Ioanid Rosu

Finance · 2007–2012

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

• Finance — 35 citations into it; #1,405 of 10,518 by trust here, #1,867 by citations
• Economics and Econometrics — 30 citations into it; #2,786 of 23,481 by trust here, #4,709 by citations
• Management Science and Operations Research — 7 citations into it

Whom Ioanid Rosu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Martin A. Dufwenberg
2. Jean-Philippe Bouchaud
3. M. M'ezard
4. Marc Potters
5. Ronnie Sadka
6. Terrence Hendershott

Who trusts Ioanid Rosu overall

1. Rama Cont
2. Alec N. Kercheval
3. Darrell Duffie
4. A. Lachapelle
5. A. Kukanov
6. Terrence Hendershott
7. Adrien de Larrard
8. Haoxiang Zhu
9. Jean-Michel Lasry
10. Christine A. Parlour

Papers from Ioanid Rosu's perspective

Ordered by how strongly the researchers Ioanid Rosu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Does Algorithmic Trading Improve Liquidity
2. Game theory.
3. Statistical properties of stock order books: empirical results and models
4. Imperfect Competition among Informed Traders
5. Equilibrium High Frequency Trading
6. Brownian Motion and Stochastic Calculus
7. Lending relationships in the interbank market
8. Economic News and the Impact of Trading on Bond Prices
9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
10. Market Microstructure: A Survey

Their papers

• A Dynamic Model of the Limit Order Book (2009) — 555 citations
• Episodic Liquidity Crises: Cooperative and Predatory Trading (2007) — 298 citations
• News Trading and Speed (2012) — 350 citations