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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
2362017
Liquidity with high-frequency market making
J Han, M Khapko, AS Kyle
Available at SSRN 2416396, 2014
452014
How fast should trades settle?
M Khapko, M Zoican
Management Science 66 (10), 4359-4919, 2020
37*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
21*2020
Asset pricing with dynamically inconsistent agents
M Khapko
Available at SSRN 2854526, 2015
132015
Should investors learn about the timing of equity risk?
M Hasler, M Khapko, R Marfe
Journal of Financial Economics 132 (3), 182-204, 2019
112019
Rational learning and the term structures of value and growth risk premia
M Hasler, M Khapko, R Marfè
Available at SSRN 3616087, 2020
9*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
92020
Time inconsistent stochastic control in continuous time: Theory and examples
T Bjork, M Khapko, A Murgoci
Available at SSRN 2887328, 2016
62016
Term structures of equity and interest rates in time-varying expected growth models
M Hasler, M Khapko
Available at SSRN 3590248, 2020
4*2020
The impact of stock market liquidity on corporate finance decisions
M Khapko
Central European University Department of Economic, Budapest Hungary, 2009
42009
Time-Inconsistent Control Theory with Finance Applications
T Björk, M Khapko, A Murgoci
Springer Finance Series; Springer, Cham, 2021
32021
The Term Structures of Value and Growth Risk Premia
M Hasler, M Khapko, R Marfè
Available at SSRN 3616087, 2020
22020
Asymmetries and the Market for Put Options
A Farago, M Khapko, C Ornthanalai
Swedish House of Finance Research Paper, 2021
12021
Essays in Financial Economics
M Khapko
Stockholm School of Economics, 2015
2015
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