On time-inconsistent stochastic control in continuous time T Björk, M Khapko, A Murgoci Finance and Stochastics 21 (2), 331-360, 2017 | 303 | 2017 |
Liquidity with high-frequency market making J Han, M Khapko, AS Kyle Available at SSRN 2416396, 2014 | 51 | 2014 |
Time-Inconsistent Control Theory with Finance Applications T Björk, M Khapko, A Murgoci Springer Finance Series; Springer, Cham, 2021 | 46* | 2021 |
How fast should trades settle? M Khapko, M Zoican Management Science 66 (10), 4359-4919, 2020 | 41* | 2020 |
Do speed bumps curb low-latency investment? Evidence from a laboratory market M Khapko, M Zoican Journal of Financial Markets, Available online 16 September 2020, 2020 | 28* | 2020 |
Should investors learn about the timing of equity risk? M Hasler, M Khapko, R Marfe Journal of Financial Economics 132 (3), 182-204, 2019 | 18 | 2019 |
Asset pricing with dynamically inconsistent agents M Khapko Finance and Stochastics 27 (4), 1017-1046, 2023 | 15* | 2023 |
The term structures of value and growth risk premia M Hasler, M Khapko, R Marfè Available at SSRN 3616087, 2020 | 12* | 2020 |
Speed and learning in high-frequency auctions M Haas, M Khapko, M Zoican Journal of Financial Markets, Available online 23 June 2020, 100583, 2020 | 11 | 2020 |
Trading gamification and investor behavior P Chapkovski, M Khapko, M Zoican Management Science, 2024 | 10* | 2024 |
Correlated cashflow shocks, asset prices, and the term structure of equity M Hasler, M Khapko Management Science 69 (9), 4973-5693, 2023 | 3* | 2023 |
Asymmetries and the market for put options A Farago, M Khapko, C Ornthanalai Swedish House of Finance Research Paper, 2021 | 3 | 2021 |
The impact of stock market liquidity on corporate finance decisions M Khapko Central European University Department of Economic, Budapest Hungary, 2009 | 3 | 2009 |