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~isPartOf:"NES working paper series : working paper"
~person:"Cont, Rama"
~person:"Obižaeva, Anna"
~subject:"Share price"
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Share price
Market microstructure
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Marktmikrostruktur
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Theorie
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invariance
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liquidity
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market microstructure
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Cont, Rama
Obižaeva, Anna
Kyle, Albert S.
2
Wang, Yajun
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Bondarenko, Oleg
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Gorban, Stepan
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NES working paper series : working paper
Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Long memory in economics : with 50 tables
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
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2
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
3
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
4
Trading in crowded markets
Gorban, Stepan
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494244
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