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Journal of banking & finance
Reliability engineering & system safety
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Evaluating VPIN as a trigger for single-stock circuit breakers
Abad Díaz, David
;
Perelló, Magdalena Massot
;
Pascual, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011962329
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2
Adverse selection costs, trading activity and price discovery in the NYSE: an empirical analysis
Pascual, Roberto
;
Escribano, Álvaro
;
Tapia, Mikel
- In:
Journal of banking & finance
28
(
2004
)
1
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857276
Saved in:
3
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
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