1

Toxic Arbitrage

Foucault, Thierry, Kozhan, Roman, Tham, Wing Wah
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 654 KB
english, 2014
2

The information content of a limit order book: The case of an FX market

Roman Kozhan, Mark Salmon
Journal:
Journal of Financial Markets
Year:
2012
Language:
english
File:
PDF, 295 KB
english, 2012
3

Market Order Flows, Limit Order Flows and Exchange Rate Dynamics

Kozhan, Roman, Moore, Michael, Payne, Richard
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 789 KB
english, 2015
5

The Skew Risk Premium in Index Option Prices

Kozhan, Roman, Neuberger, Anthony, Schneider, Paul Georg
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 437 KB
english, 2011
6

The Information Content of a Limit Order Book: The Case of an FX Market

Kozhan, Roman, Salmon, Mark Howard
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 335 KB
english, 2010
9

Arbitrage Opportunities: A Blessing or a Curse?

Kozhan, Roman, Tham, Wing Wah
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 429 KB
english, 2009
10

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

Koufopoulos, Kostas, Kozhan, Roman
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 231 KB
english, 2012
11

Market Order Flows, Limit Order Flows and Exchange Rate Dynamics

Kozhan, Roman, Moore, Michael, Payne, Richard
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 789 KB
english, 2014
12

Execution Risk in High-Frequency Arbitrage

Kozhan, Roman, Tham, Wing Wah
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 515 KB
english, 2012
13

Nash Equilibria for Games in Capacities

Roman Kozhan and Michael Zarichnyi
Journal:
Economic Theory
Year:
2008
Language:
english
File:
PDF, 818 KB
english, 2008
14

The Skew Risk Premium in the Equity Index Market

Kozhan, Roman, Neuberger, Anthony, Schneider, Paul
Journal:
Review of Financial Studies
Year:
2013
Language:
english
File:
PDF, 335 KB
english, 2013
16

Firms' investment under financial constraints: a euro area investigation

Pál, Rozália, Kozhan, Roman
Journal:
Applied Financial Economics
Year:
2009
Language:
english
File:
PDF, 205 KB
english, 2009
18

Optimal insurance under adverse selection and ambiguity aversion

Koufopoulos, Kostas, Kozhan, Roman
Journal:
Economic Theory
Year:
2016
Language:
english
File:
PDF, 1.32 MB
english, 2016
19

Nash equilibria for games in capacities

Roman Kozhan, Michael Zarichnyi
Journal:
Economic Theory
Year:
2008
Language:
english
File:
PDF, 175 KB
english, 2008
21

Firms' Investment under Financial Constraints: A Euro Area Investigation

Pal, Rozalia, Kozhan, Roman
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 138 KB
english, 2008
22

The Cross-Section of Currency Volatility Premia

Della Corte, Pasquale, Kozhan, Roman, Neuberger, Anthony
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 829 KB
english, 2016
23

Non-additive anonymous games

Roman Kozhan
Journal:
International Journal of Game Theory
Year:
2011
Language:
english
File:
PDF, 221 KB
english, 2011
25

Spurious Regressions of Stationary AR(p) Processes with Structural Breaks

Chu, Ba M., Kozhan, Roman
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 421 KB
english, 2010
26

Asset allocation with distorted beliefs and transaction costs

Roman Kozhan, Wolfgang Schmid
Journal:
European Journal of Operational Research
Year:
2009
Language:
english
File:
PDF, 416 KB
english, 2009
27

Welfare-improving ambiguity in insurance markets with asymmetric information

Koufopoulos, Kostas, Kozhan, Roman
Journal:
Journal of Economic Theory
Year:
2014
Language:
english
File:
PDF, 293 KB
english, 2014