Search Results - Obizhaeva, Anna

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  1. 1
    Optimal trading strategy and supply/demand dynamics

    Optimal trading strategy and supply/demand dynamics by Obizhaeva, Anna A., Wang, Jiang

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  2. 2
    MARKET MICROSTRUCTURE INVARIANCE: EMPIRICAL HYPOTHESES

    MARKET MICROSTRUCTURE INVARIANCE: EMPIRICAL HYPOTHESES by Kyle, Albert S., Obizhaeva, Anna A.

    Published in Econometrica
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  3. 3
    Beliefs Aggregation and Return Predictability

    Beliefs Aggregation and Return Predictability by KYLE, ALBERT S., OBIZHAEVA, ANNA A., WANG, YAJUN

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  4. 4
    Smooth Trading with Overconfidence and Market Power

    Smooth Trading with Overconfidence and Market Power by KYLE, ALBERT S., OBIZHAEVA, ANNAA, WANG, YAJUN

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  5. 5
    Large Bets and Stock Market Crashes

    Large Bets and Stock Market Crashes by Kyle, Albert S, Obizhaeva, Anna A

    Published in Review of Finance
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  6. 6
    A Practitioner’s Guide to Market Microstructure Invariance

    A Practitioner’s Guide to Market Microstructure Invariance by Kyle, Albert S., Obizhaeva, Anna A., Kritzman, Mark

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  7. 7
    Microstructure invariance in U.S. stock market trades

    Microstructure invariance in U.S. stock market trades by Kyle, Albert S., Obizhaeva, Anna A., Tuzun, Tugkan

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  8. 8
    Optimal Trading Strategy and Supply/Demand Dynamics

    Optimal Trading Strategy and Supply/Demand Dynamics by Obizhaeva, Anna, Wang, Jiang

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  9. 9
    Microstructure Invariance in U.S. Stock Market Trades

    Microstructure Invariance in U.S. Stock Market Trades by Kyle, Albert S., Obizhaeva, Anna A., Tuzun, Tugkan

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  10. 10
    Microstructure Invariance in U.S. Stock Market Trades

    Microstructure Invariance in U.S. Stock Market Trades by Kyle, Albert S, Obizhaeva, Anna, Tuzun, Tugkan

    Published in Policy File
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