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 0 3 68
Dimensional Analysis and Market Microstructure Invariance 1 1 1 42 2 3 6 48
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 1 2 3 40 6 13 43 197
Invariance of buy-sell switching points 0 0 1 11 0 0 2 27
Large Bets and Stock Market Crashes 0 0 0 31 1 1 5 92
Liquidity Estimates and Selection Bias 0 0 0 8 2 3 3 38
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 0 28 2 5 7 60
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 56 0 2 3 56
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 21 0 1 6 59
News Articles and Equity Trading 1 3 5 88 1 5 10 191
Optimal Trading Strategy and Supply/Demand Dynamics 0 0 1 598 2 6 12 2,100
Portfolio Transitions and Stock Price Dynamics 0 1 1 7 4 6 7 35
Smooth Trading with Overconfidence and Market Power 0 0 0 10 1 3 8 56
Total Working Papers 3 7 12 963 21 48 115 3,027


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 1 3 6 112
Optimal trading strategy and supply/demand dynamics 0 2 3 138 4 17 33 816
Smooth Trading with Overconfidence and Market Power 0 0 1 21 2 5 16 141
Total Journal Articles 0 2 4 181 7 25 55 1,069
1 registered items for which data could not be found


Statistics updated 2025-12-06