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Research
The paper by Anna Obizhaeva and Albert S. Kyle "Market Microstructure Invariance: Empirical Hypotheses" is published at Econometrica
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NES in Media
10.06.2016 Project Syndicate: "Russia and the Post-Oil Economy" by Vitaly Kazakov >>>
04.05.2016 Bloomberg: The Cost of Moving at Sub-Treasury Speed. Implications of the theory of microstructure invariance, developed by Anna Obizhaeva and Albert S. Kyle, for illiquid bond markets >>>
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