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 0 1 3 68
Dimensional Analysis and Market Microstructure Invariance 0 0 0 41 1 2 4 45
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 1 1 38 7 23 33 184
Invariance of buy-sell switching points 1 1 1 11 1 1 2 27
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 2 3 55
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 56 0 0 2 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 2 2 5 186
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 1 598 2 2 13 2,094
Portfolio Transitions and Stock Price Dynamics 0 0 0 6 0 1 1 29
Smooth Trading with Overconfidence and Market Power 0 0 0 10 0 1 5 53
Total Working Papers 1 2 5 956 14 35 80 2,979


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 2 3 3 109
Optimal trading strategy and supply/demand dynamics 0 0 5 136 3 6 29 799
Smooth Trading with Overconfidence and Market Power 0 0 1 21 0 4 11 136
Total Journal Articles 0 0 6 179 5 13 43 1,044
1 registered items for which data could not be found


Statistics updated 2025-09-05