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 1 1 1 98
Toxic Arbitrage 0 0 0 35 0 1 2 110
Total Working Papers 0 0 0 69 1 2 3 261


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 3 4 6 91
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 1 1 1 97
Execution Risk in High-Frequency Arbitrage 0 1 1 41 0 4 7 154
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 2 3 65
Nash equilibria for games in capacities 0 0 1 25 0 2 5 96
Non-additive anonymous games 0 0 0 5 1 1 2 60
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 1 18 0 1 3 74
The Skew Risk Premium in the Equity Index Market 1 1 1 53 4 8 13 189
The information content of a limit order book: The case of an FX market 0 0 1 39 0 1 8 175
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 1 1 26 2 5 7 125
Total Journal Articles 1 3 6 256 11 29 55 1,126


Statistics updated 2025-12-06