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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

The shadow economy in three Mediterranean countries : France, Spain and Greece ; a MIMIC approach

Dell' Anno, Roberto; Gómez de Antonio, Miguel; … - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 51-84

Persistent link: https://www.econbiz.de/10003491971

Partisan Politics Theory and stock market performance : evidence for Spain : evidencia para el caso español

Furió, Dolores; Pardo, Ángel - In: Spanish journal of finance and accounting 41 (2012) 155, pp. 371-392

Persistent link: https://www.econbiz.de/10009721166

Estimación del valor añadido per cápita de los municipios españoles en 1991 mediante técnicas de econometría espacial

Alañón Pardo, Ángel - In: Ekonomiaz (2002) 3, pp. 172-194

Persistent link: https://www.econbiz.de/10002931897

Why investors should not be cautious about the academic approach to testing for stock market anomalies

Lucey, Brian M.; Alañón Pardo, Ángel - In: Applied financial economics 15 (2005) 3, pp. 165-171

Persistent link: https://www.econbiz.de/10002598351

A new look at the meeting clustering effect

Pardo, Ángel; Santandreu, Eddie - In: Review of behavioral finance : RBF 15 (2023) 2, pp. 162-175

Persistent link: https://www.econbiz.de/10014340513

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

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

Evaluating VPIN as a Trigger for Single-Stock Circuit Breakers

Abad, David - 2017

We study if VPIN (Easley, López de Prado, and O'Hara, 2012, Review of Financial Studies 25, 1457-1493) is an efficient advance indicator of toxicity-induced liquidity crises and related sharp price movements. We find that high VPIN readings rarely signal abnormal illiquidity, and very...

Persistent link: https://www.econbiz.de/10012971970

Does the Open Limit Order Book Matter in Explaining Informational Volatility?

Pascual, Roberto - 2010

We evaluate the informational content of the open limit order book by studying its role in explaining the volatility of the efficient price. We separate transitory (liquidity-driven) volatility from informational (efficient price-related) volatility using a dynamic state-space co-integration...

Persistent link: https://www.econbiz.de/10013149616