Professorat i Investigació
Directori
Dumitrescu, Ariadna
Professora titular, Departament d'Economia, Finances i Comptabilitat a Esade
Professora titular URL
Investigador, GREF - Grup Recerca en Economia i Finances
Formació acadèmica
- Doctor en Economía.
- Máster en Economía.
- Licenciada en Matemáticas. University of Bucharest
Biografia
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.
Publicacions destacades
- 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.