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Mariana Khapko
Mariana Khapko
Assistant Professor of Finance, University of Toronto
Verified email at utoronto.ca - Homepage
Title
Cited by
Cited by
Year
On time-inconsistent stochastic control in continuous time
T Björk, M Khapko, A Murgoci
Finance and Stochastics 21 (2), 331-360, 2017
3182017
Liquidity with high-frequency market making
J Han, M Khapko, AS Kyle
Available at SSRN 2416396, 2014
512014
Time-Inconsistent Control Theory with Finance Applications
T Björk, M Khapko, A Murgoci
Springer Finance Series; Springer, Cham, 2021
50*2021
How fast should trades settle?
M Khapko, M Zoican
Management Science 66 (10), 4359-4919, 2020
39*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
182019
Asset pricing with dynamically inconsistent agents
M Khapko
Finance and Stochastics 27 (4), 1017-1046, 2023
15*2023
Trading gamification and investor behavior
P Chapkovski, M Khapko, M Zoican
Management Science, 2024
13*2024
The term structures of value and growth risk premia
M Hasler, M Khapko, R Marfè
Available at SSRN 3616087, 2020
13*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
112020
Correlated cashflow shocks, asset prices, and the term structure of equity
M Hasler, M Khapko
Management Science 69 (9), 4973-5693, 2023
5*2023
Asymmetries and the market for put options
A Farago, M Khapko, C Ornthanalai
Swedish House of Finance Research Paper, 2021
32021
The impact of stock market liquidity on corporate finance decisions
M Khapko
Central European University Department of Economic, Budapest Hungary, 2009
32009
Gamified risk-taking
P Chapkovski, M Khapko, M Zoican
Available at SSRN, 2024
2024
Essays in Financial Economics
M Khapko
Stockholm School of Economics, 2015
2015
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Articles 1–15