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Ioanid Rosu
Ioanid Rosu
Associate Professor of Finance, HEC Paris
Verified email at hec.fr - Homepage
Title
Cited by
Cited by
Year
A dynamic model of the limit order book
I Roşu
Review of Financial Studies 22 (11), 4601-4641, 2009
6692009
News trading and speed
T Foucault, J Hombert, I Roşu
Journal of Finance 71 (1), 335-382, 2016
3852016
Fast and slow informed trading
I Roşu
Journal of Financial Markets 43, 1-30, 2019
202*2019
Liquidity and information in limit order markets
I Roşu
Journal of Financial and Quantitative Analysis 55 (6), 1792-1839, 2020
160*2020
Evolution of shares in a Proof-of-Stake cryptocurrency
I Roşu, F Saleh
Management Science 67 (2), 661-672, 2021
822021
Equivariant K-theory and equivariant cohomology
I Rosu
Mathematische Zeitschrift 243 (3), 423-448, 2003
50*2003
Equivariant elliptic cohomology and rigidity
I Rosu
American Journal of Mathematics 123 (4), 647-677, 2001
432001
Option prices and the probability of success of cash mergers
CA Bester, VH Martinez, I Roşu
Journal of Financial Econometrics 21 (1), 145–186, 2023
24*2023
Appendix to Equivariant K-theory and equivariant cohomology
A Knutson, I Rosu
Math. Z 243, 423-448, 2003
232003
Other work (thesis, notes)
I Roşu
22*2004
Weather and time series determinants of liquidity in a limit order market
JT Linnainmaa, I Roşu
AFA 2009 San Francisco Meetings Paper, 2009
21*2009
Quoting activity and the cost of capital
I Roşu, E Sojli, WW Tham
Journal of Financial and Quantitative Analysis 56 (8), 2764-2799, 2021
18*2021
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
15*2021
On the derivation of the Black–Scholes formula
I Roşu, D Stroock
Séminaire de Probabilités XXXVII, 399-414, 2003
142003
Order choice and information in limit order markets
I Rosu
Market Microstructure: Confronting Many Viewpoints, Oxford, UK, Wiley, 41-60, 2012
112012
Multi-stage game theory in continuous time
I Roşu
Working Paper, University of Chicago, 2006
92006
Dynamic adverse selection and liquidity
I Roşu
Working Paper, HEC Paris, 2020
8*2020
Asset Pricing with Systematic Skewness: Two Decades Later
DG Anghel, P Caraiani, A Roşu, I Roşu
Critical Finance Review, forthcoming, 2022
12022
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Articles 1–18