Studii doctorale
Titlul tezei de doctorat
Modelarea comportamentului investițional pe piața de capital
Domeniul tezei de doctorat
Economie
Anul susținerii tezei
2015
Cărți publicate
- IOAN, Roxana – “Modelarea comportamentului investițional pe piața de capital”, Editura Mirton, Timișoara, ISBN 978-973-52-1604-7, 2016.
- MUTAȘCU, Mihai (coord.); ENACHE, Cosmin; DĂNULEȚIU, Constantin; CRÂȘNEAC, Alexandru; DOGARU, Eugen; PĂTRU (căs. IOAN) Roxana, – “Modele de finanțare a dezvoltării regionale”, Editura Mirton, Timișoara, ISBN 978-973-52-0293-4, Nr. pag. 197, 2008.
Articole publicate
- BĂDIȚOIU, Bianca Raluca; IOAN, Roxana; Munteanu, Valentin Partenie; Buglea Alexandru – “Investors’ reactions on the publication of integrated reports. Evidence from European stock markets”, E&M Ekonomie a Management (Economics and Management), Volumul 26, Issue 2/2023, pp. 158 – 171, ISSN: 1212-3609 (Print), 2336-5064 (Online), WOS: 001011410800010, https://doi.org/10.15240/tul/001/2023-2-010
- DIMA, Bogdan; DIMA, Ștefana; IOAN, Roxana – “The Impact of COVID-19 Crisis on Stock Markets ‘Statistic Complexity’”, Complexity, Complexity in Financial Markets Special Issue, Volumul 2022, ID articol: 5478283, pp. 1 - 15, ISSN: 1076-2787 (Print), 1099-0526 (Online), WOS: 000793373000002, https://doi.org/10.1155/2022/5478283
- DIMA, Bogdan; DIMA, Ștefana; IOAN, Roxana – “A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution””, Finance Research Letters, Vol. 45, Martie 2022, nr. articol: 102134, pp. 1 – 14, ISSN: 1544-6123, eISSN: 1544-6131, WOS: 000760370100024, https://doi.org/10.1016/j.frl.2021.102134
- DIMA, Bogdan; DIMA, Ștefana; IOAN, Roxana – “Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX”, Finance Research Letters, Vol. 43, Noiembrie 2021, nr. articol: 101967, pp. 1 – 9, ISSN: 1544-6123, eISSN: 1544-6131, WOS: 000720832100027, https://doi.org/10.1016/j.frl.2021.101967
- IOAN, Roxana – „Portfolio selection during crises using Principal Component Analysis”. Timisoara Journal of Economics and Business, Vol. 13, Issue2/2020, pp. 129 – 144, ISSN 2286-0991; ISSN–L 2286-0991, DOI:10.2478/tjeb-2020-0009;
- IOAN, Roxana – „The normality of returns distributions for BET and S&P 500 Indexes. A comparative analysis”. Revista de Studii Financiare, Vol. 5, Nr. 8, Mai 2020, pp. 35 – 60, ISSN print: 2537-3714, ISSN online: 2559-1347
- IOAN, Roxana – „Capital Market Correlations Structure During The Covid-19 Crisis”. Annals of the „Constantin Brâncuşi” University of Târgu Jiu, Economy Series, Issue 6/2020, pp. 67 – 79, ISSN 2344 – 3685/ISSN-L 1844 - 7007
- DONATH, Liliana Eva; IOAN, Roxana; MANDIMUTSIRA, Tatenda - "Evaluating the Performance of Socially Responsible Investment Funds" - Scientific Annals of Economics and Business, Vol 65, No 2 (2018), pages 139 - 158, DOI: http://dx.doi.org/10.2478/saeb-2018-0008;
- CISMAȘ, Laura Mariana; IOAN, Roxana – “On The Importance of Adapting Utility Functions to Investor's Attitude Towards Risk” – The Annals of the University of Oradea. Economic Sciences, Tom XXIV – 2015, 749 - 757, cotare CNCSIS Tip B+, cod 665, ISSN 1582-5450 (electronic format);
- PIRTEA, Gabriel Marilen; IOAN, Roxana; DIMA, Bogdan; CRISTEA, Ștefana Maria – “THE 'CO-MOVEMENT CONNECTION BETWEEN TWO TIME SERIES” – Annals of DAAAM & Proceedings; DAAAM International Vienna, ISSN: 1726-9679 January 2009, p183, ISBN 978-3-901509-69-8;
