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On the magnet effect of price limits
Abad Díaz, David; Pascual, Roberto - In: European financial management : the journal of the … 13 (2007) 5, pp. 833-852
Persistent link: https://www.econbiz.de/10003572384
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The friction-free weighted price contribution
Abad Díaz, David; Pascual, Roberto - In: International review of economics & finance : IREF 37 (2015), pp. 226-239
Persistent link: https://www.econbiz.de/10011542087
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Switching to a temporary call auction in times of high uncertainty
Abad Díaz, David; Pascual, Roberto - In: The journal of financial research 33 (2010) 1, pp. 45-75
Persistent link: https://www.econbiz.de/10003966719
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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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Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David; Nieto Domenech, Belen; Pascual, Roberto - In: International review of financial analysis 87 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014460538