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 1 12 65
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 0 1 10 107
Toxic Arbitrage 0 0 0 35 2 3 25 135
Total Working Papers 0 0 0 69 2 5 47 307


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 3 8 96
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 0 0 23 119
Execution Risk in High-Frequency Arbitrage 0 1 5 45 2 7 46 197
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 1 8 72
Nash equilibria for games in capacities 0 0 0 25 0 0 8 102
Non-additive anonymous games 0 0 0 5 0 0 8 67
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 7 80
The Skew Risk Premium in the Equity Index Market 1 2 5 57 3 8 40 221
The information content of a limit order book: The case of an FX market 0 0 1 40 5 6 22 196
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 1 26 0 2 11 131
Total Journal Articles 1 3 12 265 11 29 181 1,281


Statistics updated 2026-10-11