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
CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS 1 1 3 49 1 3 6 253
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 152 0 0 0 566
Does the open limit order book matter in explaining long run volatility ? 0 1 2 112 0 5 12 407
The timeline of trading fricions in the European Carbon Market 0 1 2 74 1 3 9 197
What pieces of LOB information are informative? An empirical analysis of a pure order driven market 0 0 0 0 3 3 3 11
What pieces of limit order book information are informative ? 0 0 9 111 1 4 38 399
Total Working Papers 1 3 16 498 6 18 68 1,833
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 0 44 0 0 0 161
Asymmetries in bid and ask responses to innovations in the trading process 1 1 2 48 1 1 4 154
Carbon Credits: Who is the Leader of the Pack? 0 0 0 8 1 1 2 43
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 45 1 1 2 192
Does the Open Limit Order Book Matter in Explaining Informational Volatility? 0 0 2 38 0 4 10 120
On the Magnet Effect of Price Limits 0 1 1 21 0 2 4 96
On the bi-dimensionality of liquidity 0 0 0 39 1 3 5 178
On the hidden side of liquidity 0 0 0 17 1 4 5 56
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY 0 1 1 8 2 4 9 49
The friction-free weighted price contribution 0 0 0 1 0 1 7 39
The relative contribution of ask and bid quotes to price discovery 0 0 0 6 0 0 4 82
The timeline of trading frictions in the European carbon market 0 0 0 5 2 6 10 62
What pieces of limit order book information matter in explaining order choice by patient and impatient traders? 0 0 0 34 0 1 2 171
Total Journal Articles 1 3 6 314 9 28 64 1,403


Statistics updated 2019-10-05