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Publications by Anna A. Obizhaeva
Intraday Trading Invariance in the E-Mini S&P 500 Futures Market
SSRN Electronic Journal
Dimensional Analysis and Market Microstructure Invariance
SSRN Electronic Journal
Related publications
Is Trading Imbalance a Better Explanatory Factor in the Volatility Process? Intraday and Daily Evidence From E-Mini S&P 500 Index Futures and Information-Based Hypotheses
SSRN Electronic Journal
The CBOE S&P 500 Three-Month Variance Futures
SSRN Electronic Journal
Dynamics of Intraday Serial Correlation in the Italian Futures Market
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
Market Efficiency for S&P 500: 1954-2004
International Business & Economics Research Journal (IBER)
Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Strategic Trading by Index Funds and Liquidity Provision Around S&P 500 Index Additions
SSRN Electronic Journal
Trading Rules From Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index*
The Journal of Business
Effects of Intraday Patterns on Analysis of Stock Market Index and Trading Volume
International Journal of Modern Physics: Conference Series
The Volatility Effect of Single-Stock Futures Trading on the Pakistani Stock Market
Lahore Journal of Business
