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CEFIR and NES working papers
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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
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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
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4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
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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
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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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