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Aitken, Michael J.
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Journal of banking & finance
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Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
2
High frequency trading and end-of-day price dislocation
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
59
(
2015
),
pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
Saved in:
3
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
Saved in:
4
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. 1589-1604
Persistent link: https://www.econbiz.de/10005892431
Saved in:
5
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:
6
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:
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