Profesorado e Investigación
Directorio
Dumitrescu, Ariadna
Profesora titular, Departamento de Economía, Finanzas y Contabilidad en Esade
Profesora titular URL
Investigadora, GREF - Grupo Investigación en Economía y Finanzas
Formación académica
- Doctor en Economía.
- Máster en Economía.
- Licenciada en Matemáticas. University of Bucharest
Biografía
Ariadna Dumitrescu es Doctora en Economía por el IDEA, Universitat Autònoma de Barcelona, y Licenciada en Matemáticas por la Universidad de Bucarest.
Es profesora de finanzas corporativas, renta fija y futuros y opciones en cursos universitarios, de máster y para ejecutivos. También ha impartido matemáticas y modelos matemáticos para economistas a escala universitaria.
Asimismo, ha colaborado con Citibank Romania, el Banco Sabadell y el BBVA, entre otras empresas privadas.Sus intereses investigadores son la fijación del precio de las acciones y el comportamiento estratégico en los mercados financieros, con aplicaciones a la microestructura del mercado y la valoración de la deuda corporativa.
Ha presentado su trabajo de investigación en prestigiosos congresos y ha sido invitado como ponente de seminarios en Financial Markets Group/LSE, el Banco de Inglaterra, HEC Montreal, ESADE Business School, la Universitat Pompeu Fabra, IESE Business School, Said Business School, Haskayne School of Business, University College London, etc.Asimismo, ha sido miembro de los comités científicos del Encuentro Anual y el Encuentro Europeo de la American Financial Management Association 2007, el Encuentro Anual de la European Finance Association 2006 i de la European Financial Management Association 2006, así como del X Encuentro de Jóvenes Economistas 2005 y de la reunión anual del Foro de Finanzas 2004.
Ariadna Dumitrescu se incorporó a ESADE en septiembre de 2003.
Publicaciones destacadas
- Dumitrescu, A. (2025). Unintended Consequences of Technological Innovation in Regulation: Evidence from the SEC's HTTPS Policy. Social Science Research Network SSRN.
- Ansotegui Olcoz, M. & Dumitrescu, A. (2024). Unlocking the potential of carbon markets: Challenges and opportunities.
- Dumitrescu, A. (2024). Does corporate governance matter for stock returns?.
- Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., Avetikian, A. T., ... (2024). Nonstandard Errors. Journal of Finance, 79 (3), pp. 2339-2390. DOI: https://doi.org/10.1111/jofi.13337.
- Dumitrescu, A. (2024). Does the corporate governance matter for stock returns?.
- De Jesus, M. & Dumitrescu, A. (2023). Information processing frictions and price informativeness: Evidence from a natural experiment. Social Science Research Network.
- Bayona, A., Dumitrescu, A. & Manzano, C. (2023). Information and optimal trading strategies with dark pools. Economic Modelling, 126, 106376. DOI: https://doi.org/10.1016/j.econmod.2023.106376.
- Dumitrescu, A., Järvinen, J. & Zakriya, M. (2023). Hidden Gem or Fool's Gold: Can passive ESG ETFs outperform the benchmarks?. International Review of Financial Analysis, 86, 102540. DOI: https://doi.org/10.1016/j.irfa.2023.102540.
- Dumitrescu, A. & Zhou, F. (2022). Defining Greenwashing. Social Sciences Research Network. Social Science Research Network SSRN.. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098411
- Dumitrescu, A. (2022). Defining greenwashing.
- Dumitrescu, A., Jarvinen, J. & Zakriya, M. (2022). Hidden gem or fool's gold: Can passive ESG ETFs outperform the benchmarks?.
- Dumitrescu, A. & Zakriya, M. (2022). Governance, information flow, and stock returns. Journal of Corporate Finance, 72, 102168. DOI: https://doi.org/10.1016/j.jcorpfin.2022.102168.
- Dumitrescu, A. (2021, November). How corporate social responsibility reduces the risk of stock crashes [Online forum post].
- Dumitrescu, A. (2021, June). Financial regulation after GameStop: The game will go on! [Online forum post].
