10
H index
10
i10 index
297
Citations
Universitat de les Illes Balears | 10 H index 10 i10 index 297 Citations RESEARCH PRODUCTION: 19 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY: 24 years (1999 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa726 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with ROBERTO PASCUAL. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 3 |
Journal of Financial Markets | 3 |
The European Journal of Finance | 2 |
Journal of Empirical Finance | 2 |
Year | Title of citing document |
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2024 | Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x. Full description at Econpapers || Download paper |
2024 | Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173. Full description at Econpapers || Download paper |
2024 | The environmental-financial performance nexus of EU ETS firms: A quantile regression approach. (2024). Marin, Giovanni ; Borghesi, Simone ; Flori, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000367. Full description at Econpapers || Download paper |
2024 | Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340. Full description at Econpapers || Download paper |
2023 | Price limit change and magnet effect: The role of investor attention. (2023). Li, Peigong ; Hao, Jing ; Zhang, Xiaotao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232200753x. Full description at Econpapers || Download paper |
2024 | Government reporting credibility as immunity: Evidence from a public health event. (2024). Hu, Bill ; Zhang, Xiaori ; Jiang, Christine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124. Full description at Econpapers || Download paper |
2023 | The Impact of Carbon Emission Trading Policy on Enterprise ESG Performance: Evidence from China. (2023). Sun, Zuoren ; Zhang, Yiteng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8279-:d:1150826. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | Relationship between carbon emission trading schemes and companies’ total factor productivity: evidence from listed companies in China. (2023). Cheng, Silu ; Tang, Maogang ; Hu, Fengxia ; Ma, Weibiao ; Guo, Wenqing. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02552-8. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | On the Magnet Effect of Price Limits In: European Financial Management. [Full Text][Citation analysis] | article | 21 |
2010 | SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 17 |
2007 | Switching to a temporary call auction in times of high uncertainty.(2007) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2004 | What pieces of limit order book information are informative ? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 13 |
2006 | Does the open limit order book matter in explaining long run volatility ? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
1999 | How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
2000 | BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 1 |
2001 | Cross-listing, price discovery and the informativeness of the trading process In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 52 |
2006 | Cross-listing, price discovery and the informativeness of the trading process.(2006) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2003 | CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS.(2003) In: Working Papers. Serie EC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2000 | Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2000 | Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Carbon Credits: Who is the Leader of the Pack? In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 3 |
2017 | Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2014 | The timeline of trading frictions in the European carbon market In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2012 | The timeline of trading fricions in the European Carbon Market.(2012) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2023 | Market-wide illiquidity and the distribution of non-parametric stochastic discount factors In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2014 | The relative contribution of ask and bid quotes to price discovery In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 7 |
2015 | Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 22 |
2023 | Stock liquidity and algorithmic market making during the COVID-19 crisis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2004 | Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2018 | Evaluating VPIN as a trigger for single-stock circuit breakers In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2015 | The friction-free weighted price contribution In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | Does the Open Limit Order Book Matter in Explaining Informational Volatility? In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 16 |
2009 | Does the open limit order book matter in explaining informational volatility?.(2009) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2006 | Asymmetries in bid and ask responses to innovations in the trading process In: Empirical Economics. [Full Text][Citation analysis] | article | 18 |
2008 | Asymmetries in bid and ask responses to innovations in the trading process.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 18 | chapter | |
2004 | On the bi-dimensionality of liquidity In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2012 | On the hidden side of liquidity In: The European Journal of Finance. [Full Text][Citation analysis] | article | 29 |
2009 | What pieces of limit order book information matter in explaining order choice by patient and impatient traders? In: Quantitative Finance. [Full Text][Citation analysis] | article | 19 |
2009 | What pieces of LOB information are informative? An empirical analysis of a pure order driven market In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
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