Browsing by Author Aitken, Michael

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Showing results 1 to 5 of 5
Issue DateTitleAuthor(s)Citation
2005Do reductions in tick size affect market liquidityComerton-Forde, Carole; Aitken, Michael; FinanceDo reductions in tick size affect market liquidity, Accounting and Finance, vol.45,(2),2005,pp 171-184
2003How should liquidity be measured?Comerton-Forde, Carole; Aitken, Michael; FinanceHow should liquidity be measured?, Pacific-Basin Finance Journal, vol.11,(1),2003,pp 45-59
2017The impact of fragmentation, exchange fees and liquidity provision on market qualityFoley, Sean; Aitken, Michael; Chen, Haoming; FinanceThe impact of fragmentation, exchange fees and liquidity provision on market quality, Journal of Empirical Finance, vol.41, N/A, 2017,pp 140-160
2002Opening the Curtain on Window dressingComerton-Forde, Carole; Aitken, Michael; FinanceOpening the Curtain on Window dressing in The Compact Handbook of World Stock, Derivative & Commodity Exchanges, BMJ PUblising Group, 2002, pp. Ixxix-Ixxiv
2003Optimal trade execution of equities in a limit order marketBlazejewski, Adam; Coggins, Richard; Aitken, Michael; Electrical Engineering; Electrical EngineeringOptimal trade execution of equities in a limit order market, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering: Proceedings, vol.1,(),2003,pp 371-378