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Anna A. Obizhaeva

This is information that was supplied by Anna Obizhaeva in registering through RePEc. If you are Anna Obizhaeva, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Anna
Middle Name:A.
Last Name:Obizhaeva
Suffix:
RePEc Short-ID:pob57
http://pages.nes.ru/aobizhaeva/
New Economic School 100A Novaya Street, Skolkovo, Moscow, Russia, 143026
Moscow, Russia
http://www.nes.ru/

: (7-495) 956-9508
(7-495) 956-9508
100, Novaya Street, Skolkovo, Moscow, 143025
RePEc:edi:nerasru (more details at EDIRC)
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  1. Albert S. Kyle & Anna Obizhaeva & Nitish Ranjan Sinha & Tugkan Tuzun, 2017. "News Articles and Equity Trading," Working Papers w0233, Center for Economic and Financial Research (CEFIR).
  2. Albert S. Kyle & Anna Obizhaeva, 2017. "Dimensional Analysis and Market Microstructure Invariance," Working Papers w0234, Center for Economic and Financial Research (CEFIR).
  3. Albert S. Kyle & Anna Obizhaeva, 2016. "Market Microstructure Invariance: A Dynamic Equilibrium Model," Working Papers w0228, Center for Economic and Financial Research (CEFIR).
  4. Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016. "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series 2016-034, Board of Governors of the Federal Reserve System (U.S.).
  5. Albert S. Kyle & Anna Obizhaeva, 2016. "Large Bets and Stock Market Crashes," Working Papers w0227, Center for Economic and Financial Research (CEFIR).
  6. Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016. "Smooth Trading with Overconfidence and Market Power," Working Papers w0226, Center for Economic and Financial Research (CEFIR).
  7. Kyoung-hun Bae & Albert S. Kyle & Eun Jung Lee & Anna Obizhaeva, 2016. "Invariance of buy-sell switching points," Working Papers w0232, Center for Economic and Financial Research (CEFIR).
  8. Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016. "Beliefs Aggregation and Return Predictability," Working Papers w0231, Center for Economic and Financial Research (CEFIR).
  9. Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna Obizhaeva, 2016. "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers w0229, Center for Economic and Financial Research (CEFIR).
  10. Anna Obizhaeva, 2009. "Portfolio Transitions and Stock Price Dynamics," Working Papers w0224, Center for Economic and Financial Research (CEFIR).
  11. Anna Obizhaeva, 2007. "Liquidity Estimates and Selection Bias," Working Papers w0225, Center for Economic and Financial Research (CEFIR).
  12. Anna Obizhaeva & Jiang Wang, 2005. "Optimal Trading Strategy and Supply/Demand Dynamics," NBER Working Papers 11444, National Bureau of Economic Research, Inc.
  1. A. Obizhaeva., 2016. "The Russian ruble crisis of December 2014," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 5.
  2. Albert S. Kyle & Anna A. Obizhaeva, 2016. "Market Microstructure Invariance: Empirical Hypotheses," Econometrica, Econometric Society, vol. 84, pages 1345-1404, 07.
  3. Obizhaeva, Anna A. & Wang, Jiang, 2013. "Optimal trading strategy and supply/demand dynamics," Journal of Financial Markets, Elsevier, vol. 16(1), pages 1-32.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (10) 2016-05-08 2017-02-05 2017-02-05 2017-02-05 2017-02-05 2017-02-05 2017-02-05 2017-02-05 2017-02-05 2017-02-05. Author is listed
  2. NEP-FMK: Financial Markets (4) 2016-05-08 2017-02-05 2017-02-05 2017-02-05. Author is listed
  3. NEP-AGR: Agricultural Economics (1) 2017-02-05
  4. NEP-CIS: Confederation of Independent States (1) 2017-02-05
  5. NEP-FIN: Finance (1) 2005-07-03
  6. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  7. NEP-RMG: Risk Management (1) 2017-02-05

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