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Market microstructure
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Kyle, Albert S.
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Obižaeva, Anna
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Obizhaeva, Anna A.
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CEFIR and NES working papers
The journal of finance : the journal of the American Finance Association
31
The review of financial studies
10
International journal of production economics
9
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
9
Journal of Finance
9
Journal of financial economics
8
European journal of operational research : EJOR
7
NBER Working Paper
6
NBER working paper series
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NES working paper series : working paper
6
European Journal of Operational Research
5
Working paper / National Bureau of Economic Research, Inc.
5
International Journal of Production Economics
4
International journal of services and operations management
4
Journal of Financial Economics
4
Journal of the Operational Research Society : OR
4
The journal of business : B
4
The review of economic studies
4
Working paper series
4
Discussion paper / Centre for Economic Policy Research
3
Faculty research papers / The Fuqua School of Business, Duke University
3
Journal of economic theory
3
Journal of operations management
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The Rand journal of economics
3
Discussion papers / CEPR
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Econometric Society 2004 North American Winter Meetings
2
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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IFA working paper
2
International economic review
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International journal of logistics : research and applications
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
Management Science
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
RAND Journal of Economics
2
Research in finance
2
Review of Financial Studies
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ECONIS (ZBW)
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Larges bets and stock market crashes
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633486
Saved in:
2
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2016
Persistent link: https://www.econbiz.de/10011633489
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3
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:
4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
Saved in:
5
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633493
Saved in:
6
Invariance of buy-sell switching points
Bae, Kyoung-hun
;
Kyle, Albert S.
;
Lee, Eun Jung
; …
-
2016
Persistent link: https://www.econbiz.de/10011633494
Saved in:
7
News articles and equity trading
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Sinha, Nitish Ranjan
; …
-
2017
Persistent link: https://www.econbiz.de/10011633497
Saved in:
8
Dimensional analysis and market microstructure
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2017
Persistent link: https://www.econbiz.de/10011633500
Saved in:
9
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633484
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