Article "Trading in Crowded Markets" has been accepted for publication in Journal of Financial and Quantitative Analysis. Authors: Anna Obizhaeva, Albert Kyle, Yajun Wang
Articles on the topic of: Anna+Obizhaeva
Article "Beliefs Aggregation and Return Predictability" has been published in Journal of Finance. Authors: Anna Obizhaeva, Albert S. Kyle, Yajun Wang
Article "Microstructure Invariance in U.S. Stock Market Trades" has been published in Journal of Financial Markets. Authors: Anna Obizhaeva, Albert Kyle, Tugkan Tuzun
Article "Smooth Trading with Overconfidence and Market Power" has been published in Review of Economic Studies, 2018, 85(1): 611–662. Authors: Anna Obizhaeva, Albert S. Kyle, Yajun Wang
Article "A Practitioner’s Guide for Market Microstructure Invariance" has been published in Journal of Portfolio Management, 2016, 43(1): 43-53. Authors: Anna Obizhaeva, Albert S. Kyle, Mark Kritzman