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Asymmetries in bid and ask responses to innovations in the trading process
Escribano, Alvaro; Pascual, Roberto - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 913-946
Persistent link: https://www.econbiz.de/10006231899
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On the bi-dimensionality of liquidity
Pascual, Roberto; Escribano, Alvaro; Tapia, Mikel - In: The European journal of finance 10 (2004) 6, pp. 542-566
Persistent link: https://www.econbiz.de/10005923802
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Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
Pascual, Roberto; Escribano, Alvaro; Tapia, Mikel - In: Journal of banking & finance 28 (2004) 1, pp. 107-128
Persistent link: https://www.econbiz.de/10005884909
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On the Magnet Effect of Price Limits
Abad, David; Pascual, Roberto - In: European financial management : the journal of the … 13 (2007) 5, pp. 833-852
Persistent link: https://www.econbiz.de/10007866472
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On the hidden side of liquidity
Pardo, Angel; Pascual, Roberto - In: The European journal of finance 18 (2012) 10, pp. 949-968
Persistent link: https://www.econbiz.de/10010040806
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El uso de órdenes con volumen oculto en el Sistema de Interconexión Bursátil Español
Pardo, Ángel; Pascual, Roberto - In: Cuadernos de economía y dirección de la empresa : CEDE 34 (2008), pp. 31-51
Persistent link: https://www.econbiz.de/10009880112
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc; Veredas, David - In: Journal of econometrics 119 (2004) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10006757702
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Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866
Persistent link: https://www.econbiz.de/10006231902
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Editor#8217s introduction
Bauwens, Luc; Pohlmeier, Winfried; Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 791-794
Persistent link: https://www.econbiz.de/10006231905
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Monitoring and forecasting annual public deficit every month: the case of France
Silvestrini, Andrea; Salto, Matteo; Moulin, Laurent; … - In: Empirical economics : a journal of the Institute for … 34 (2008) 3, pp. 493-524
Persistent link: https://www.econbiz.de/10008055037