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Does the open limit order book...
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Veredas, David
216
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79
Luciani, Matteo
23
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21
VEREDAS, David
21
Dominicy, Yves
19
Hautsch, Nikolaus
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Silvestrini, Andrea
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6
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ECONIS (ZBW)
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1
What pieces of limit order book information are informative?
Pascual, Roberto
;
Veredas, David
-
2004
Persistent link: https://www.econbiz.de/10002344169
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Cross-listing, price discovery and the informativeness of the trading process
Pascual, Roberto
;
Pascual-Fuster, Bartolomé
;
Climent …
- In:
Journal of financial markets
9
(
2006
)
2
,
pp. 144-161
Persistent link: https://www.econbiz.de/10003326692
Saved in:
5
Optimization models for critical spare parts inventories : a reliability approach
Louit, D.
;
Pascual, Roberto
;
Banjevic, Dragan
;
Jardine, …
- In:
Journal of the Operational Research Society : OR
62
(
2011
)
6
,
pp. 992-1004
Persistent link: https://www.econbiz.de/10009153814
Saved in:
6
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
Saved in:
7
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
Saved in:
8
The timeline of trading frictions in the European carbon market
Medina, Vicente
;
Pardo, Ángel
;
Pascual, Roberto
- In:
Energy economics
42
(
2014
),
pp. 378-394
Persistent link: https://www.econbiz.de/10010504190
Saved in:
9
El uso de órdenes con volumen oculto en el Sistema de Interconexión Bursátil Español
Alañón Pardo, Ángel
;
Pascual, Roberto
- In:
Cuadernos de economía y dirección de la empresa : CEDE
34
(
2008
),
pp. 31-51
Persistent link: https://www.econbiz.de/10003721409
Saved in:
10
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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