| Roberto Pascual is Associate Professor in the Department of Business at the Universitat de les Illes Baleares, where he teaches courses in Corporate Finance, Financial Economics, and PhD/Master Courses on Empirical Market Microstructure and Financial Markets.
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| - Abad, D., and R. Pascual, 2010, Switching to a temporary call auction in times of high uncertainty, Journal of Financial Research, forthcoming.
- Pascual, R., and D. Veredas, 2010, Does the limit order book matter in explaining informational volatility?, Journal of Financial Econometrics , 8, 57-87.
- Pascual, R., and D. Veredas, 2009, What pieces of limit order book information matter in explaining the behavior of aggressive and patient traders?, Quantitative Finance, 527-545. |
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