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~person:"Obizhaeva, Anna A."
~person:"Lillo, Fabrizio"
~isPartOf:"CEFIR and NES working papers"
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Obizhaeva, Anna A.
Lillo, Fabrizio
Kyle, Albert S.
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ECONIS (ZBW)
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Dimensional analysis and market microstructure
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2017
Persistent link: https://www.econbiz.de/10011633500
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2
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633484
Saved in:
3
Larges bets and stock market crashes
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633486
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4
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633489
Saved in:
5
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
6
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
Saved in:
7
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633493
Saved in:
8
Invariance of buy-sell switching points
Bae, Kyoung-hun
;
Kyle, Albert S.
;
Lee, Eun Jung
; …
-
2016
Persistent link: https://www.econbiz.de/10011633494
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