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 1 0 1 3 47
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 3 31 0 1 6 86
Toxic Arbitrage 0 0 2 33 0 3 13 93
Total Working Papers 0 0 5 65 0 5 22 226


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 1 1 1 80
Asymmetric Momentum Effects Under Uncertainty 0 0 2 15 1 2 6 90
Execution Risk in High-Frequency Arbitrage 0 0 2 28 0 1 13 116
Firms' investment under financial constraints: a euro area investigation 0 0 0 8 0 0 2 60
Nash equilibria for games in capacities 0 0 0 24 0 0 0 79
Non-additive anonymous games 0 0 0 5 0 0 4 46
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 15 1 1 4 64
The Skew Risk Premium in the Equity Index Market 0 0 3 31 1 2 18 111
The information content of a limit order book: The case of an FX market 0 0 0 28 1 1 4 130
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 0 25 0 0 3 109
Total Journal Articles 0 0 7 203 5 8 55 885


Statistics updated 2021-01-03