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~person:"Pascual, Roberto"
~subject:"Geld-Brief-Spanne"
~subject:"Volatility"
~type_genre:"Article in journal"
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Geld-Brief-Spanne
Volatility
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8
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Pascual, Roberto
Frino, Alex
10
Chung, Kee H.
9
O'Hara, Maureen
9
Lepone, Andrew
6
Easley, David
5
Theissen, Erik
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Van Ness, Robert A.
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Bondarenko, Oleg
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Ryu, Doojin
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Będowska-Sójka, Barbara
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Dixit, Alok
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Hall, Anthony D.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
The European journal of finance
1
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ECONIS (ZBW)
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The relative contribution of ask and bid quotes to price discovery
Pascual, Roberto
;
Pascual-Fuster, Bartolomé
- In:
Journal of financial markets
20
(
2014
),
pp. 129-150
Persistent link: https://www.econbiz.de/10010442386
Saved in:
2
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:
3
Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
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