.
Pardo Tornero, Ángel's
Scholarly Papers
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Aggregate Statistics
Total 5,136
Total Citations 17
1.
Mansanet Bataller, Maria University of Valencia - Faculty of Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Valor, Enric University of Valencia - Department of Financial Economics
Posted:
13 Jul 06
Last Revised:
20 Jul 08
1,225(6,572)
1
CO2 prices, EU ETS, Energy, Kyoto Protocol, Weather
2.
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Meneu, Vicente University of Valencia - Department of Financial Economics
683(16,549)
1
holiday effect, stocks, order size, small investor behaviour
3.
Mansanet Bataller, Maria University of Valencia - Faculty of Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Posted:
08 Jul 08
Last Revised:
23 Dec 08
583(20,714)
2
Emission Trading, EU ETS, Carbon Markets
4.
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Pascual, Roberto Universidad de las Islas Baleares
Posted:
31 Oct 03
Last Revised:
06 Apr 12
393(34,733)
2
5.
Why Investors Should not be Cautious about the Academic Approach to Testing for Stock Market Anomalies
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Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Lucey, Brian M. Trinity College, Dublin - School of Business
Posted:
24 Nov 03
Last Revised:
14 Jul 09
361(38,541)
1
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Lucey, Brian M. Trinity College, Dublin - School of Business
0
conventional approach, pre-holiday effect, academic, investor
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Lucey, Brian M. Trinity College, Dublin - School of Business
361
1
conventional approach, pre-holiday effect, academic, investor
6.
Mansanet Bataller, Maria University of Valencia - Faculty of Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
308(46,628)
1
CO2 Futures, Portfolio Management, Alternative Assets
7.
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Valor, Enric University of Valencia - Department of Financial Economics
272(53,806)
8.
Trading with Asymmetric Volatility Spillovers
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Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Torró, Hipòlit University of Valencia
Posted:
06 Oct 03
Last Revised:
14 Mar 09
238(55,640)
4
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Torró, Hipòlit University of Valencia
238
4
Asymmetric Volatility Spillovers, Feedback effect, Large and small firms, IBEX-35, Trading rules
9.
Carchano, Oscar University of Valencia - Department of Financial Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
246(60,119)
calendar effect, stock index futures, simulation method
10.
Mansanet Bataller, Maria University of Valencia - Faculty of Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Posted:
18 Oct 07
Last Revised:
14 Sep 09
210(70,983)
Event Study, National Allocation Plans, Carbon Futures Prices
11.
Climent, Francisco J. University of Valencia - Department of Financial Economics
Meneu, Vicente University of Valencia - Department of Financial Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
201(74,289)
Information flows, MSCI index, influence, sensibility, stock market
12.
Balbás, Alejandro Universidad Carlos III de Madrid - Department of Business Administration
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Meneu, Vicente University of Valencia - Department of Financial Economics
114(122,697)
market integration, statistical techniques, principles of asset valuation, arbitrage, IBEX-35, futures contract
13.
Carchano, Oscar University of Valencia - Department of Financial Economics
Lucia, Julio J. University of Valencia - Faculty of Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
68(171,806)
volatility, open interest. trading volume
14.
Medina, Vicente University of Valencia
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Pascual, Roberto Universidad de las Islas Baleares
Posted:
26 Oct 11
Last Revised:
09 Jul 12
56(189,825)
1
Greenhouse gas emissions, EUAs, European Union Emission Trading Scheme, trading frictions, price efficiency, liquidity, financial crisis, market breakdown, market microstructure
15.
Medina, Vicente University of Valencia
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Pascual, Roberto Universidad de las Islas Baleares
Posted:
25 Oct 11
Last Revised:
11 Jul 12
55(191,510)
2
European Union Allowances, Certified Emission Reductions, co-integration, price-discovery, high frequency data, intraday analysis
16.
Medina, Vicente University of Valencia
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Posted:
25 Oct 11
Last Revised:
27 Nov 12
39(221,542)
European Union Allowances (EUAs), Stylized Fact, Asset Class, Commodity
17.
Medina, Vicente University of Valencia
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Pascual, Roberto Universidad de las Islas Baleares
38(223,690)
Probability of Informed Trading (PIN), European Union Allowances (EUAs), Certified Emission Reductions (CERs), European Union Emission Trading Scheme (EU-ETS), market microstructure, high-frequency data, efficiency
18.
Carchano, Oscar University of Valencia - Department of Financial Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Medina, Vicente University of Valencia
35(230,461)
1
Rollover criteria, European Union Allowances, Certificied Emissions Reduction, futures contracts, liquidity
19.
Palao, Fernando affiliation not provided to SSRN
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
11(306,628)
1
clustering, size, EUA, ECX, EU ETS
20.
Furió, Dolores University of Valencia - Department of Financial Economics
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
Posted:
20 May 11
Last Revised:
04 Dec 11
politics, excess returns, stock market performance
21.
Balbás, Alejandro Universidad Carlos III de Madrid - Department of Business Administration
Rodriguez Longarela, I. University of Tromsø - Department of Economics - NFH
Pardo Tornero, Ángel University of Valencia - Department of Financial Economics
