Professorat - Ariadna Dumitrescu

Ariadna Dumitrescu
Professora titular del Departament de Control i Direcció Financera
Professora titular URL

Coordinadora GREF

Av.Pedralbes, 60-62 E-08034 Barcelona

ariadna.dumitrescu@esade.edu
Tel: +34 932 806 162 Ext. 2311
Fax: +34 932 048 105

Formació acadèmica

Máster en Economía. Universitat Autònoma de Barcelona
Doctor en Economía. Universitat Autònoma de Barcelona
Licenciada en Matemáticas. Universidad de Bucarest

Àrees d'interès

Valoració d'actius
Microestructura de mercat

Trajectòria professional

Ariadna Dumitrescu és Doctora en Economia per l'IDEA, Universitat Autònoma de Barcelona, i Llicenciada en Matemàtiques per la Universitat de Bucarest.

És professora de finances corporatives, renda fixa i futurs i opcions en cursos universitaris, de màster i per a executius. També ha impartit matemàtiques i models matemàtics per a economistes a escala universitària. Així mateix, ha col'laborat amb Citibank Romania, el Banc Sabadell i el BBVA, entre d'altres empreses privades.

Els seus interessos investigadors són la fixació del preu de les accions i el comportament estratègic en els mercats financers, amb aplicacions a la microestructura del mercat i la valoració del deute corporatiu. Ha presentat el seu treball de recerca en prestigiosos congressos i ha estat invitada com a ponent de seminaris al Financial Markets Group/LSE, al Banc d'Anglaterra, HEC Montreal, ESADE Business School, la Universitat Pompeu Fabra, IESE Business School, Said Business School, Haskayne School of Business, University College London, etc.

Així mateix, ha estat membre dels comitès científics de la Trobada Anual i la Trobada Europea de l'American Financial Management Association 2007, la Trobada Anual de la European Finance Association 2006 i de la European Financial Management Association 2006, com també de la X Trobada de Joves Economistes 2005 i de la reunió anual del Fòrum de Finances 2004.

Ariadna Dumitrescu es va incorporar a ESADE el setembre de 2003.

Docència

Activitat docent a ESADE

Financial Modelling, Master in Finance
Introductory Week, Master of Research in Management Sciences

Investigació

Publicacions especialitzades

Articles amb revisors

Dumitrescu, A. (2010). The strategic specialist and imperfect competition in a limit order market. Journal of Banking and Finance, 34( 1), 255-266.
Dumitrescu, A. (2010). Liquidity and optimal market transparency. European Financial Management, 16(4), 599-623.
Dumitrescu, A. (2007). Valuation of defaultable bonds and debt restructuring. Journal of Corporate Finance, 13(1), 94-111.

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Altres articles

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Monogràfics

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.

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Conference proceedings (reviewed & published)

Caballé, J. & Dumitrescu, A. (2007). Tax report and insider trading. Financial Management Association European Meeting . Barcelona.
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. (2006). Imperfect competition and market liquidity with a supply informed trader. European Financial Management Association Annual Meeting. Madrid.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . Calgary, Canada.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring, . Workshop . London, UK.
Dumitrescu, A. (2006). Liquidity, transparency and financial stability. XXXI Simposio de Análisis Económico. Oviedo.
Dumitrescu, A. (2007). Strategic Specialist and Market Liquidity. European Financial Management Association Annual Meeting. Vienna (Austria).
Dumitrescu, A. (2001). Long-Term Lending Relationship and the Cost of Funds. VIth Meeting of Young Economists. Copenhagen, Denmark.
Dumitrescu, A. (2004). Imperfect Competition and Market Liquidity with a Supply Informed Trader. XXIX Simposio de Análisis Económico. Pamplona, Spain.
Dumitrescu, A. (2008). Liquidity and optimal market transparency. Financial Management Association European Meeting . Prague (Czech Republic).
Dumitrescu, A. (2008). Corporate governance and market liquidity. 19th European Summer Symposium in Financial Markets (ESSFM). Gerzensee (Switzerland).
Dumitrescu, A. (2008). Corporate governance and market liquidity. XVI Foro de Finanzas. Barcelona.
Dumitrescu, A. (2011). Stock Market Liquidity, Ownership Structure and Corporate Governance. UCEIF Foundation .
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . Montreal, Canada.
Dumitrescu, A. (2002). Imperfect Competition and Market Liquidity with a Supply Informed Trader. IDEA Workshop. Barcelona, Spain.
Dumitrescu, A. (2005). Informational Issues in Market Microstructure. 1st Research Day. Barcelona.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring. CREDIT 2002 - Assessing the Risk of Corporate Default. Venice, Italy.
Dumitrescu, A. (2001). Long-Term Lending Relationship and the Cost of Funds. European Network for Training in Economic Research. Tolouse, France.
Caballé, J. & Dumitrescu, A. (2005). Tax report and insider trading. XIII Foro de Finanzas. Madrid.
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. (2007). Strategic specialist and market liquidity. European Finance Association Annual Meeting . Ljubljana (Slovenia).
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. (2005). Imperfect competition and market liquidity with a supply informed trader. 20th Congress of the European Economic Association. Amsterdam.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . Barcelona, Spain.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . London, UK.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring, . IDEA Workshop . Barcelona, Spain.
Dumitrescu, A. Strategic Specialist and Market Liquidity. 2nd Research Day . Paris (France).
Dumitrescu, A. (2000). Long-Term Lending Relationship and the Cost of Funds. European Network for Training in Economic Research. Mannheim, Germany.
Dumitrescu, A. (2011). Corporate governance and market liquidity. European Finance Association Annual Meeting. Stockholm (Sweden).
Dumitrescu, A. & Caballé, J. (2005). Tax report and insider trading. XXX Simposio de Análisis Económico. Murcia.
Dumitrescu, A. (2006). Strategic specialist and market liquidity. International Conference on High Frequency Finance. Konstanz (Germany).
Dumitrescu, A. (2004). Imperfect Competition and Market Liquidity with a Supply Informed Trader. Invited Seminar. México.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . Barcelona, Spain.
Dumitrescu, A. (2003). Market Microstructure Meeting . NBER. Palm Beach, Florida, US.
Dumitrescu, A. (2005). Imperfect competition and market liquidity with a supply informed trader. International Conference on Finance. Copenhagen (Denmark).
Dumitrescu, A. (2008). Liquidity and optimal market transparency. European Finance Association Annual Meeting. Athens (Greece).
Dumitrescu, A. (2009). Corporate governance and market liquidity. XXXIV Simposio de la Asociación Española de Economía. Valencia.
Dumitrescu, A. (2003). Valuation of Defaultable Bonds and Debt Restructuring. Invited Seminar . Oxford, UK.
Dumitrescu, A. (2003). Conference on Institutional Equity Trading. New York Stock Exchange. Palm Beach, Florida, US.
Dumitrescu, A. (2002). Valuation of Defaultable Bonds and Debt Restructuring. XVII Anual Meeting of European Economic Association. Venice, Italy.
Dumitrescu, A. (2004). Real Options:Theory and Applications. Workshop. Madrid, Spain.
Dumitrescu, A. (2008). Liquidity and optimal market transparency. European Financial Management Association 2008 Annual Meetings. Athens (Greece).
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. (2006). Liquidity, transparnecy and financial stability. XIV Foro de Finanzas. Castelló de la Plana.
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). Corporate governance and market liquidity. Financial Management Association European Conference. Hamburg.
Dumitrescu, A. (2011). Corporate governance and market liquidity. Conference IDEA20years. Bellaterra, Bacelona.

