Igor Kozhanov

U.S. Securities and Exchange Commission

Financial Economist

Division of Economic and Risk Analysis

100 F St NE

Washington, DC 20549

United States

SCHOLARLY PAPERS

5

DOWNLOADS

892

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

A Note on the Estimation of Cay

Number of pages: 6 Posted: 31 Aug 2007
Igor Kozhanov
U.S. Securities and Exchange Commission
Downloads 281 (130,516)

Abstract:

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cay

2.

The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects

Number of pages: 65 Posted: 14 Oct 2012
Igor Kozhanov and Joseph P. Ogden
U.S. Securities and Exchange Commission and State University of New York (SUNY) at Buffalo - School of Management
Downloads 247 (148,755)
Citation 1

Abstract:

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new corporate bonds, pricing, yield, performance, underpricing, liquidity

3.

The Equity Capital Puzzle: A Consumption-Based Model

Number of pages: 44 Posted: 31 Aug 2007 Last Revised: 10 Jun 2009
Igor Kozhanov
U.S. Securities and Exchange Commission
Downloads 159 (222,081)
Citation 1

Abstract:

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equity capital puzzle, CAPM, habit formation

4.

Manipulation of Illiquid Asset Indexes

Number of pages: 23 Posted: 26 Feb 2016
K. Jeremy Ko, Igor Kozhanov and Sean Wilkoff
Upstart, U.S. Securities and Exchange Commission and Pennsylvania State University - Smeal College of Business
Downloads 137 (250,855)

Abstract:

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Manipulation, Index, Derivatives, Exchange-traded Funds, Fixed Income, Municipal Bonds, Liquidity, Regulation

5.

The Challenge of the Composition Effect

Number of pages: 45 Posted: 05 Aug 2008 Last Revised: 09 Jun 2009
Igor Kozhanov
U.S. Securities and Exchange Commission
Downloads 68 (395,343)

Abstract:

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