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 1 3 11 64
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 1 4 9 106
Toxic Arbitrage 0 0 0 35 1 5 22 131
Total Working Papers 0 0 0 69 3 12 42 301


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 1 6 93
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 1 5 23 119
Execution Risk in High-Frequency Arbitrage 0 2 4 44 4 19 39 186
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 2 8 71
Nash equilibria for games in capacities 0 0 0 25 0 3 8 102
Non-additive anonymous games 0 0 0 5 1 3 8 66
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 0 1 4 77
The Skew Risk Premium in the Equity Index Market 0 1 3 55 10 15 33 210
The information content of a limit order book: The case of an FX market 0 0 0 39 0 6 16 188
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 1 26 0 2 11 129
Total Journal Articles 0 3 8 261 16 57 156 1,241


Statistics updated 2026-06-04