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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
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The Effect of Information Motivated Trading Halts on Price Discovery : Evidence from the Australian Stock Exchange
Aitken, Michael J. - 2008
This study examines the effects of information related trading halts on price discovery on the Australian Stock Exchange. After controlling for the effects of information, halts were found to be attributable to abnormally high trading activity, bid-ask spreads and excess volatility. Halts...
Persistent link: https://www.econbiz.de/10012775151
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The impact of lunchtime closure on market behaviour: Evidence from the Sydney Futures Exchange
Frino, Alex; Winn, Roland - In: Accounting and finance : journal of the Accounting … 41 (2001) 1-2, pp. 25-40
Persistent link: https://www.econbiz.de/10006274067
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The impact of lunchtime closure on market behaviour: evidence from the Sydney Futures Exchange
Frino, Alex; Winn, Roland - In: Accounting and Finance 41 (2001) 1-2, pp. 25-40
Persistent link: https://www.econbiz.de/10005659113
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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
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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
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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
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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
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The intra-day impact of block trades on the Australian stock exchange
Aitken, Michael J. - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 237-253
Persistent link: https://www.econbiz.de/10001174920
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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