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Dynamic asymmetries in bid-ask responses to innovations in the trading process
Escribano, Álvaro; Pascual, Roberto - 2000
Persistent link: https://www.econbiz.de/10001526949
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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
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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
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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
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The timeline of trading frictions in the European carbon market
Medina, Vicente; Pardo, Ángel; Pascual, Roberto - In: Energy economics 42 (2014), pp. 378-394
Persistent link: https://www.econbiz.de/10010504190
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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/10003233826
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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
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Message traffic and short-term illiquidity in high-speed markets
Abad Díaz, David; Perelló, Magdalena Massot; Nawn, … - 2025
Persistent link: https://www.econbiz.de/10015329701