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 4 20 0 3 12 33
Dimensional Analysis and Market Microstructure Invariance 0 0 3 34 0 1 8 21
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 1 3 30 3 10 30 61
Invariance of buy-sell switching points 0 1 1 9 0 1 2 14
Large Bets and Stock Market Crashes 0 0 7 23 0 3 16 50
Liquidity Estimates and Selection Bias 0 0 1 3 0 1 5 12
Market Microstructure Invariance: A Dynamic Equilibrium Model 1 1 2 21 1 3 9 24
Microstructure Invariance in U.S. Stock Market Trades 0 0 1 52 0 2 4 29
Microstructure Invariance in U.S. Stock Market Trades 0 0 2 18 0 1 12 27
News Articles and Equity Trading 1 3 8 51 2 11 28 64
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 5 574 3 5 25 1,952
Portfolio Transitions and Stock Price Dynamics 0 1 1 2 1 2 3 10
Smooth Trading with Overconfidence and Market Power 0 1 2 7 1 3 5 21
Total Working Papers 2 8 40 844 11 46 159 2,318


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 6 13 1 2 14 57
Optimal trading strategy and supply/demand dynamics 1 6 22 78 5 21 71 501
Smooth Trading with Overconfidence and Market Power 0 1 5 6 2 7 30 49
The Russian ruble crisis of December 2014 0 0 0 0 1 17 64 154
Total Journal Articles 2 8 33 97 9 47 179 761


Statistics updated 2019-07-03