Roberto Pascual

933 total citations
44 papers, 458 citations indexed

About

Roberto Pascual is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Roberto Pascual has authored 44 papers receiving a total of 458 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 29 papers in Economics and Econometrics and 13 papers in Accounting. Recurrent topics in Roberto Pascual's work include Financial Markets and Investment Strategies (32 papers), Market Dynamics and Volatility (12 papers) and Stock Market Forecasting Methods (11 papers). Roberto Pascual is often cited by papers focused on Financial Markets and Investment Strategies (32 papers), Market Dynamics and Volatility (12 papers) and Stock Market Forecasting Methods (11 papers). Roberto Pascual collaborates with scholars based in Spain, Belgium and United States. Roberto Pascual's co-authors include Bartolomé Pascual‐Fuster, David Veredas, Ángel Pardo, Francisco Climent, Bidisha Chakrabarty, David Abad, Álvaro Escribano, Andriy Shkilko, Ángel Pardo Tornero and Mikel Tapia and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Roberto Pascual

43 papers receiving 436 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Roberto Pascual Spain	12	369	325	111	91	80	44	458
Allen Carrion United States	5	405 1.1×	290 0.9×	158 1.4×	122 1.3×	42 0.5×	9	454
Aslihan Altay‐Salih Türkiye	12	317 0.9×	249 0.8×	122 1.1×	54 0.6×	94 1.2×	27	418
Osamah M. Al‐Khazali United Arab Emirates	12	265 0.7×	349 1.1×	152 1.4×	56 0.6×	152 1.9×	16	455
Ingmar Nolte United Kingdom	12	272 0.7×	226 0.7×	69 0.6×	68 0.7×	95 1.2×	57	387
Roman Kozhan United Kingdom	11	488 1.3×	358 1.1×	111 1.0×	92 1.0×	88 1.1×	42	584
Nicole Branger Germany	14	554 1.5×	363 1.1×	78 0.7×	120 1.3×	62 0.8×	94	675
Ivan Indriawan New Zealand	9	205 0.6×	311 1.0×	60 0.5×	43 0.5×	74 0.9×	42	381
Stig V. Møller Denmark	11	216 0.6×	322 1.0×	59 0.5×	61 0.7×	159 2.0×	32	415
Serhiy Kozak United States	8	461 1.2×	304 0.9×	115 1.0×	165 1.8×	95 1.2×	19	533
Yaw‐Huei Wang Taiwan	14	728 2.0×	563 1.7×	87 0.8×	108 1.2×	189 2.4×	46	813

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-authorship network of co-authors of Roberto Pascual

This figure shows the co-authorship network connecting the top 25 collaborators of Roberto Pascual. A scholar is included among the top collaborators of Roberto Pascual based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Roberto Pascual. Roberto Pascual is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Biscari, C., Klaus Attenkofer, Joan R. Casas, et al.. (2024). ALBA Synchrotron Heading Towards Its Upgrade. Synchrotron Radiation News. 37(1). 18–23.

Biscari, C., Klaus Attenkofer, Joan R. Casas, et al.. (2023). ALBA Synchrotron and its future. The European Physical Journal Plus. 138(5). 2 indexed citations

Abad, David, Belén Nieto, Roberto Pascual, & Gonzalo Rubio. (2023). Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. International Review of Financial Analysis. 87. 102650–102650. 2 indexed citations

Chakrabarty, Bidisha, Carole Comerton‐Forde, & Roberto Pascual. (2023). Identifying High Frequency Trading Activity without Proprietary Data. SSRN Electronic Journal. 2 indexed citations

Indriawan, Ivan, Roberto Pascual, & Andriy Shkilko. (2020). On the Effects of Continuous Trading. SSRN Electronic Journal. 8 indexed citations

Abad, David, et al.. (2015). Evaluating VPIN as a Trigger for Single-Stock Circuit Breakers. SSRN Electronic Journal. 1 indexed citations

Pardo, Ángel, et al.. (2014). The timeline of trading frictions in the European carbon market. Energy Economics. 42. 378–394. 40 indexed citations

Abad, David & Roberto Pascual. (2014). The friction-free weighted price contribution. International Review of Economics & Finance. 37. 226–239. 1 indexed citations

Pascual, Roberto & Bartolomé Pascual‐Fuster. (2014). The relative contribution of ask and bid quotes to price discovery. Journal of Financial Markets. 20. 129–150. 5 indexed citations

10.

Pardo, Ángel, et al.. (2013). Carbon Credits: Who is the Leader of the Pack?. SHILAP Revista de lepidopterología. 3 indexed citations

11.

Pascual, Roberto & Bartolomé Pascual‐Fuster. (2011). The Relative Contribution of Ask and Bid Quotes to Price Discovery. SSRN Electronic Journal. 2 indexed citations

12.

Pascual, Roberto & David Veredas. (2009). Does the Open Limit Order Book Matter in Explaining Informational Volatility?. Journal of Financial Econometrics. 8(1). 57–87. 17 indexed citations

13.

Abad, David & Roberto Pascual. (2007). On the Magnet Effect of Price Limits. European Financial Management. 13(5). 833–852. 41 indexed citations

14.

Pascual, Roberto, Bartolomé Pascual‐Fuster, & Francisco Climent. (2006). Cross-listing, price discovery and the informativeness of the trading process. Journal of Financial Markets. 9(2). 144–161. 63 indexed citations

15.

Pascual, Roberto, Álvaro Escribano, & Mikel Tapia. (2004). On the bi-dimensionality of liquidity. European Journal of Finance. 10(6). 542–566. 9 indexed citations

16.

Pascual, Roberto & David Veredas. (2003). What pieces of limit order book information do are informative? An empirical analysis of a pure order-driven market. The Faculty Digital Archive (New York University). 7 indexed citations

17.

Pascual, Roberto, Álvaro Escribano, & Mikel Tapia. (2003). On the Bi-dimensionality of Liquidity. SSRN Electronic Journal. 1 indexed citations

18.

Escribano, Álvaro & Roberto Pascual. (2001). Asymmetries in Bid and Ask Responses to Innovations in the Trading Process. SSRN Electronic Journal. 9 indexed citations

19.

Pascual, Roberto, et al.. (1994). International Co‐operation in the Preparation of School Directors inSpain. Journal of Educational Administration. 32(3). 5–17. 1 indexed citations

20.

Pascual, Roberto, et al.. (1988). La gestión educativa ante la innovación y el cambio. 2 indexed citations

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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