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Optimization models for critical spare parts inventories : a reliability approach

Louit, D.; Pascual, Roberto; Banjevic, Dragan; Jardine, … - In: Journal of the Operational Research Society : OR 62 (2011) 6, pp. 992-1004

Persistent link: https://www.econbiz.de/10009153814

Optimal inspection intervals for safety systems with partial inspections

Pascual, R.; Louit, D.; Jardine, A. K. S. - In: Journal of the Operational Research Society : OR 62 (2011) 12, pp. 2051-2062

Persistent link: https://www.econbiz.de/10010217551

Dynamic asymmetries in bid-ask responses to innovations in the trading process

Escribano, Álvaro; Pascual, Roberto - 2000

Persistent link: https://www.econbiz.de/10001526949

Adverse selection costs, trading activity and liquidity in the NYSE : an empirical analysis in a dynamic context

Pascual, Roberto; Escribano, Álvaro; Tapia, Mikel - 2000

Persistent link: https://www.econbiz.de/10001558416

Adverse selection costs, trading activity and price discovery in the NYSE: an empirical analysis

Pascual, Roberto; Escribano, Álvaro; Tapia, Mikel - In: Journal of banking & finance 28 (2004) 1, pp. 107-128

Persistent link: https://www.econbiz.de/10001857276

On the bi-dimensionality of liquidity

Pascual, Roberto; Escribano, Álvaro; Tapia, Mikel - In: The European journal of finance 10 (2004) 6, pp. 542-566

Persistent link: https://www.econbiz.de/10002508302

What pieces of limit order book information are informative?

Pascual, Roberto; Veredas, David - 2004

Persistent link: https://www.econbiz.de/10002344169

The Timeline of Trading Frictions in the European Carbon Market

Medina, Vicente - 2014

During its trial phase (Phase I), the EU Greenhouse Gas Emission Trading Scheme (EU-ETS) collapsed because of an over-allocation of emission allowances. We evaluate the progress of this market from the trial phase to the next commitment period (Phase II) from a microstructure angle. We show that...

Persistent link: https://www.econbiz.de/10013067220

Switching to a temporary call auction in times of high uncertainty

Abad Díaz, David; Pascual, Roberto - In: The journal of financial research 33 (2010) 1, pp. 45-75

Persistent link: https://www.econbiz.de/10003966719

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