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~person:"Obižaeva, Anna"
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Bid-ask spread
10
Geld-Brief-Spanne
10
Market microstructure
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6
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Obižaeva, Anna
Theissen, Erik
24
Frino, Alex
20
Kyle, Albert S.
20
Hautsch, Nikolaus
19
Ap Gwilym, Owain
18
Chung, Kee H.
18
Lepone, Andrew
15
Gregoriou, Andros
14
Foucault, Thierry
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Wu, Chunchi
12
Biais, Bruno
11
Bessembinder, Hendrik
10
Lagos, Ricardo
10
Nyholm, Ken
10
O'Hara, Maureen
10
Ryu, Doojin
10
Gehrig, Thomas
9
Kandel, Eugene
9
Madan, Dilip B.
9
Rocheteau, Guillaume
9
Starr, Ross M.
9
Stoll, Hans R.
9
Thomas, Stephen
9
Chakravarty, Sugato
8
Griffith, Todd
8
Lesmond, David A.
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Li, Zhiyong
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Obizhaeva, Anna A.
8
Rindi, Barbara
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Sarkar, Asani
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NES working paper series : working 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
1
Journal of financial markets
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Review of finance : journal of the European Finance Association
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1
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
2
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
3
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
4
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
5
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
6
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
7
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
8
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:
9
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
10
A practitioner's guide to market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011686160
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