Statistics
Publications
23
Citations
1.4K
H-Index
14
Active since
2001
Anna A. Obizhaeva is an author at New Economic School specializing in economics, financial economics, and market microstructure.
Publications per year
2001–2023
23
23
Optimal trading strategy and supply/demand dynamics
Anna A. Obizhaeva, Jiang Wang · Journal of Financial Markets · 2012 · 592 citations
Social Sciences, Economics, Finance +15
Optimal Trading Strategy and Supply/Demand Dynamics
Anna A. Obizhaeva, Jiang Wang · SSRN Electronic Journal · 2005 · 233 citations · Full text
Social Sciences, Economics, Finance +15
Market Microstructure Invariance: Empirical Hypotheses
Albert S. Kyle, Anna A. Obizhaeva · Econometrica · 2016 · 198 citations
Market Microstructure Invariance: Empirical Hypotheses
Albert S. Kyle, Anna A. Obizhaeva · SSRN Electronic Journal · 2016 · 70 citations · Full text
Large Bets and Stock Market Crashes
Albert S. Kyle, Anna A. Obizhaeva · SSRN Electronic Journal · 2012 · 32 citations · Full text
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