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Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto; Veredas, David - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
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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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Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto (contributor); Veredas, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402411
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Do analysts forecast differently in periods of uncertainty? : an empirical analysis of target prices for Spanish banks
Pascual, Roberto - 2021
Persistent link: https://www.econbiz.de/10013198185
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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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Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation
Chakrabarty, Bidisha; Moulton, Pamela C.; Pascual, Roberto - In: Journal of empirical finance 43 (2017), pp. 74-90
Persistent link: https://www.econbiz.de/10011817909
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The relative contribution of ask and bid quotes to price discovery
Pascual, Roberto; Pascual-Fuster, Bartolomé - In: Journal of financial markets 20 (2014), pp. 129-150
Persistent link: https://www.econbiz.de/10010442386
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US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - In: Journal of empirical finance 72 (2023), pp. 301-320
Persistent link: https://www.econbiz.de/10014476858