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Room STC 6.68

St Clement's Building

London School of Economics & Political Science

Houghton Street

London WC2A 2AE

 

Tel: +44 (0) 20 7107 5164

Email: s.rosov@lse.ac.uk|

 

Dr Sviatoslav Rosov

LSE Fellow in Finance

Research interests

  • Market microstructure models
  • Equity market structure
  • Informed trading
  • Accounting standards and markets

Selected papers

  • Rosov, S. and Foster, D., 2013, Measuring the Information Content of Customer Foreign Exchange Orders, Australian Journal of Management, forthcoming Vol. 39, No. 1.
  • Rosov, S. and Foster, D., 2013, Customer Foreign Exchange Orders: When Timing Really Does Matter, Australian Journal of Management, forthcoming Vol. 39, No. 2.
  • Preece, R. and Rosov, S., 2013, Dark Trading and Equity Market Quality, Financial Analysts Journal, revise and resubmit due Dec 2013.
  • Katselas, D. and Rosov, S., 2013, The Impact of International Financial Reporting Standards on Transparency, working paper.
  • Katselas, D. and Rosov, S., 2013, The Impact of International Financial Reporting Standards on Volatility, working paper.
  • Foster, D., Katselas, D., Rosov, S. and Sidhu, B., 2013, A New Approach to the Post-Earnings Announcement Drift, working paper.

Teaching

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Sviatoslav Rosov

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