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Properly estimating risk in emerging markets : a comparison of beta adjustment techniques
Katscher, Antonie; Mac Cawley, A. F.; Reyes, Tomas - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 693-729
Persistent link: https://www.econbiz.de/10012211495
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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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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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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