Access Statistics for Anna Obizhaeva

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Beliefs Aggregation and Return Predictability 0 0 0 23 3 3 6 71
Dimensional Analysis and Market Microstructure Invariance 0 1 1 42 3 6 9 51
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 2 3 40 29 39 72 226
Invariance of buy-sell switching points 0 0 1 11 1 1 3 28
Large Bets and Stock Market Crashes 0 0 0 31 5 6 9 97
Liquidity Estimates and Selection Bias 0 0 0 8 1 4 4 39
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 0 28 2 7 9 62
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 21 3 3 9 62
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 56 4 6 7 60
News Articles and Equity Trading 1 2 5 89 4 6 13 195
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 1 598 12 16 24 2,112
Portfolio Transitions and Stock Price Dynamics 0 0 1 7 1 5 8 36
Smooth Trading with Overconfidence and Market Power 0 0 0 10 2 5 9 58
Total Working Papers 1 5 12 964 70 107 182 3,097


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market Microstructure Invariance: Empirical Hypotheses 0 0 0 22 1 3 7 113
Optimal trading strategy and supply/demand dynamics 0 2 2 138 11 26 40 827
Smooth Trading with Overconfidence and Market Power 0 0 1 21 2 7 18 143
Total Journal Articles 0 2 3 181 14 36 65 1,083
1 registered items for which data could not be found


Statistics updated 2026-01-09