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  1. Pal, Rozalia [Author] ; Kozhan, Roman [Other]

    Firms' Investment under Financial Constraints : A Euro Area Investigation

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 115

  2. Koufopoulos, Kostas [Author] ; Kozhan, Roman [Other]

    Optimal Insurance Under Adverse Selection and Ambiguity Aversion

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 229

  3. Koufopoulos, Kostas [Author] ; Kozhan, Roman [Other]

    Optimal Insurance Under Adverse Selection and Ambiguity Aversion

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 148

  4. Chu, Ba M. [Author] ; Kozhan, Roman [Other]

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

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 143

  5. Koufopoulos, Kostas [Author] ; Kozhan, Roman [Other]

    Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 190

  6. Kozhan, Roman [Author] ; Salmon, Mark [Other]

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

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 150

  7. Kozhan, Roman [Author] ; Moore, Michael [Other]; Payne, Richard [Other]

    Market Order Flows, Limit Order Flows and Returns : Theory and Evidence

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 218

  8. Kozhan, Roman [Author] ; Salmon, Mark [Other]

    On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 101

  9. Kozhan, Roman [Author] ; Neuberger, Anthony [Other]; Schneider, Paul [Other]

    The Skew Risk Premium in the Equity Index Market

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 228

  10. Kozhan, Roman [Author] ; Salmon, Mark [Other]

    Uncertainty Aversion in an Agent-Based Model of Foreign Exchange Rate Formation

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 74

  11. Kelsey, David [Author] ; Kozhan, Roman [Other]; Pang, Wei [Other]

    Asymmetric Momentum Effects Under Uncertainty

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 142

  12. Koufopoulos, Kostas [Author] ; Kozhan, Roman [Other]; Trigilia, Giulio [Other]

    Optimal Security Design Under Asymmetric Information and Profit Manipulation

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    [S.l.]: SSRN, [2019]

    Published in: WBS Finance Group Research Paper ; No. 230