Professor at NES Anna Obizhaeva took part in a podcast recording hosted by Professor at Stockholm School of Economics Olga Obizhaeva. She talked on the theory of market microstructure invariance and discussed its most important aspects with Albert S.Kyle, Professor at the University of Maryland.
Publications on the topic of “Market Microstructure: Invariance” can be found here.
Listen to the podcast:
Podcasts of the Swedish House of Finance are produced for those interested in finance and scientific research in this area. All the episodes can be found under the link.