Máster en Economía. Universitat Autònoma de Barcelona
Doctor en Economía. Universitat Autònoma de Barcelona
Licenciada en Matemáticas. Universidad de Bucarest
Interest Areas
Asset pricing
Market microstructure
Biography
Ariadna Dumitrescu holds a PhD in Economics from IDEA, Universitat Autònoma de Barcelona, and a BA in Mathematics from the University of Bucharest.
She teaches Corporate Finance, Fixed Income and Futures and Options at Undergraduate, Master and Executive level. She has also taught Mathematics for Economists and Mathematical Models for Economists at Undergraduate level. Her collaboration with private companies includes Citibank Romania, Banc Sabadell and BBVA.
Her research interests are asset pricing and strategic behaviour in financial markets, with applications to market microstructure and valuation of corporate debt. She has presented her work at prestigious conferences and has been invited as a seminar speaker by the Financial Markets Group/LSE, the Bank of England, HEC Montreal, ESADE Business School, Universitat Pompeu Fabra, IESE Business School, Said Business School, Haskayne School of Business, University College London, among others.
She has also belonged to the Scientific Committees of the Annual Meeting of the American Financial Management Association 2007, the European Meeting of the American Financial Management Association 2007, the Annual Meeting of the European Finance Association 2006, the Annual Meeting of the European Financial Management Association 2006, the 10th Meeting of Young Economists 2005, and the Annual Meeting of the Spanish Finance Association 2004.
Ariadna Dumitrescu joined ESADE in September 2003.
Dumitrescu, A.. . A Decomposition Analysis of Income and Expenditure Inequalities and Changes in Relative Poverty in Bulgaria during Transition - Analysis of HBS Data: 1989, 1993. CERGE.European Community PHARE.
Dumitrescu, A.. . The Determinants of Emerging Markets Bond Spread.Banc Sabadell.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring. XXVII Simposio de Análisis Económico. Salamanca, Spain.
Dumitrescu, A. (1999). Métodos Matemáticos en Economía. Métodos Matemáticos en Economía. Jindrichuv Hradec. República Checa.
Dumitrescu, A. (2004). Imperfect Competition and Market Liquidity with a Supply Informed Trader. XII Foro de Finanzas, Asociación Española de Finanzas. Barcelona, Spain.
Dumitrescu, A. (2004). Asset Bubbles. CEPR Conference on Asset Bubbles. CREI, Universitat Pompeu Fabra, Barcelona, Spain.
Dumitrescu, A. (2008). Corporate governance and market liquidity. 19th European Summer Symposium in Financial Markets (ESSFM). Gerzensee (Switzerland).
Dumitrescu, A. (2005). Imperfect competition and market liquidity with a supply informed trader. Financial Management Association Annual Meeting. Chicago (U.S.).
Dumitrescu, A. Strategic Specialist and Market Liquidity. Invited Seminar. Barcelona.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring, . Invited Seminar . Barcelona, Spain.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring. VIIth Meeting of Young Economists. Paris, France.
Dumitrescu, A. (2005). Imperfect competition and market liquidity with a supply informed trader. European Financial Management Association Annual Meeting . Milan (Italy).
Dumitrescu, A. (2010). Corporate governance and market liquidity. European Financial Management Association 2010 Annual Meetings. Aarhus, Denmark.
Dumitrescu, A. Corporate Governance and Market Liquidity. SUERF Disclosure & Market Discipline - What Role for Transparency?.
Dumitrescu, A. (2010). Estimating the probability of informed trading (Discussion). XVIII Foro de Finanzas. Elche.
Dumitrescu, A. (2001). Long-term lending relationship and the cost of funds. Annual Conference of the Administrative Science Association of Canada. London, Ont. (Canada).
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . London, UK.
Dumitrescu, A. (2004). Strategic specialist and market liquidity. Seminar. Barcelona.
Dumitrescu, A. (2007). Asset Pricing and Liquidity . Research Workshop on Asset Pricing . Madrid.
Dumitrescu, A. (2004). Imperfect Competition and Market Liquidity with a Supply Informed Trader . CEPR European Summer Symposium in Financial Markets. Gerzensee, Switzerland.
Dumitrescu, A. (2010). Correlated-asset trading and disclosure of private information. In G. N. Gregoriou (ed.) (Ed.). The handbook of trading: Strategies for navigating and profiting from currency, bond, and stock markets (pp. 429-442). New York: McGraw-Hill .[ISBN: 978-0-07-174353-2]
Participation in conferences, congresses, semanay and workshops
Dumitrescu, A. (2007). Corporate governance and market liquidity. Tel-Aviv University. Invited Seminar. Tel Aviv (Israel), 20/11/2007
Dumitrescu, A. (2007). Asset pricing and liquidity. Universidad Carlos III de Madrid. Research Workshop on Asset Pricing. Madrid, 19/10/2007
Dumitrescu, A. (2011). Corporate governance and market liquidity. ESADE. 2010-2011 GREF Seminar. Barcelona, 15/01/2011
Dumitrescu, A. (2007). Corporate governance and market liquidity. Katholieke Universiteit Leuven. Invited Seminar. Leuven (Belgium), 03/12/2007
Dumitrescu, A. (2007). Financial Risk Management. Romanian Stock Exchange and Romanian Brokers Association. Capital Markets in Romania. Bucarest, Rumania, 22/05/2007
Dumitrescu, A. (2011). Liquidez de mercado, estructura de propiedad y gobierno corporativo, una comparativa entre España e Italia. Fundación de la Universidad de Cantabria para el Estudio de la Investigación del Sector Financiero (UCEIF). Entrega de los Premios de la Fundación UCEIF. Santander, 24/01/2011
Dumitrescu, A. (2007). Corporate governance and market liquidity. The Hebrew University of Jerusalem. Invited Seminar. Jerusalem (Israel), 21/11/2007
Dumitrescu, A. (2008). Liquidity and optimal market transparency. ESADE. Financial Seminar Series. Barcelona, 26/09/2008
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