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
6012009
News trading and speed
T Foucault, J Hombert, I Roşu
Journal of Finance 71 (1), 335-382, 2016
3022016
Fast and slow informed trading
I Roşu
Journal of Financial Markets 43, 1-30, 2019
156*2019
Liquidity and information in limit order markets
I Roşu
Journal of Financial and Quantitative Analysis 55 (6), 1792-1839, 2020
132*2020
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
412001
Cash mergers and the volatility smile
CA Bester, VH Martinez, I Roşu
Journal of Financial Econometrics, conditionally accepted, 2020
23*2020
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
Evolution of shares in a Proof-of-Stake cryptocurrency
I Roşu, F Saleh
Management Science, forthcoming, 2020
192020
Other work (thesis, notes)
I Roşu
18*2004
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
Multi-stage game theory in continuous time
I Roşu
Working Paper, University of Chicago, 2006
82006
Order choice and information in limit order markets
I Rosu
Market Microstructure: Confronting Many Viewpoints, Oxford, UK, Wiley, 41-60, 2012
72012
Dynamic adverse selection and liquidity
I Roşu
Working Paper, HEC Paris, 2020
5*2020
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Articles 1–16