Ioanid Rosu
Ioanid Rosu
Associate Professor of Finance, HEC Paris
Adresse e-mail validée de hec.fr - Page d'accueil
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A dynamic model of the limit order book
I Roşu
Review of Financial Studies 22 (11), 4601-4641, 2009
5932009
News trading and speed
T Foucault, J Hombert, I Roşu
Journal of Finance 71 (1), 335-382, 2016
2912016
Fast and slow informed trading
I Roşu
Journal of Financial Markets 43, 1-30, 2019
155*2019
Liquidity and information in limit order markets
I Roşu
Journal of Financial and Quantitative Analysis, forthcoming, 2019
128*2019
Equivariant K-theory and equivariant cohomology
I Rosu
Mathematische Zeitschrift 243 (3), 423-448, 2003
44*2003
Equivariant elliptic cohomology and rigidity
I Rosu
American Journal of Mathematics 123 (4), 647-677, 2001
382001
Cash mergers and the volatility smile
CA Bester, VH Martinez, I Roşu
AFA 2010 Atlanta Meetings Paper, 2019
23*2019
Appendix to Equivariant K-theory and equivariant cohomology
A Knutson, I Rosu
Math. Z 243, 423-448, 2003
222003
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
17*2004
Evolution of shares in a Proof-of-Stake cryptocurrency
I Roşu, F Saleh
Available at SSRN 3377136, 2020
132020
Quoting activity and the cost of capital
I Roşu, E Sojli, WW Tham
Journal of Financial and Quantitative Analysis, forthcoming, 2020
10*2020
On the derivation of the Black–Scholes formula
I Roşu, D Stroock
Séminaire de Probabilités XXXVII, 399-414, 2003
102003
Order choice and information in limit order markets
I Rosu
Market Microstructure: Confronting Many Viewpoints, Oxford, UK, Wiley, 41-60, 2012
72012
Multi-stage game theory in continuous time
I Roşu
Working Paper, University of Chicago, 2006
72006
Dynamic adverse selection and liquidity
I Roşu
Working Paper, HEC Paris, 2020
5*2020
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