Concepedia

Roman Kozhan

RK

22

Publications

959

Citations

14

H-Index

2006

Active since

Affiliations

University of Warwick(Current)

City, University of London

HEC Paris

Erasmus University Rotterdam

European University Viadrina

Roman Kozhan is an author at University of Warwick specializing in economics, business, and finance.

ORCID

Top concepts

Publications per year

2006–2024

22

Publications

22

The Skew Risk Premium in the Equity Index Market

Roman Kozhan, Anthony Neuberger, Paul Schneider · Review of Financial Studies · 2013 · 236 citations

Toxic Arbitrage

Thierry Foucault, Roman Kozhan, Wing Wah Tham · Review of Financial Studies · 2016 · 176 citations · Full text

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

Execution Risk in High-Frequency Arbitrage

Roman Kozhan, Wing Wah Tham · Management Science · 2012 · 67 citations

, , +14

Short Selling and Price Discovery in Corporate Bonds

Terrence Hendershott, Roman Kozhan, Vikas Raman · Journal of Financial and Quantitative Analysis · 2018 · 57 citations · Full text

, , +11

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