Access Statistics for Roman Kozhan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multiple Priors And No-Transaction Region 0 0 0 2 0 0 0 53
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 0 0 1 97
Toxic Arbitrage 0 0 0 35 0 0 1 109
Total Working Papers 0 0 0 69 0 0 2 259


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset allocation with distorted beliefs and transaction costs 0 0 0 24 0 0 2 87
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 0 0 1 96
Execution Risk in High-Frequency Arbitrage 0 0 0 40 0 1 2 148
Firms' investment under financial constraints: a euro area investigation 0 0 1 9 0 1 2 63
Nash equilibria for games in capacities 0 0 1 25 0 0 3 94
Non-additive anonymous games 0 0 0 5 0 0 1 58
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 2 18 0 1 3 73
The Skew Risk Premium in the Equity Index Market 0 0 0 52 1 1 2 178
The information content of a limit order book: The case of an FX market 0 0 2 39 0 0 7 172
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 0 25 2 2 3 120
Total Journal Articles 0 0 6 253 3 6 26 1,089


Statistics updated 2025-08-05