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 20 4 5 9 38
Dimensional Analysis and Market Microstructure Invariance 0 2 3 36 0 5 10 26
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 1 5 32 2 7 32 71
Invariance of buy-sell switching points 0 0 1 9 0 2 4 16
Large Bets and Stock Market Crashes 0 0 4 23 0 2 12 52
Liquidity Estimates and Selection Bias 0 1 2 4 4 5 9 17
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 2 21 1 1 7 25
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 52 0 1 4 30
Microstructure Invariance in U.S. Stock Market Trades 0 0 1 18 2 3 11 31
News Articles and Equity Trading 4 5 12 56 8 19 46 86
Optimal Trading Strategy and Supply/Demand Dynamics 0 1 4 577 5 10 32 1,968
Portfolio Transitions and Stock Price Dynamics 0 0 1 2 3 3 5 13
Smooth Trading with Overconfidence and Market Power 0 0 2 7 0 1 5 22
Total Working Papers 4 10 37 857 29 64 186 2,395


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 5 14 1 3 10 61
Optimal trading strategy and supply/demand dynamics 0 4 23 83 7 19 73 523
Smooth Trading with Overconfidence and Market Power 0 0 4 6 0 2 20 53
The Russian ruble crisis of December 2014 0 0 0 0 16 27 80 183
Total Journal Articles 1 5 32 103 24 51 183 820


Statistics updated 2019-11-03