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 0 0 2 48 0 0 3 250
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 0 1 111 2 3 12 402
Does the open limit order book matter in explaining long run volatility? 0 0 0 0 1 1 5 30
The timeline of trading fricions in the European Carbon Market 0 0 1 73 1 2 9 194
What pieces of LOB information are informative? An empirical analysis of a pure order driven market 0 0 0 0 0 0 0 8
What pieces of limit order book information are informative ? 1 2 9 111 1 2 35 395
Total Working Papers 1 2 13 495 5 8 64 1,845


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 0 0 1 47 0 1 3 153
Carbon Credits: Who is the Leader of the Pack? 0 0 0 8 0 1 1 42
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 45 0 1 2 191
Does the Open Limit Order Book Matter in Explaining Informational Volatility? 0 1 2 38 1 2 6 116
On the Magnet Effect of Price Limits 0 0 0 20 0 1 2 94
On the bi-dimensionality of liquidity 0 0 0 39 0 2 2 175
On the hidden side of liquidity 0 0 2 17 0 1 4 52
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY 0 0 0 7 0 2 6 45
The friction-free weighted price contribution 0 0 0 1 1 2 6 38
The relative contribution of ask and bid quotes to price discovery 0 0 0 6 1 3 7 82
The timeline of trading frictions in the European carbon market 0 0 0 5 0 0 6 56
What pieces of limit order book information matter in explaining order choice by patient and impatient traders? 0 0 0 34 0 0 2 170
Total Journal Articles 0 1 5 311 3 16 47 1,375


Statistics updated 2019-07-03