| A dynamic model of the limit order book I Roşu Review of Financial Studies 22 (11), 4601-4641, 2009 | 567 | 2009 |
| News trading and speed T Foucault, J Hombert, I Roşu Journal of Finance 71 (1), 335-382, 2016 | 273 | 2016 |
| Fast and slow informed trading I Roşu Journal of Financial Markets 43, 1-30, 2019 | 147* | 2019 |
| Liquidity and information in limit order markets I Roşu Journal of Financial and Quantitative Analysis, forthcoming, 2019 | 117* | 2019 |
| Equivariant K-theory and equivariant cohomology I Roşu Mathematische Zeitschrift 243 (3), 423-448, 2003 | 42* | 2003 |
| Equivariant elliptic cohomology and rigidity I Roşu American Journal of Mathematics 123 (4), 647-677, 2001 | 34 | 2001 |
| Cash mergers and the volatility smile CA Bester, VH Martinez, I Roşu AFA 2010 Atlanta Meetings Paper, 2019 | 22* | 2019 |
| Appendix to Equiv. K-theory and equiv. cohomology A Knutson, I Roşu Mathematische Zeitschrift 243 (3), 444-448, 2003 | 21* | 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 |
| On the derivation of the Black–Scholes formula I Roşu, D Stroock Séminaire de Probabilités XXXVII, 399-414, 2003 | 11 | 2003 |
| Evolution of shares in a Proof-of-Stake cryptocurrency I Roşu, F Saleh Available at SSRN 3377136, 2019 | 9 | 2019 |
| Quoting activity and the cost of capital I Roşu, E Sojli, WW Tham Working Paper, HEC Paris, 2020 | 8* | 2020 |
| Multi-stage game theory in continuous time I Roşu Working Paper, University of Chicago, 2006 | 7 | 2006 |
| Limit order markets, liquidity and price impact I Roşu Ph.D. Thesis, Massachusetts Institute of Technology, 2004 | 7 | 2004 |
| Order choice and information in limit order markets I Roşu Market Microstructure: Confronting Many Viewpoints, Chapter 2, 2012 | 6 | 2012 |
| Post-socialist transition: A comparison between Romania and Poland I Roşu Unpublished Note, 2002 | 6 | 2002 |
| Dynamic adverse selection and liquidity I Roşu Working Paper, HEC Paris, 2020 | 4* | 2020 |
| The Bellman principle of optimality I Roşu Unpublished Note, 2002 | 4* | 2002 |
Johan HombertHEC ParisAdresse e-mail validée de hec.fr
