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On the hidden side of liquidity
Alañón Pardo, Ángel; Pascual, Roberto - In: The European journal of finance 18 (2012) 9/10, pp. 949-967
Persistent link: https://www.econbiz.de/10009691773
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Evaluating trade classification algorithms : bulk volume classification versus the tick rule and the Lee-Ready algorithm
Chakrabarty, Bidisha; Pascual, Roberto; Shkilko, Andriy - In: Journal of financial markets 25 (2015), pp. 52-79
Persistent link: https://www.econbiz.de/10011477268
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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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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