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 1 21 1 2 11 49
Dimensional Analysis and Market Microstructure Invariance 0 0 0 36 0 1 5 31
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 2 3 35 4 14 42 113
Invariance of buy-sell switching points 0 0 0 9 1 1 5 21
Large Bets and Stock Market Crashes 0 0 7 30 1 5 18 70
Liquidity Estimates and Selection Bias 0 0 4 8 1 1 13 30
Market Microstructure Invariance: A Dynamic Equilibrium Model 1 1 2 23 1 3 11 36
Microstructure Invariance in U.S. Stock Market Trades 1 2 3 21 4 8 13 44
Microstructure Invariance in U.S. Stock Market Trades 0 0 2 54 0 1 6 36
News Articles and Equity Trading 1 1 20 76 7 25 77 163
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 1 578 2 3 20 1,988
Portfolio Transitions and Stock Price Dynamics 0 0 2 4 1 3 10 23
Smooth Trading with Overconfidence and Market Power 0 0 0 7 0 3 11 33
Total Working Papers 3 6 45 902 23 70 242 2,637


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 1 1 1 15 4 6 16 77
Optimal trading strategy and supply/demand dynamics 2 2 7 90 6 12 51 574
Smooth Trading with Overconfidence and Market Power 0 0 3 9 3 8 32 85
The Russian ruble crisis of December 2014 0 0 0 0 6 17 72 255
Total Journal Articles 3 3 11 114 19 43 171 991


Statistics updated 2020-11-03