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Strategic timing of annual earnings announcements : evidence from an order-driven market

Abad Díaz, David; Sanabria, Sonia; Yagüe Guirao, José - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 287-308

Persistent link: https://www.econbiz.de/10003846984

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

Analysing bank-issued option pricing

Abad Díaz, David; Nieto Domenech, Belen - In: The European journal of finance 17 (2011) 1/2, pp. 49-65

Persistent link: https://www.econbiz.de/10009155464

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

Understanding warrants pricing : a case study of the financial market in Spain

Abad Díaz, David; Nieto Domenech, Belen - 2008

Persistent link: https://www.econbiz.de/10003827725

Liquidity and information around annual earnings announcements : an intraday analysis of the Spanish stock market

Abad Díaz, David (contributor); Sanabria, Sonia (contributor) - 2005 - 1. ed

Persistent link: https://www.econbiz.de/10003143700

Non-standard errors

Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021

In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...

Persistent link: https://www.econbiz.de/10012800991

Non-standard errors

Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021

Persistent link: https://www.econbiz.de/10012816038

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

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