Kogan, Leonid, and Dimitris Papanikolaou. Annual Review of Financial Economics Vol. 11, (2019): 221-242.
Fanti, Giulia, Leonid Kogan, Sewoong Oh, Kathleen Ruan, Pramod Viswanath, and Gerui Wang. In Financial Cryptography and Data Security. FC 2019. Lecture Notes in Computer Science, edited by Ian Goldberg and Tyler Moore. Cham, Switzerland: September 2019. arXiv Preprint.
Kogan, Leonid and Dimitris Papanikolaou. The Journal of Portfolio Management Vol. 44, No. 6 (2018): 59-69.
Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Journal of Economic Theory Vol. 168, (2017): 209-236.
Kogan, Leonid and Dimitris Papanikolaou. Journal of Finance Vol. 69, No. 2 (2014): 675-718. Online Appendix.
Kogan, Leonid and Dimitris Papanikolaou. Review of Financial Studies Vol. 26, No. 11 (2013): 2718-2759. Online Appendix.