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 5 9 62
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 2 6 7 104
Toxic Arbitrage 0 0 0 35 2 14 19 128
Total Working Papers 0 0 0 69 5 25 35 294


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 2 6 93
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 3 10 21 117
Execution Risk in High-Frequency Arbitrage 1 2 3 43 5 14 25 172
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 2 4 8 101
Non-additive anonymous games 0 0 0 5 2 5 7 65
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 5 77
The Skew Risk Premium in the Equity Index Market 1 2 3 55 3 8 22 198
The information content of a limit order book: The case of an FX market 0 0 0 39 4 7 15 186
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 1 26 1 2 10 128
Total Journal Articles 2 4 8 260 22 58 126 1,206


Statistics updated 2026-04-09