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 8 8 61
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 1 4 5 102
Toxic Arbitrage 0 0 0 35 7 16 17 126
Total Working Papers 0 0 0 69 8 28 30 289


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 92
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 1 17 18 114
Execution Risk in High-Frequency Arbitrage 1 1 2 42 5 13 20 167
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 4 7 69
Nash equilibria for games in capacities 0 0 1 25 0 3 6 99
Non-additive anonymous games 0 0 0 5 0 3 5 63
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 4 76
The Skew Risk Premium in the Equity Index Market 1 1 2 54 3 6 19 195
The information content of a limit order book: The case of an FX market 0 0 0 39 2 7 11 182
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 1 26 0 2 9 127
Total Journal Articles 2 2 6 258 12 58 105 1,184


Statistics updated 2026-03-04