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~person:"Obižaeva, Anna"
~subject:"Anlageverhalten"
~subject:"Share price"
~subject:"Volatilität"
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Anlageverhalten
Share price
Volatilität
Market microstructure
16
Marktmikrostruktur
16
Bid-ask spread
10
Geld-Brief-Spanne
10
Theorie
9
Theory
9
Volatility
9
Handelsvolumen der Börse
8
Trading volume
8
invariance
8
Liquidity
7
Transaction costs
7
liquidity
7
Aktienmarkt
6
Financial market
6
Finanzmarkt
6
Securities trading
6
Stock market
6
Transaktionskosten
6
Wertpapierhandel
6
market microstructure
6
Börsenkurs
5
Liquidität
5
bid-ask spread
4
volatility
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
market impact
3
trans-action costs
3
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Financial crisis
2
Finanzkrise
2
Invariance
2
Market power
2
Marktmacht
2
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Free
7
Undetermined
5
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Book / Working Paper
8
Article
5
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Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
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5
Aufsatz in Zeitschrift
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English
13
Author
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Obižaeva, Anna
Hautsch, Nikolaus
29
Kyle, Albert S.
26
Obizhaeva, Anna A.
16
Lux, Thomas
14
Mykland, Per A.
14
Theissen, Erik
13
Horst, Ulrich
12
Li, Yingying
12
Bollerslev, Tim
11
Nolte, Ingmar
11
Westerhoff, Frank H.
10
Andersen, Torben
9
Cont, Rama
9
Hung, Pi-Hsia
9
Lillo, Fabrizio
9
Podolskij, Mark
9
Rime, Dagfinn
9
Stoll, Hans R.
9
Veredas, David
9
Evans, Martin D. D.
8
Frino, Alex
8
Grammig, Joachim
8
Hounyo, Ulrich
8
Li, Z. Merrick
8
Meddahi, Nour
8
Zhang, Lan
8
Alfarano, Simone
7
Aït-Sahalia, Yacine
7
Bibinger, Markus
7
Bondarenko, Oleg
7
Bouchaud, Jean-Philippe
7
Diebold, Francis X.
7
Dijk, Dick van
7
Hess, Dieter
7
Lien, Da-hsiang Donald
7
Linton, Oliver
7
Liu, Zhi
7
O'Hara, Maureen
7
Abergel, Frédéric
6
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NES working paper series : working paper
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and economics discussion series
1
Journal of financial markets
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of economic studies
1
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ECONIS (ZBW)
13
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1
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
2
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
3
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
4
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
5
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
6
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
7
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
8
Trading in crowded markets
Gorban, Stepan
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494244
Saved in:
9
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
10
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 611-662
Persistent link: https://www.econbiz.de/10011921402
Saved in:
1
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