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Roberto Pascual

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This is information that was supplied by Roberto Pascual in registering through RePEc. If you are Roberto Pascual , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Roberto
Middle Name:
Last Name: Pascual
Suffix:

RePEc Short-ID: ppa726

Email: [This author has chosen not to make the email address public]
Homepage: http://dee.uib.es/rpascual/
Postal Address:
Phone:

Affiliation

Departament d'Economía de l'Empresa
Facultat de Ciències Econòmiques i Empresarials
Universitat de les Illes Balears
Location: Palma de Mallorca, Spain
Homepage: http://www.uib.es/depart/deeweb/
Email:
Phone: +34-71-173000
Fax: +34-71-173426
Postal: Edifici Mateu Orfila., Carretera de Valldemossa, Km. 7.5., 07071 Palma de Mallorca
Handle: RePEc:edi:deuibes (more details at EDIRC)

Works

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Working papers

  1. Vicente Medina Martínez & Ángel Pardo Tornero & Roberto Pascual, 2012. "The timeline of trading fricions in the European Carbon Market," Working Papers. Serie AD 2012-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Roberto Pascual & David Veredas, 2009. "What pieces of LOB information are informative? An empirical analysis of a pure order driven market," ULB Institutional Repository 2013/136193, ULB -- Universite Libre de Bruxelles.
  3. PASCUAL, Roberto & VEREDAS, David, 2006. "Does the open limit order book matter in explaining long run volatility ?," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2006110, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. PASCUAL, Roberto & VEREDAS, David, 2004. "What pieces of limit order book information are informative ?," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2004033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Roberto Pascual & Bartolomé Pascual-Fuste & Francisco Climent, 2001. "Cross-listing, Price Discovery and the Informativeness of the Trading Process," Business Economics Working Papers wb014511, Universidad Carlos III, Departamento de Economía de la Empresa.

Articles

  1. Roberto Pascual & David Veredas, 2010. "Does the Open Limit Order Book Matter in Explaining Informational Volatility?," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 57-87, Winter.
  2. David Abad & Roberto Pascual, 2010. "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 45-75.
  3. Roberto Pascual & David Veredas, 2009. "What pieces of limit order book information matter in explaining order choice by patient and impatient traders?," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(5), pages 527-545.
  4. David Abad & Roberto Pascual, 2007. "On the Magnet Effect of Price Limits," European Financial Management, European Financial Management Association, vol. 13(5), pages 833-852.
  5. Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006. "Cross-listing, price discovery and the informativeness of the trading process," Journal of Financial Markets, Elsevier, vol. 9(2), pages 144-161, May.
  6. Alvaro Escribano & Roberto Pascual, 2006. "Asymmetries in bid and ask responses to innovations in the trading process," Empirical Economics, Springer, vol. 30(4), pages 913-946, January.
  7. Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004. "On the bi-dimensionality of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 542-566.
  8. Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel, 2004. "Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 107-128, January.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ENE: Energy Economics (1) 2012-03-21. Author is listed
  2. NEP-ENV: Environmental Economics (1) 2012-03-21. Author is listed
  3. NEP-EUR: Microeconomic European Issues (1) 2012-03-21. Author is listed

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