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 1 11 64
Optimal Security Design under Asymmetric Information and Profit Manipulation 0 0 0 32 0 1 9 106
Toxic Arbitrage 0 0 0 35 0 2 23 132
Total Working Papers 0 0 0 69 0 4 43 302


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 2 2 8 95
Asymmetric Momentum Effects Under Uncertainty 0 0 0 16 0 1 23 119
Execution Risk in High-Frequency Arbitrage 1 1 5 45 2 10 44 192
Firms' investment under financial constraints: a euro area investigation 0 0 0 9 0 0 8 71
Nash equilibria for games in capacities 0 0 0 25 0 0 8 102
Non-additive anonymous games 0 0 0 5 0 2 9 67
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks 0 0 0 18 1 2 6 79
The Skew Risk Premium in the Equity Index Market 1 1 4 56 4 17 39 217
The information content of a limit order book: The case of an FX market 0 1 1 40 1 3 19 191
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation 0 0 1 26 1 1 10 130
Total Journal Articles 2 3 11 264 11 38 174 1,263


Statistics updated 2026-08-07