Anna A. Obizhaeva

2015–2016

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Anna A. Obizhaeva's perspective

Ordered by how strongly the researchers Anna A. Obizhaeva trusts endorse each paper. Same corpus, a different order for every researcher.

1. Institutional Investors and Stock Market Volatility
2. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
3. Corporate Bond Market Transaction Costs and Transparency
4. Liquidity and Autocorrelations in Individual Stock Returns
5. Imperfect Competition among Informed Traders
6. The market for borrowing stock
7. The Cross-Section of Volatility and Expected Returns
8. Short-sellers, fundamental analysis, and stock returns
9. Short Interest, Institutional Ownership, and Stock Returns
10. Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

Their papers

• Intraday Trading Invariance in the E-mini S&P 500 Futures Market (2015) — 29 citations
• Market Microstructure Invariance: Empirical Hypotheses (2016) — 163 citations