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Obižaeva, Anna
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Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
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2
A practitioner's guide to market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011686160
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3
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:
4
Optimal trading strategy and supply/demand dynamics
Obižaeva, Anna
;
Wang, Jiang
- In:
Journal of financial markets
16
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009711284
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5
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
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6
OPTIMAL TRADING STRATEGY AND SUPPLY-DEMAND DYNAMICS
Obizhaeva, Anna
;
Wang, Jiang
-
2005
Persistent link: https://www.econbiz.de/10006958790
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7
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 427-486
Persistent link: https://www.econbiz.de/10014311365
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8
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
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