Access Statistics for Roberto Pascual

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 1 6 0 2 5 62
BLM: bidimensional approach to measure liquidity 0 0 0 2 2 6 7 30
CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS 0 0 0 51 0 2 2 277
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 153 0 0 0 588
Does the open limit order book matter in explaining informational volatility? 0 0 0 0 0 0 0 21
Does the open limit order book matter in explaining long run volatility ? 0 1 1 118 0 1 2 434
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 3 1 2 2 37
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 0 3 0 1 2 145
Non-Standard Errors 0 0 1 42 6 12 56 432
Switching to a temporary call auction in times of high uncertainty 0 0 0 1 0 2 2 12
The timeline of trading fricions in the European Carbon Market 0 0 0 77 0 0 1 225
What pieces of LOB information are informative? An empirical analysis of a pure order driven market 0 0 0 0 0 0 0 15
What pieces of limit order book information are informative ? 0 0 0 117 0 0 0 444
Total Working Papers 0 1 3 573 9 28 79 2,722
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 1 45 0 1 4 261
Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 52 0 0 2 187
Carbon Credits: Who is the Leader of the Pack? 0 0 0 11 0 0 1 51
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 48 0 0 2 214
Does the Open Limit Order Book Matter in Explaining Informational Volatility? 0 0 1 42 1 1 2 144
Evaluating VPIN as a trigger for single-stock circuit breakers 0 0 0 24 0 1 8 126
Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm 0 0 4 97 2 4 18 342
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors 0 1 1 1 0 2 7 12
On the Magnet Effect of Price Limits 0 0 1 22 0 0 7 122
On the bi-dimensionality of liquidity 0 0 1 40 0 0 2 228
On the hidden side of liquidity 0 0 0 30 1 1 2 91
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY 0 0 1 14 1 3 11 87
Stock liquidity and algorithmic market making during the COVID-19 crisis 0 0 2 3 1 3 10 24
The friction-free weighted price contribution 0 0 0 4 0 1 1 71
The relative contribution of ask and bid quotes to price discovery 0 0 0 9 0 1 4 109
The timeline of trading frictions in the European carbon market 0 0 0 15 0 0 2 93
Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation 0 0 0 1 0 1 1 26
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 0 1 10 14
What pieces of limit order book information matter in explaining order choice by patient and impatient traders? 0 0 0 36 0 2 3 185
Total Journal Articles 0 1 12 494 6 22 97 2,387

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 0 1 2 4 10
Total Chapters 0 0 0 0 1 2 4 10

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Statistics updated 2025-03-03