- Dumitrescu, A. & Zakriya, M. (2021). Stakeholders and the stock price crash risk: What matters in corporate social performance?. Journal of Corporate Finance, 67, 101871. DOI: https://doi.org/10.1016/j.jcorpfin.2020.101871.
- Dumitrescu, A. (2021, April). The efficacy of 'ESG' vaccine: Does it help investors in fight against the Covid-19 pandemic? [Online forum post].
- De Jesus, M. & Dumitrescu, A. (2021). Attention, distraction, and the speed of information transmission.
- Dumitrescu, A. (2021). El mercado de valores y la economía.
- Caballé, J. & Dumitrescu, A. (2020). Disclosure of corporate tax reports, tax enforcement, and price information. Journal of Banking and Finance, 121, 105978. DOI: https://doi.org/10.1016/j.jbankfin.2020.105978.
- Dumitrescu, A., El Hefnawy, M. & Zakriya, M. (2020). Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?. Finance Research Letters, 37, 101371. DOI: https://doi.org/10.1016/j.frl.2019.101371.
- Dumitrescu, A. (2019). Retained earnings, interest rates and lending relationship. The B.E. Journal of Theoretical Economics, 19 (1), 20170003. DOI: https://doi.org/10.1515/bejte-2017-0002.
- Dumitrescu, A. & Zakriya, M. (2018). Stakeholders and the stock price crash risk: What matters in corporate social performance?.
- Dumitrescu, A. & Gil-Bazo, J. (2018). Market frictions, investor sophistication, and persistence in mutual fund performance. Journal of Financial Markets, 40, pp. 40-59. DOI: https://doi.org/10.1016/j.finmar.2018.01.001.
- Dumitrescu, A. & Gil-Bazo, J. (2017). Market frictions, investor sophistication, and persistence in mutual fund performance.
- Dumitrescu, A. & Zakriya, M. (2017). Governance, information flow and stock returns: Evidence from a natural experiment.
- Dumitrescu, A. & Zakriya, M. (2017). The corporate governance - performance puzzle: New insights.
- Dumitrescu, A. & Gil-Bazo, J. (2016). Information and investment under uncertainty. Economics Letters, 148, pp. 17-22. DOI: https://doi.org/10.1016/j.econlet.2016.08.043.
- Dumitrescu, A. (2016). Familiarity and competition: The case of mutual funds.
- Dumitrescu, A. (2015). Corporate governance, disclosure and market liquidity.
- Dumitrescu, A. (2015). Market frictions, investor heterogeneity, and persistence in mutual fund performance.
- Dumitrescu, A. (2015). Familiarity and competition: The case of mutual funds.
- Dumitrescu, A. (2014). Market frictions, investor sophistication and persistence in mutual fund performance.
- Dumitrescu, A. (2010). Liquidity and optimal market transparency. European Financial Management, 16 (4), pp. 599-623. DOI: https://doi.org/10.1111/j.1468-036X.2008.00474.x.
- Dumitrescu, A. (2010). Correlated-asset trading and disclosure of private information. The handbook of trading: Strategies for navigating and profiting from currency, bond, and stock markets (pp. 429-442).
- Dumitrescu, A. (2010). The strategic specialist and imperfect competition in a limit order market. Journal of Banking and Finance, 34 (1), pp. 255-266. DOI: https://doi.org/10.1016/j.jbankfin.2009.07.027.
- Dumitrescu, A. (2007). Liquidity and optimal market transparency.
- Dumitrescu, A. (2007). Valuation of defaultable bonds and debt restructuring. Journal of Corporate Finance, 13 (1), pp. 94-111. DOI: https://doi.org/10.1016/j.jcorpfin.2006.07.001.
- Dumitrescu, A. (2007). Strategic specialist and market liquidity.
- Dumitrescu, A. (2006). Valuation of defaultable bonds and debt restructuring.
- Dumitrescu, A. (2005). Imperfect competition and market liquidity with a supply informed trader.
- Dumitrescu, A. (2003). Imperfect competition and market liquidity with a supply informed trader.
- Dumitrescu, A. (2003). Valuation of defaultable bonds and debt restructuring.
Datos de contacto
Tel: +34 932 806 162
Ext. 2311
Fax: +34 932 048 105
Ext. 2311
Fax: +34 932 048 105