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 4 4 4 57
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 0 1 1 98
Toxic Arbitrage 0 0 0 35 4 4 6 114
Total Working Papers 0 0 0 69 8 9 11 269


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 6 91
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 10 11 11 107
Execution Risk in High-Frequency Arbitrage 0 1 1 41 4 7 11 158
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 1 3 65
Nash equilibria for games in capacities 0 0 1 25 1 3 6 97
Non-additive anonymous games 0 0 0 5 0 1 2 60
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 1 18 1 2 4 75
The Skew Risk Premium in the Equity Index Market 0 1 1 53 1 9 14 190
The information content of a limit order book: The case of an FX market 0 0 1 39 4 5 12 179
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 1 1 26 1 6 8 126
Total Journal Articles 0 3 6 256 22 48 77 1,148


Statistics updated 2026-01-09