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Rosu, Ioanid
 SSRN Author Rank: 7,599 by Downloads
 

HEC Paris - Finance Department


 1 rue de la Liberation
 Jouy-en-Josas Cedex, 78351
 France
 email address

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. Rosu, Ioanid's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,926		 Total
Citations
91
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Dynamic Model of the Limit Order Book | Show Abstract | Download |
Review of Financial Studies, Vol. 22, pp. 4601-4641, 2009
Accepted Paper Series
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
02 May 05
Last Revised:
13 Mar 13
786
(13,469) 		60
2.  
On the Derivation of the Black-Scholes Formula | Show Abstract | Download |
Seminaire de Probabilites, Vol. 37, pp. 399-414, 2004
Accepted Paper Series
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Stroock, Daniel W.
Massachusetts Institute of Technology (MIT) - Department of Mathematics
Posted:
02 May 05
589
(20,413) 		 
3.  
High Frequency Traders, News and Volatility | Show Abstract | Download |
AFA 2013 San Diego Meetings
Working Paper Series
Martinez, Victor Hugo
Baruch College, City University of New York, Department of Economics and Finance
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
07 Jun 11
Last Revised:
06 May 13
383
(35,878) 		10
4.  
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
19 Oct 08
Last Revised:
13 Mar 13
370
(37,448) 		10
5.  
Bester, Alan
University of Chicago Graduate School of Business
Martinez, Victor Hugo
Baruch College, City University of New York, Department of Economics and Finance
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
20 Mar 09
Last Revised:
13 Mar 13
313
(45,787) 		2
6.  
Linnainmaa, Juhani T.
University of Chicago - Booth School of Business
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
25 Mar 08
Last Revised:
13 Mar 13
308
(46,644) 		4
7.  
News Trading and Speed | Show Abstract | Download |
HEC Paris Research Paper No. 975/2013
Working Paper Series
Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
Hombert, Johan
HEC Paris (Groupe HEC) - Finance Department
Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
Posted:
14 Dec 12
Last Revised:
19 Apr 13
177
(84,451) 		5

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