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Llibres i capítols de llibres

Capítols de llibres

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]

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Working papers

Dumitrescu, A. Tax report and insider trading. SSRN Working paper series (942912). Social Science Research Network
Dumitrescu, A. Limited Investors Participation, Fund Flows and Performance Persistence.
Dumitrescu, A. Imperfect competition and market liquidity with a supply informed trader. SSRN working paper series (672223). Social Science Research Network
Dumitrescu, A. (2003).Valuation of Defaultable Bonds and Debt Restructuring. UFAE and IAE Working Papers (590.03).
Dumitrescu, A. (2003).Imperfect competition and market liquidity with a supply informed trader. UFAE and IAE Working papers (591.03). Unitat de Fonaments de l'Anàlisi Econòmica (UAB) ; Institut d'Anàlisi Econòmica (CSIC)
Dumitrescu, A. (2007).Liquidity and optimal market transparency. SSRN working paper series (942912). Social Science Research Network
Caballé, J. & Dumitrescu, A. (2006).Tax report and insider trading. Work in progress
Dumitrescu, A. (2008).Corporate governance and market liquidity. SSRN working paper series (1343783). Social Science Research Network
Dumitrescu, A. (2007).Multi-Market Trading and Disclosure of Private Information. Work in progress
Dumitrescu, A. Tax Report and Insider Trading.
Dumitrescu, A. (2007).Strategic specialist and market liquidity. Working Paper Series (942016). Social Science Research Network
Dumitrescu, A. Imperfect competition and market liquidity with a supply informed trader. Working papers ESADE (189). ESADE

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Conferències, ponències, comunicacions, seminaris i 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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Projecció externa

Participació en comitès

Participació en comitès

Evaluador (referee) de revista científica (academic journal)
Moneda y Crédito.2008
Evaluador (referee) de revista científica (academic journal)
Journal of Banking and Finance.
Evaluador (referee) de revista científica (academic journal)
SERIES.2010
Evaluador (referee) de revista científica (academic journal)
European Finance Association Annual Meeting.
Evaluador (referee) de revista científica (academic journal)
Journal of Corporate Finance.
Evaluador (referee) de revista científica (academic journal)
Journal of Banking and Finance.2010

Tesines

Tesinas . Valoración de la Flexibilidad en la Exploracion y el Desarrollo de un Yacimiento Petrolifero. ESADE. 2006
Tesinas . La Regulación Bancaria Internacional: Basilea I y Basilea II. ESADE. 2005
Tesinas . Warrants: Valoración-Utilización. ESADE. 2005
Tesinas . Eficiencia del Mercado de Capitales. ESADE. 2006

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Asistències Conferències, ponències, comunicacions i workshops

Liquidity and Asset Pricing, Madrid Finance Workshop. Madrid, 02/2010
Pricing and Competition in the Mutual Fund Industry, Bocconi University. Milan, Italy, 10/2009
VI International Symposium of Generalized Convexity. Samos, Grecia, 03/1999
The European Banking and Financial Forum. Praga, República Checa, 03/1998

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Activitat i representació externa

Romanian Ministry of Education and Science. External Examiner

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Informació addicional

Premis, beques i ajudes

Beques i ajudes

Marie Curie Fellowship. 2002
Fundación UCEIF. 2010
IDEA Fellowship, Universitat Autònoma de Barcelona. 2001
USAID Grant, Center for Economic Research and Graduate Education, Charles University. 1997
PHARE ACE Fellowship, Universitat Autònoma de Barcelona. 1998

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