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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

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

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

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

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

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

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

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

The Information Content of Retail Order Flow : Evidence from Fragmented Markets

Chakrabarty, Bidisha; Cox, Justin; Upson, James - 2023

We examine the information content of retail order flow relative to dark institutional and lit markets. We use multiple sources of retail order identification and account for the fact that market opacity affects order routing choices of both institutions and the brokers who sell retail orders....

Persistent link: https://www.econbiz.de/10014354310