| A dynamic model of the limit order book I Roşu Review of Financial Studies 22 (11), 4601-4641, 2009 | 609 | 2009 |
| News trading and speed T Foucault, J Hombert, I Roşu Journal of Finance 71 (1), 335-382, 2016 | 309 | 2016 |
| Fast and slow informed trading I Roşu Journal of Financial Markets 43, 1-30, 2019 | 162* | 2019 |
| Liquidity and information in limit order markets I Roşu Journal of Financial and Quantitative Analysis 55 (6), 1792-1839, 2020 | 135* | 2020 |
| Equivariant K-theory and equivariant cohomology I Rosu Mathematische Zeitschrift 243 (3), 423-448, 2003 | 45* | 2003 |
| Equivariant elliptic cohomology and rigidity I Rosu American Journal of Mathematics 123 (4), 647-677, 2001 | 42 | 2001 |
| Option prices and the probability of success of cash mergers CA Bester, VH Martinez, I Roşu Journal of Financial Econometrics, forthcoming, 2020 | 24* | 2020 |
| Evolution of shares in a Proof-of-Stake cryptocurrency I Roşu, F Saleh Management Science, forthcoming, 2020 | 23 | 2020 |
| Appendix to Equivariant K-theory and equivariant cohomology A Knutson, I Rosu Math. Z 243, 423-448, 2003 | 22 | 2003 |
| Weather and time series determinants of liquidity in a limit order market JT Linnainmaa, I Roşu AFA 2009 San Francisco Meetings Paper, 2009 | 20* | 2009 |
| Other work (thesis, notes) I Roşu | 19* | 2004 |
| Quoting activity and the cost of capital I Roşu, E Sojli, WW Tham Journal of Financial and Quantitative Analysis, forthcoming, 2020 | 11* | 2020 |
| On the derivation of the Black–Scholes formula I Roşu, D Stroock Séminaire de Probabilités XXXVII, 399-414, 2003 | 11 | 2003 |
| Multi-stage game theory in continuous time I Roşu Working Paper, University of Chicago, 2006 | 8 | 2006 |
| Order choice and information in limit order markets I Rosu Market Microstructure: Confronting Many Viewpoints, Oxford, UK, Wiley, 41-60, 2012 | 7 | 2012 |
| Dynamic adverse selection and liquidity I Roşu Working Paper, HEC Paris, 2020 | 5* | 2020 |
Johan HombertHEC ParisAdresse e-mail validée de hec.fr
