Ioanid Rosu
Ioanid Rosu
Associate Professor of Finance, HEC Paris
Adresse e-mail validée de hec.fr - Page d'accueil
TitreCitée parAnnée
A dynamic model of the limit order book
I Roşu
Review of Financial Studies 22 (11), 4601-4641, 2009
5462009
News trading and speed
T Foucault, J Hombert, I Roşu
Journal of Finance 71 (1), 335-382, 2016
2482016
Fast and slow informed trading
I Roşu
Journal of Financial Markets 43, 1-30, 2019
136*2019
Liquidity and information in limit order markets
I Roşu
Journal of Financial and Quantitative Analysis, forthcoming, 2019
107*2019
Equivariant K-theory and equivariant cohomology
I Roşu
Mathematische Zeitschrift 243 (3), 423-448, 2003
37*2003
Equivariant elliptic cohomology and rigidity
I Roşu
American Journal of Mathematics 123 (4), 647-677, 2001
352001
Cash mergers and the volatility smile
CA Bester, VH Martinez, I Roşu
AFA 2010 Atlanta Meetings Paper, 2019
21*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
112003
Order choice and information in limit order markets
I Roşu
Market Microstructure: Confronting Many Viewpoints, Chapter 2, 2012
72012
The Bellman principle of optimality
I Roşu
Unpublished Note, 2002
7*2002
Quoting activity and the cost of capital
I Roşu, E Sojli, WW Tham
Working Paper, HEC Paris, 2018
6*2018
Multi-stage game theory in continuous time
I Roşu
Working Paper, University of Chicago, 2006
62006
Limit order markets, liquidity and price impact
I Roşu
Ph.D. Thesis, Massachusetts Institute of Technology, 2004
62004
Post-socialist transition: A comparison between Romania and Poland
I Roşu
Unpublished Note, 2002
62002
Evolution of Shares in a Proof-of-Stake Cryptocurrency
I Roşu, F Saleh
Available at SSRN 3377136, 2019
52019
Dynamic adverse selection and liquidity
I Roşu
Working Paper, HEC Paris, 2018
1*2018
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