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Prof.univ.dr.habil. Alexandru TODEA
DIR. SCOALA DR. FSEGA
Strada Teodor Mihali, Nr. 58-60
Campus FSEGA
400591, Cluj-Napoca, Romania
Tel: +40 264 418 652/3/4/5
Fax: +40 264 412 570
Int: 5867 Birou: 238
E-mail:
alexandru.todea
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| Interes de cercetare predare |
Preocuparile actuale de cercetare sunt legate de rolul culturii si variatiei genetice asupra deciziilor de investitie financiare, a riscului specific de crash, a informativitatii preturilor activelor financiare si a lichiditatii. [The current research interests are related to the role of culture and genetic variation in financial investment decisions, crash risk, price informativeness, and liquidity].
Interesul meu didactic se concentrează asupra disciplinelor care îmbină metodele cantitative cu finanțele de piață, în special: Managementul portofoliilor, Gestiunea riscurilor și Finanțele empirice. [My teaching interests focus on courses that integrate quantitative methods with financial market analysis, namely: Portfolio Management, Risk Management, and Empirical Finance]. |
| Publicatii (top 5) |
Todea A., Todea A., Genetic distance and stock market integration, Journal of Behavioral and Experimental Finance, Vol. 39, No. 100827, 2023
Todea A., Harin C., The influence of cultural norms on international equity allocation, The European Journal of Finance, Vol. publicat online, https://doi.org/10.1080/1351847X.2023.2291124, 2023
Todea A., Petrescu D.F., Is stock price informativeness shaped by our genes?, Economic Modelling, Vol. 103, No. 105596, 2021
Todea A., Buglea A.M., Individualism and stock price reaction to market-wide information, Economics Letters, Vol. 160, p. 4-6, 2017
Todea A., Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets, Chaos, Solitons & Fractals, Vol. 87, p. 208-215, 2016
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| Preocuparile actuale de cercetare sunt legate de rolul culturii si variatiei genetice asupra deciziilor de investitie financiare, a riscului specific de crash, a informativitatii preturilor activelor financiare si a lichiditatii. [The current research interests are related to the role of culture and genetic variation in financial investment decisions, crash risk, price informativeness, and liquidity]. |
Lista publicatiilor
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Articole |
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Todea A., Todea A.,
Genetic distance and stock market integration,
Journal of Behavioral and Experimental Finance, Vol. 39, No. 100827, 2023
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Todea A., Harin C.,
The influence of cultural norms on international equity allocation,
The European Journal of Finance, Vol. publicat online, https://doi.org/10.1080/1351847X.2023.2291124, 2023
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Todea A., Petrescu D.F.,
Is stock price informativeness shaped by our genes?,
Economic Modelling, Vol. 103, No. 105596, 2021
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Todea A., Buglea A.M.,
Individualism and stock price reaction to market-wide information,
Economics Letters, Vol. 160, p. 4-6, 2017
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Todea A.,
Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets,
Chaos, Solitons & Fractals, Vol. 87, p. 208-215, 2016
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Todea A., Plesoianu A.,
The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets,
Economic Modelling, Vol. 33, p.34-41, 2013
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Todea A., Platon D.,
Sudden Changes in Volatility in Central and Eastern Europe Foreign Exchange Markets,
Romanian Journal of Economic Forecasting, Vol. 15, No. 2, p. 38-51, 2012
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Lazar D., Todea A., Filip D.,
Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets,
Economic Systems, Vol. 36, p. 338-350, 2012
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Todea A., Zoicas-Ienciu A.,
Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market,
Romanian Journal of Economic Forecasting, Vol. 14, No. 1, p. 175-192, 2011
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Todea A., Zoicas-Ienciu A.,
Episodic Dependencies in Central and Eastern Europe Stock Markets,
Applied Economics Letters, Vol. 15, No. 13-15, p. 1123-1126, 2008
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Lista proiectelor de cercetare
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AT Studii privind eficienţa informaţională a pieţei de capital din Romania Pozitia: Director Finantator: CNCSIS Suma totala: 6880 Perioada de desfasurare: 2004
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AT Procese de evolutie a cursurilor bursiere pe pietele de capital din centrul si estul Europei. Identificarea unor posibile strategii active. Pozitia: Director Finantator: CNCSIS Suma totala: 10300 Perioada de desfasurare: 2007
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