Items where Author is "Babiak, Mykola"
Journal Article
Babiak, Mykola (2024) Generalized Disappointment Aversion and the Variance Term Structure. Journal of Financial and Quantitative Analysis, 59 (4). pp. 1796-1820. ISSN 0022-1090
Babiak, Mykola and Kozhan, Roman (2024) Parameter learning in production economies. Journal of Monetary Economics, 144: 103555. ISSN 0304-3932
Bianchi, Daniele and Babiak, Mykola and Dickerson, Alexander (2022) Trading volume and liquidity provision in cryptocurrency markets. Journal of Banking and Finance, 142: 106547. ISSN 0378-4266
Bianchi, Daniele and Babiak, Mykola (2022) On the performance of cryptocurrency funds. Journal of Banking and Finance, 138: 106467. ISSN 0378-4266