Dragos Bozdog

Stevens Institute of Technology

Teaching Associate Professor

Hoboken, NJ 07030

United States

http://faculty.stevens.edu/dbozdog

  • Stevens Institute of Technology

SCHOLARLY PAPERS

10

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Top 45,176

in Total Papers Downloads

2,143

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (10)

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1.

Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011, Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 15 Oct 2018
Dragos Bozdog, Ionut Florescu, Khaldoun Khashanah and Jim Wang
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 1,239 (33,031)

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high-frequency trading, average daily volume, trading strategy

2.

SHIFT: A Highly Realistic Financial Market Simulation Platform

6th International Symposium in Computational Economics and Finance, Paris, October 29-31, 2020
Number of pages: 23 Posted: 20 Mar 2020 Last Revised: 28 Aug 2020
Thiago W. Alves, Ionut Florescu, George Calhoun and Dragos Bozdog
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, affiliation not provided to SSRN and Stevens Institute of Technology
Downloads 243 (243,240)

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Financial Engineering, High Frequency Trading, Market Micro-structure, Real Time Simulation, Trading Strategies

3.

Predicting Corporate Bond Yield Term Structure

Agathe Sadeghi and Dragos Bozdog, Predicting Corporate Bond Yield Term Structure, Northeast Business & Economics Association Proceedings, Forty-Eighth Annual Conference, Atlantic City, NJ, November 2021
Number of pages: 9 Posted: 29 Apr 2022
Agathe Sadeghi and Dragos Bozdog
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 224 (263,124)

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Corporate bond, Yield predictability, Financial time series, Regression, Machine Learning

4.

Construction of Volatility Indices Using a Multinomial Tree Approximation Method

HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Number of pages: 24 Posted: 04 Mar 2012 Last Revised: 19 Jun 2018
Dragos Bozdog, Ionut Florescu, Khaldoun Khashanah and Hongwei Qiu
Stevens Institute of Technology, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 110 (476,797)

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volatility, multinomial tree

5.

A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures

Journal of Management Science and Business Intelligence (JMSBI), Vol. 3, No. 1, July 2018, Stevens Institute of Technology School of Business Research Paper
Number of pages: 9 Posted: 02 Jul 2018
Mingyuan Kong, Amin Salighehdar and Dragos Bozdog
Zicklin School of Business, Baruch College - The City University of New York, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 97 (520,506)

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Brexit; Liquidity Measures; Correlation; Tail Events

6.

Analysis of Rare Events Using Multidimensional Liquidity Measures

Downloads 96 (524,107)

Analysis of Rare Events Using Multidimensional Liquidity Measures

Number of pages: 15 Posted: 25 Jan 2024
Dragos Bozdog, Margarita Zaika and Ionut Florescu
Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology - School of Business
Downloads 50 (757,001)

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liquidity measures, high-frequency, Rare Events, event study

Analysis of Rare Events Using Multidimensional Liquidity Measures

Number of pages: 15 Posted: 15 Mar 2024
Margarita Zaika, Dragos Bozdog and Ionut Florescu
Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology - School of Business
Downloads 46 (784,527)

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liquidity measures, Rare Events, high-frequency, Event Study

7.

Frequent Batch Auctions, Insights on the Statistics and Market Behavior Using the Shift System

Number of pages: 38 Posted: 31 Aug 2022
Ionut Florescu, Thiago W. Alves and Dragos Bozdog
Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 49 (746,463)

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financial engineering, high frequency trading, market microstructure, continuous double auctions, frequent batch auctions

8.

A Frontier Market Case: Does Bucharest Stock Exchange Have a Leading Domestic Index?

Journal Studia Universitatis Babes-Bolyai Negotia, LVII, 2, 2012, pp. 3-26
Number of pages: 23 Posted: 24 Jan 2013
Cornelia Pop, Dragos Bozdog and Adina Calugaru
Babes-Bolyai University, Stevens Institute of Technology and MarketAxess
Downloads 46 (766,045)

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frontier market, financial investment companies, Granger-causality, regression, leading index

9.

The Bucharest Stock Exchange Case: Is BET-FI an Index Leader for the Oldest Indices BET and BET-C?

International Business: Research, Teaching and Practice, Volume 7(1), pg.35-54, 2013.
Number of pages: 20 Posted: 02 Nov 2013
Cornelia Pop, Dragos Bozdog and Adina Calugaru
Babes-Bolyai University, Stevens Institute of Technology and MarketAxess
Downloads 39 (816,034)

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frontier market, diversification, Granger causality, Romania

10.

Cluster Analysis of Liquidity Measures in a Stock Market Using High Frequency Data

Stevens Institute of Technology School of Business Research Paper
Posted: 26 Oct 2017 Last Revised: 23 Mar 2018
Amin Salighehdar, Yang Liu, Dragos Bozdog and Ionut Florescu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology - School of Business

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Liquidity, High Frequency Trading, Correlation, Hierarchical Clustering

Other Papers (1)

Total Downloads: 27
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1.

An Advanced Shell Theory Based Tire Model

D. Bozdog and W. W. Olson (2005) An Advanced Shell Theory Based Tire Model. Tire Science and Technology: October 2005, Vol. 33, No. 4, pp. 227-238.
Number of pages: 12 Posted: 08 Jul 2018 Last Revised: 28 Jul 2024
Dragos Bozdog and W. W. Olson
Stevens Institute of Technology and Independent
Downloads 27

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Vehicle Dynamic Analyses, Shell Theory, Tire Composite Model