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Smooth trading with overconfidence and market power
Kyle, Albert S.; Obižaeva, Anna; Wang, Yajun - In: The review of economic studies 85 (2018) 1, pp. 611-662
Persistent link: https://www.econbiz.de/10011921402
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Market making with asymmetric information and inventory risk
Liu, Hong; Wang, Yajun - In: Journal of economic theory 163 (2016), pp. 73-109
Persistent link: https://www.econbiz.de/10011593178
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Beliefs aggregation and return predictability
Kyle, Albert S.; Obižaeva, Anna; Wang, Yajun - 2016
Persistent link: https://www.econbiz.de/10011633493
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Industrial organization, order Internalization, and invariance
Bondarenko, Oleg; Obižaeva, Anna; Wang, Yajun - 2020
Persistent link: https://www.econbiz.de/10012494238
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Trading in crowded markets
Gorban, Stepan; Obižaeva, Anna; Wang, Yajun - 2020
Persistent link: https://www.econbiz.de/10012494244
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Smooth trading with overconfidence and market power
Kyle, Albert S.; Obižaeva, Anna; Wang, Yajun - 2016
Persistent link: https://www.econbiz.de/10011633484