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ECONIS (ZBW)
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US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
2
Message traffic and short-term illiquidity in high-speed markets
Abad Díaz, David
;
Perelló, Magdalena Massot
;
Nawn, …
- In:
Emerging markets review
65
(
2025
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015329701
Saved in:
3
The friction-free weighted price contribution
Abad Díaz, David
;
Pascual, Roberto
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 226-239
Persistent link: https://www.econbiz.de/10011542087
Saved in:
4
Evaluating trade classification algorithms : bulk volume classification versus the tick rule and the Lee-Ready algorithm
Chakrabarty, Bidisha
;
Pascual, Roberto
;
Shkilko, Andriy
- In:
Journal of financial markets
25
(
2015
),
pp. 52-79
Persistent link: https://www.econbiz.de/10011477268
Saved in:
5
Evaluating VPIN as a trigger for single-stock circuit breakers
Abad Díaz, David
;
Perelló, Magdalena Massot
;
Pascual, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011962329
Saved in:
6
Technology investment effects in performance-based maintenance contracts
Ulloa, R. S.
;
Mac Cawley, Alejandro
;
Santelices, G. A.
; …
- In:
International journal of production research
56
(
2018
)
7
,
pp. 2628-2645
Persistent link: https://www.econbiz.de/10011873948
Saved in:
7
Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation
Chakrabarty, Bidisha
;
Moulton, Pamela C.
;
Pascual, Roberto
- In:
Journal of empirical finance
43
(
2017
),
pp. 74-90
Persistent link: https://www.econbiz.de/10011817909
Saved in:
8
Stock liquidity and algorithmic market making during the COVID-19 crisis
Chakrabarty, Bidisha
;
Pascual, Roberto
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248225
Saved in:
9
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
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