| Optimal trading strategy and supply/demand dynamics AA Obizhaeva, J Wang Journal of Financial markets 16 (1), 1-32, 2013 | 923 | 2013 |
| Market microstructure invariance: Empirical hypotheses AS Kyle, AA Obizhaeva Econometrica 84 (4), 1345-1404, 2016 | 224 | 2016 |
| Smooth trading with overconfidence and market power AS Kyle, AA Obizhaeva, Y Wang The Review of Economic Studies 85 (1), 611-662, 2018 | 135 | 2018 |
| Intraday trading invariance in the E-mini S&P 500 futures market TG Andersen, O Bondarenko, AS Kyle, AA Obizhaeva Anna A., Intraday Trading Invariance in the E-Mini S&P 500, 2018 | 48 | 2018 |
| Large bets and stock market crashes AS Kyle, AA Obizhaeva Review of Finance 27 (6), 2163-2203, 2023 | 47 | 2023 |
| Market microstructure invariance: A dynamic equilibrium model AS Kyle, AA Obizhaeva Anna A., Market Microstructure Invariance: A Dynamic Equilibrium Model …, 2020 | 30 | 2020 |
| Microstructure invariance in US stock market trades AS Kyle, AA Obizhaeva, T Tuzun Journal of Financial Markets 49, 100513, 2020 | 28 | 2020 |
| Beliefs aggregation and return predictability AS Kyle, AA Obizhaeva, Y Wang The Journal of Finance 78 (1), 427-486, 2023 | 14 | 2023 |
| Portfolio transitions and stock price dynamics AA Obizhaeva Available at SSRN 2591294, 2009 | 10 | 2009 |
| A practitioner's guide to market microstructure invariance AS Kyle, AA Obizhaeva, M Kritzman Journal of Portfolio Management 43 (1), 43, 2016 | 5 | 2016 |
| The Russian Rouble Crisis of December 2014: Structure and liquidity of a foreign exchange market AA Obizhaeva, G Piftankin Russian Journal of Money and Finance 82 (1), 104-136, 2023 | 1 | 2023 |
