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Publications by Roman Kozhan

The Skew Risk Premium in the Equity Index Market

Review of Financial Studies

English

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

Journal of Financial Markets

English

Related publications

What Explains the Equity Risk Premium in ASEAN Countries?

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International Management

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The Equity Risk Premium Amid a Global Financial Crisis

SSRN Electronic Journal

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World Equity Premium Based Risk Aversion Estimates

SSRN Electronic Journal

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Inflation Risk Premium: Evidence From the Tips Market

SSRN Electronic Journal

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Forecasting the Market Risk Premium With Artificial Neural Networks

SSRN Electronic Journal

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The Historically Realised Equity Risk Premium as a Guide to Future Expectations in an Emerging Market: The Case of South Africa

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Earnings Inequality and the Equity Premium

B.E. Journal of Macroeconomics

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An Anatomy of the Equity Premium

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Luxury Goods and the Equity Premium

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