Mariana Khapko

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Tomas BjörkStockholm School of EconomicsVerified email at hhs.se
Marius ZoicanUniversity of Calgary, Haskayne Business SchoolVerified email at haskayne.ucalgary.ca
Agatha MurgociCentrica Energy TradingVerified email at centrica.com
Michael HaslerFull Professor, Chair of Finance, University of NeuchatelVerified email at unine.ch
Jungsuk HanSeoul National UniversityVerified email at snu.ac.kr
Philipp ChapkovskiUniversity of Duisburg-EssenVerified email at uni-due.de
Marlene HaasPhD Student, Vienna Graduate School of FinanceVerified email at wu.ac.at
Chayawat OrnthanalaiRotman School of Management, University of TorontoVerified email at rotman.utoronto.ca

Mariana Khapko

Assistant Professor of Finance, University of Toronto

Verified email at utoronto.ca - Homepage

Financial Economics Asset Pricing Market Microstructure


Title Sort by citations Sort by year Sort by 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	307	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	47*	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	17	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	13*	2020
Trading gamification and investor behavior P Chapkovski, M Khapko, M Zoican Management Science, 2024	11*	2024
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
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	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
Essays in Financial Economics M Khapko Stockholm School of Economics, 2015		2015

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