Roberto Pascual
Full Professor
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About
Roberto Pascual is a Full Professor at the Universitat de les Illes Balears, Spain. His research areas focus on market microstructure, high-frequency trading, liquidity in financial markets, and algorithmic trading strategies. Recent publications include studies on message traffic, order exposure, and the impact of algorithms during the COVID-19 crisis.
Articles (7)
Year:
2025
Year:
2023
Year:
2023
Year:
2023
Year:
2023
Year:
2022
Year:
2020
Collaborators (14)
Norman Johannes Seeger
University of Amsterdam
Remco Zwinkels
University of Amsterdam
Alexey Ivashchenko
University of Amsterdam
Ester Felez Vinas
University of Sydney
Jan Wrampelmeyer
Vrije Universiteit Amsterdam
Albert Menkveld
University of Amsterdam
Xiaoyu Zhang
Vrije Universiteit Amsterdam
Teodor Dyakov
University of Amsterdam
Utz Weitzel
University of Amsterdam
Stefan Voigt
Københavns Universitet
Egle Karmaziene
University of Amsterdam
Nicolas Eugster
Lecturer in Finance
University of Queensland
Bernt Arne Odegaard
Professor
University of Stavanger
Laura Marcela Capera Romero
University of Amsterdam
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