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~person:"He, Xue-zhong"
~person:"Obizhaeva, Anna A."
~subject:"Behavioural finance"
~subject:"USA"
~type_genre:"Non-commercial literature"
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He, Xue-zhong
Obizhaeva, Anna A.
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Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633484
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2
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
3
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
Saved in:
4
Invariance of buy-sell switching points
Bae, Kyoung-hun
;
Kyle, Albert S.
;
Lee, Eun Jung
; …
-
2016
Persistent link: https://www.econbiz.de/10011633494
Saved in:
5
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
6
Learning and information dissemination in limit order markets
Wei, Lijian
;
Zhang, Wei
;
He, Xue-zhong
;
Zhang, Yongjie
-
2013
Persistent link: https://www.econbiz.de/10009749970
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