp. 241-263

Persistent link: https://www.econbiz.de/10009776244