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 1 2 4 60
BLM: bidimensional approach to measure liquidity 0 0 0 2 0 1 1 24
CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS 0 0 0 51 0 0 1 275
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 2 21
Does the open limit order book matter in explaining long run volatility ? 0 0 0 117 1 1 1 433
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 3 0 0 0 35
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 0 3 0 0 1 144
Non-Standard Errors 0 1 1 42 3 12 50 415
Switching to a temporary call auction in times of high uncertainty 0 0 0 1 0 0 0 10
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 2 444
Total Working Papers 0 1 2 572 5 16 63 2,689
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 1 1 3 260
Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 52 2 2 2 187
Carbon Credits: Who is the Leader of the Pack? 0 0 0 11 0 0 0 50
Cross-listing, price discovery and the informativeness of the trading process 0 0 0 48 2 2 2 214
Does the Open Limit Order Book Matter in Explaining Informational Volatility? 1 1 1 42 1 1 1 143
Evaluating VPIN as a trigger for single-stock circuit breakers 0 0 1 24 1 4 8 125
Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm 0 1 7 97 3 5 20 338
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors 0 0 0 0 0 0 7 9
On the Magnet Effect of Price Limits 1 1 1 22 3 4 8 122
On the bi-dimensionality of liquidity 0 0 1 40 0 1 2 228
On the hidden side of liquidity 0 0 1 30 0 0 3 90
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY 1 1 1 14 1 3 7 83
Stock liquidity and algorithmic market making during the COVID-19 crisis 0 0 2 3 0 0 9 21
The friction-free weighted price contribution 0 0 0 4 0 0 1 70
The relative contribution of ask and bid quotes to price discovery 0 0 0 9 3 3 4 108
The timeline of trading frictions in the European carbon market 0 0 0 15 0 1 2 93
Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation 0 0 1 1 0 0 2 25
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 3 11 12
What pieces of limit order book information matter in explaining order choice by patient and impatient traders? 0 0 0 36 1 1 2 183
Total Journal Articles 3 4 17 493 19 31 94 2,361


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 2 2 2 8
Total Chapters 0 0 0 0 2 2 2 8


Statistics updated 2024-11-05