Roberto Pascual

933 citations
44 papers · 458 · h-index 12

Impact in

  • Finance top 2%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis
    • Climate Change Policy and Economics

Papers in

    • Financial Markets and Investment Strategies 32
    • Market Dynamics and Volatility 12
    • Complex Systems and Time Series Analysis 11
    • Climate Change Policy and Economics 6

Roberto Pascual

43 papers receiving 436 citations

Peers

Roberto Pascual
Comparison fields: 5 of 44
  • Finance 369
  • Economics and Econometrics 325
  • Accounting 111
  • General Economics, Econometrics and Finance 80
  • Management Science and Operations Research 91
Replace Aslihan Altay‐Salih with:
Aslihan Altay‐Salih Türkiye
Allen Carrion United States
Jiandong Li China
Randi Næs Norway
Wenjun Xue China
Osamah M. Al‐Khazali United Arab Emirates
Numan Ülkü New Zealand
Roman Kozhan United Kingdom
Rochester H. Cahan New Zealand
Ingmar Nolte United Kingdom
Roberto Pascual relative to Aslihan Altay‐Salih Türkiye Aslihan Altay‐Salih's profile →
Citations per field
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Aslihan Altay‐Salih · 1×
Citations per year

Countries citing papers authored by Roberto Pascual

Since Specialization
Citations

This map shows the geographic impact of Roberto Pascual's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Roberto Pascual with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roberto Pascual more than expected).

Fields of papers citing papers by Roberto Pascual

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Roberto Pascual. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Roberto Pascual. The network helps show where Roberto Pascual may publish in the future.

Co-authors

The 25 scholars most cited alongside Roberto Pascual, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Roberto Pascual Line = papers co-authored together Roberto Pascual links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 44 papers — load more, or switch the sort, to bring in the rest.

#Work
1 200663
2 200741
3 201440
4 201535
5 201128
6 200925
7 200521
8 200220
9 200917
10 200317
11 200315
12 202211
13 201210
14 20049
15 20019
16 20089
17 20179
18 20208
19
What pieces of limit order book information do are informative? An empirical analysis of a pure order-driven market
20037
20 20177

About Roberto Pascual

Roberto Pascual is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 44 papers that have together received 458 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (32 papers), Market Dynamics and Volatility (12 papers), Stock Market Forecasting Methods (11 papers), Corporate Finance and Governance (11 papers), Complex Systems and Time Series Analysis (11 papers), Monetary Policy and Economic Impact (9 papers), Auditing, Earnings Management, Governance (6 papers) and Climate Change Policy and Economics (6 papers). The work is most often cited by research in Finance (369 citations), Economics and Econometrics (325 citations), Accounting (111 citations), General Economics, Econometrics and Finance (80 citations) and Management Science and Operations Research (91 citations). Roberto Pascual has collaborated with scholars based in Spain, Belgium and United States. Frequent co-authors include Bartolomé Pascual‐Fuster, David Veredas, Ángel Pardo, Bidisha Chakrabarty, Francisco Climent, David Abad, Álvaro Escribano, Andriy Shkilko, Ángel Pardo Tornero and Mikel Tapia. Their work appears in journals such as Journal of Financial Markets, Journal of Banking & Finance, Journal of Empirical Finance, European Journal of Finance and Energy Economics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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