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Ioanid Roşu

Observed names: IOANID ROŞU, Ioanid Rosu, Rosu, Ioanid
ORCID: 0000-0001-6896-5886
Observed ORCID: 0000-0001-6896-5886
OpenAlex ID: A5034668434
A Dynamic Model of the Limit Order Book
2009 · Ioanid Roşu · Review of Financial Studies · 542
News Trading and Speed
2015 · THIERRY FOUCAULT, JOHAN HOMBERT, et al. · The Journal of Finance · 340
Fast and slow informed trading
2019 · Ioanid Roşu · Journal of Financial Markets · 147
Liquidity and Information in Limit Order Markets
2019 · Ioanid Roşu · Journal of Financial and Quantitative Analysis · 137
Evolution of Shares in a Proof-of-Stake Cryptocurrency
2019 · Ioanid Roşu, Fahad Saleh · Management Science · 126
Nonstandard Errors
2024 · ALBERT J. MENKVELD, ANNA DREBER, et al. · The Journal of Finance · 117
Equivariant K-theory and equivariant cohomology
2003 · Ioanid Rosu · Mathematische Zeitschrift · 61
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Equivariant elliptic cohomology and rigidity
2001 · Ioanid Rosu · American Journal of Mathematics · 42
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Weather and Time Series Determinants of Liquidity in a Limit Order Market
2009 · Juhani T. Linnainmaa, Ioanid Rosu · SSRN Electronic Journal · 20
Liquidity and Information in Order Driven Markets
2010 · Rosu, Ioanid · HAL · 16
News Trading and Speed
2012 · Thierry Foucault, Johan Hombert, et al. · 15
Non-Standard Errors
2021 · Albert J. Menkveld, Anna Dreber, et al. · SSRN Electronic Journal · 14
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Option Prices and the Probability of Success of Cash Mergers
2020 · C Alan Bester, Victor H Martinez, et al. · Journal of Financial Econometrics · 11
Quotes, Trades and the Cost of Capital
2017 · Ioanid Rosu, Elvira Sojli, et al. · Journal of Financial and Quantitative Analysis · 9
Order Choice and Information in Limit Order Markets
2012 · Ioanid Roşu · Wiley eBooks · 9
A Pure Production-Based Asset Pricing Model∗
2006 · Frederico Belo, Christian Julliard, et al. · 8
Asset Pricing with Systematic Skewness: Two Decades Later
2023 · Dan Gabriel Anghel, Petre Caraiani, et al. · Critical Finance Review · 6
High Frequency Traders, News and Volatility - Invited Talk
2012 · Rosu, Ioanid · HAL · 5
Evolution of Shares in a Proof-of-Stake Cryptocurrency
2020 · Ioanid Roşu, Fahad Saleh · RePEc: Research Papers in Economics · 4
Dynamic Adverse Selection and Liquidity
2018 · Ioanid Rosu · SSRN Electronic Journal · 2
Multi-stage game theroy in continuous time
2006 · Rosu, Ioanid · HAL · 2
Weather and Time Series Determinants of Liquidity in a Limit Order Market
2009 · Rosu, Ioanid, Linnainmaa, Juhani · HAL · 1
On the Derivation of the Black–Scholes Formula
2003 · Ioanid Rosu, Dan Stroock · Lecture notes in mathematics · 1
Cash Mergers and the Volatility Smile
2017 · Ioanid Roşu, Victor Hugo Martinez, et al. · HEC Research Papers Series
Option Pricing on Cash Mergers
2009 · Victor Hugo Martinez, Ioanid Roşu, et al. · HAL
Works count: 36
Citation count: 1,635
H-index: 12
I10-index: 13
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