To increase revenue, news websites often resort to using deceptive news titles, luring users into clicking on the title and reading the full news. Clickbait detection is the task that aims to automatically detect this form of false advertisement and avoid wasting the precious time of online users. Despite the importance of the task, to the best of our knowledge, there is no publicly available clickbait corpus for the Romanian language. To this end, we introduce a novel Romanian Clickbait Corpus (RoCliCo) comprising 8,313 news samples which are manually annotated with clickbait and non-clickbait labels. Furthermore, we conduct experiments with four machine learning methods, ranging from handcrafted models to recurrent and transformer-based neural networks, to establish a line-up of competitive baselines. We also carry out experiments with a weighted voting ensemble. Among the considered baselines, we propose a novel BERT-based contrastive learning model that learns to encode news titles and contents into a deep metric space such that titles and contents of non-clickbait news have high cosine similarity, while titles and contents of clickbait news have low cosine similarity. Our data set and code to reproduce the baselines are publicly available for download at https://github.com/dariabroscoteanu/RoCliCo.