| The skew risk premium in the equity index market R Kozhan, A Neuberger, P Schneider The Review of Financial Studies 26 (9), 2174-2203, 2013 | 390* | 2013 |
| Toxic arbitrage T Foucault, R Kozhan, WW Tham The Review of Financial Studies 30 (4), 1053-1094, 2016 | 103 | 2016 |
| Financial Econometrics R Kozhan Bookboon, 2010 | 59* | 2010 |
| Execution risk in high-frequency arbitrage R Kozhan, WW Tham Management Science 58 (11), 2131-2149, 2012 | 50* | 2012 |
| The information content of a limit order book: The case of an FX market R Kozhan, M Salmon Journal of Financial Markets 15 (1), 1-28, 2012 | 44 | 2012 |
| Asymmetric momentum effects under uncertainty D Kelsey, R Kozhan, W Pang Review of Finance 15 (3), 603-631, 2010 | 26 | 2010 |
| Firms' investment under financial constraints: a euro area investigation R Pál, R Kozhan Applied Financial Economics 19 (20), 1611-1624, 2009 | 18* | 2009 |
| Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation R Kozhan, M Salmon Journal of Economic Dynamics and Control 33 (5), 1106-1122, 2009 | 18* | 2009 |
| Asset allocation with distorted beliefs and transaction costs R Kozhan, W Schmid European Journal of Operational Research 194 (1), 236-249, 2009 | 15 | 2009 |
| Welfare-improving ambiguity in insurance markets with asymmetric information K Koufopoulos, R Kozhan Journal of Economic Theory 151, 551-560, 2014 | 14 | 2014 |
| Optimal insurance under adverse selection and ambiguity aversion K Koufopoulos, R Kozhan Economic Theory 62 (4), 659-687, 2016 | 10 | 2016 |
| Nash equilibria for games in capacities R Kozhan, M Zarichnyi Economic Theory 35 (2), 321-331, 2008 | 9 | 2008 |
| The cross-section of currency volatility premia P Della Corte, R Kozhan, A Neuberger Available at SSRN 2892114, 2018 | 8* | 2018 |
| On uncertainty, market timing and the predictability of tick by tick exchange rates R Kozhan, M Salmon Market Timing and the Predictability of Tick by Tick Exchange Rates (August …, 2008 | 7* | 2008 |
| Market order flows, limit order flows and returns: Theory and evidence R Kozhan, M Moore, R Payne Limit Order Flows and Returns: Theory and Evidence (March 26, 2018), 2018 | 6* | 2018 |
| Optimal security design under asymmetric information and profit manipulation K Koufopoulos, R Kozhan, G Trigilia WBS Finance Group Research Paper, 2014 | 6 | 2014 |
| Open-multicommutativity of the probability measure functor R Kozhan, M Zarichnyi arXiv preprint math/0409590, 2004 | 6 | 2004 |
| Open-multicommutativity of some functors related to the functor of probability measures R Kozhan arXiv preprint math/0409566, 2004 | 6 | 2004 |
| Non-additive anonymous games R Kozhan International Journal of Game Theory 40 (2), 215-230, 2011 | 5 | 2011 |
| Short selling and price discovery in corporate bonds T Hendershott, R Kozhan, V Raman Journal of Financial and Quantitative Analysis, 1-80, 2018 | 4 | 2018 |
Anthony NeubergerProfessor of Finance, Cass Business School, City University of LondonAdresse e-mail validée de city.ac.uk