Concepedia

Michael Aitken

MA

Statistics

Publications

37

Citations

1.8K

H-Index

22

Active since

1984

Affiliations

The University of Sydney(Current)

Macquarie University

Wake Forest University

Florida Atlantic University

Michael Aitken is an author at The University of Sydney specializing in finance, business, and market microstructure.

Top concepts

BusinessFinanceMarket MicrostructureFinancial EconomicsEconomicsAccountingManagementAsset PricingEconomic AnalysisHigh-frequency Trading

Publications per year

1984–2019

37

Publications

37

Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange

Michael Aitken, Alex Frino, Michael S. McCorry et al. · The Journal of Finance · 1998 · 387 citations

Law, Short Sales, Market Microstructure +16

How should liquidity be measured?

Michael Aitken, Carole Comerton‐Forde · Pacific-Basin Finance Journal · 2003 · 165 citations

Liquidity Risk, Measurement, Liquidity +2

Price clustering on the Australian Stock Exchange

Michael Aitken, Philip Brown, Christine Buckland et al. · Pacific-Basin Finance Journal · 1996 · 107 citations

Market Microstructure, Australian Stock Exchange, Economics +5

The accuracy of the tick test: Evidence from the Australian stock exchange

Michael Aitken, Alex Frino · Journal of Banking & Finance · 1996 · 102 citations

Empirical Finance, Market Microstructure, Economics +11

The use of undisclosed limit orders on the Australian Stock Exchange

Michael Aitken, Henk Berkman, Derek Mak · Journal of Banking & Finance · 2001 · 96 citations

Market Microstructure, Empirical Finance, Australian Stock Exchange +9

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