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 2 3 67
Dimensional Analysis and Market Microstructure Invariance 0 0 1 41 0 0 2 42
Intraday Trading Invariance in the E-mini S&P 500 Futures Market 0 0 0 37 0 2 10 156
Invariance of buy-sell switching points 0 0 0 10 0 1 2 26
Large Bets and Stock Market Crashes 0 0 0 31 1 3 4 90
Liquidity Estimates and Selection Bias 0 0 0 8 0 0 0 35
Market Microstructure Invariance: A Dynamic Equilibrium Model 0 0 1 28 0 0 3 53
Microstructure Invariance in U.S. Stock Market Trades 0 0 1 56 0 0 2 53
Microstructure Invariance in U.S. Stock Market Trades 0 0 0 21 0 1 3 54
News Articles and Equity Trading 0 2 2 85 0 2 3 183
Optimal Trading Strategy and Supply/Demand Dynamics 0 1 4 598 1 3 21 2,091
Portfolio Transitions and Stock Price Dynamics 0 0 0 6 0 0 1 28
Smooth Trading with Overconfidence and Market Power 0 0 1 10 0 2 3 50
Total Working Papers 0 3 10 954 3 16 57 2,928


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 1 22 0 0 3 106
Optimal trading strategy and supply/demand dynamics 0 1 10 136 0 6 48 789
Smooth Trading with Overconfidence and Market Power 1 1 3 21 1 1 4 126
Total Journal Articles 1 2 14 179 1 7 55 1,021
1 registered items for which data could not be found


Statistics updated 2025-03-03