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Journal of financial markets
CEFIR and NES working papers
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NES working paper series : working paper
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AFA 2006 Boston Meetings Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
2
Optimal trading strategy and supply/demand dynamics
Obižaeva, Anna
;
Wang, Jiang
- In:
Journal of financial markets
16
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009711284
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