Roberto Pascual

873 citations
40 papers · 443 · 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 28
    • Market Dynamics and Volatility 11
    • Complex Systems and Time Series Analysis 10
    • Climate Change Policy and Economics 6

Roberto Pascual

39 papers receiving 423 citations

Peers

Roberto Pascual
Comparison fields: 5 of 47
  • Finance 352
  • Economics and Econometrics 315
  • General Economics, Econometrics and Finance 79
  • Accounting 102
  • Management Science and Operations Research 87
Replace Aslihan Altay‐Salih with:
Aslihan Altay‐Salih Türkiye
Bruce D. Phelps United States
Allen Carrion United States
Jiandong Li China
Ingmar Nolte United Kingdom
Randi Næs Norway
Rochester H. Cahan New Zealand
Stig V. Møller Denmark
Numan Ülkü New Zealand
Osamah M. Al‐Khazali United Arab Emirates
Roberto Pascual relative to Aslihan Altay‐Salih Türkiye Aslihan Altay‐Salih's profile →
Citations per field
00.5×1.7×
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 24 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 40 papers — load more, or switch the sort, to bring in the rest.

#Work
1 200664
2 201442
3 200741
4 201534
5 201129
6 200925
7 200521
8 200220
9 200317
10 200917
11 200315
12 202213
13 201210
14 20049
15 20089
16 20019
17 20179
18 20178
19
What pieces of limit order book information do are informative? An empirical analysis of a pure order-driven market
20037
20 20145

About Roberto Pascual

Roberto Pascual is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 40 papers that have together received 443 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (28 papers), Market Dynamics and Volatility (11 papers), Complex Systems and Time Series Analysis (10 papers), Corporate Finance and Governance (9 papers), Monetary Policy and Economic Impact (9 papers), Stock Market Forecasting Methods (8 papers), Climate Change Policy and Economics (6 papers) and Auditing, Earnings Management, Governance (5 papers). The work is most often cited by research in Finance (352 citations), Economics and Econometrics (315 citations), General Economics, Econometrics and Finance (79 citations), Accounting (102 citations) and Management Science and Operations Research (87 citations). Roberto Pascual has collaborated with scholars based in Spain, United States and Belgium. Frequent co-authors include Bartolomé Pascual‐Fuster, David Veredas, Ángel Pardo, Francisco Climent, David Abad, Bidisha Chakrabarty, Álvaro Escribano, Andriy Shkilko, Ángel Pardo Tornero and Mikel Tapia. Their work appears in journals such as Journal of Banking & Finance, Journal of Financial Markets, 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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