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 0 0 53
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 0 0 0 97
Toxic Arbitrage 0 0 0 35 0 1 2 110
Total Working Papers 0 0 0 69 0 1 2 260


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 3 88
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 0 0 0 96
Execution Risk in High-Frequency Arbitrage 1 1 1 41 3 6 8 154
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 1 2 3 65
Nash equilibria for games in capacities 0 0 1 25 2 2 5 96
Non-additive anonymous games 0 0 0 5 0 1 1 59
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 1 18 1 1 3 74
The Skew Risk Premium in the Equity Index Market 0 0 0 52 4 7 9 185
The information content of a limit order book: The case of an FX market 0 0 2 39 1 3 9 175
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 1 1 1 26 3 3 5 123
Total Journal Articles 2 2 6 255 15 26 46 1,115


Statistics updated 2025-11-08