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 1 1 4 68
Dimensional Analysis and Market Microstructure Invariance 0 0 0 41 0 1 3 44
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 1 1 1 38 7 19 27 177
Invariance of buy-sell switching points 0 0 0 10 0 0 1 26
Large Bets and Stock Market Crashes 0 0 0 31 0 0 4 91
Liquidity Estimates and Selection Bias 0 0 0 8 0 0 0 35
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 0 28 1 1 2 54
Microstructure Invariance in U.S. Stock Market Trades 0 0 1 56 0 0 3 54
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 21 0 0 5 58
News Articles and Equity Trading 0 0 2 85 0 0 3 184
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 1 598 0 0 11 2,092
Portfolio Transitions and Stock Price Dynamics 0 0 0 6 1 1 1 29
Smooth Trading with Overconfidence and Market Power 0 0 0 10 0 2 5 53
Total Working Papers 1 1 5 955 10 25 69 2,965


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 0 1 1 107
Optimal trading strategy and supply/demand dynamics 0 0 5 136 1 4 26 796
Smooth Trading with Overconfidence and Market Power 0 0 1 21 3 4 11 136
Total Journal Articles 0 0 6 179 4 9 38 1,039
1 registered items for which data could not be found


Statistics updated 2025-08-05