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 5 6 73
Dimensional Analysis and Market Microstructure Invariance 0 0 1 42 0 6 12 54
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 1 1 4 41 8 66 107 263
Invariance of buy-sell switching points 0 0 1 11 1 5 6 32
Large Bets and Stock Market Crashes 0 0 0 31 0 11 13 103
Liquidity Estimates and Selection Bias 0 0 0 8 0 4 7 42
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 0 28 1 9 16 69
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 21 0 6 11 65
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 56 0 6 9 62
News Articles and Equity Trading 0 1 4 89 0 5 13 196
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 0 598 5 22 31 2,122
Portfolio Transitions and Stock Price Dynamics 0 0 1 7 0 3 10 38
Smooth Trading with Overconfidence and Market Power 0 0 0 10 2 8 14 64
Total Working Papers 1 2 11 965 18 156 255 3,183


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 23 3 8 14 120
Optimal trading strategy and supply/demand dynamics 2 2 4 140 6 22 49 838
Smooth Trading with Overconfidence and Market Power 0 1 1 22 0 10 25 151
Total Journal Articles 3 4 6 185 9 40 88 1,109
1 registered items for which data could not be found


Statistics updated 2026-03-04