David Abad

Universidad de Alicante

Campus de San Vicente

Carretera San Vicente del Raspeig

San Vicente del Raspeig, 03690

Spain

SCHOLARLY PAPERS

8

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1,287

SSRN CITATIONS
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SSRN RANKINGS

Top 37,349

in Total Papers Citations

14

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

Real Earnings Management and Information Asymmetry in the Equity Market

European Accounting Review, (Forthcoming)
Number of pages: 43 Posted: 15 Nov 2016
Universidad de Alicante, University of Murcia, University of Murcia and University of Murcia
Downloads 348 (106,559)
Citation 1

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Information Asymmetry, Real Earnings Management, Real Activities Manipulation, Discretionary Accruals.

2.
Downloads 262 (144,192)
Citation 5

On the Magnet Effect of Price Limits

Europen Financial Management Journal, Vol. 13, No. 5, November 2007
Number of pages: 31 Posted: 13 May 2006 Last Revised: 31 Oct 2011
David Abad and Roberto Pascual
Universidad de Alicante and Universidad de las Islas Baleares
Downloads 249 (151,160)
Citation 1

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Price limits, non-discretionary trading halts, magnet effect, rule-based auctions, electronic order driven markets

On the Magnet Effect of Price Limits

European Financial Management, Vol. 13, No. 5, pp. 833-852, November 2007
Number of pages: 20 Posted: 26 Oct 2007
David Abad and Roberto Pascual
Universidad de Alicante and Universidad de las Islas Baleares
Downloads 13 (705,276)
Citation 1
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3.

Evaluating VPIN as a Trigger for Single-Stock Circuit Breakers

Journal of Banking and Finance, Forthcoming
Number of pages: 49 Posted: 24 Mar 2015 Last Revised: 14 Aug 2017
Universidad de Alicante, Universidad de las Islas Baleares and Universidad de las Islas Baleares
Downloads 214 (175,355)
Citation 1

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VPIN, circuit breakers, trading halts, price limits, order-flow toxicity

Switching to a Temporary Call Auction in Times of High Uncertainty

Journal of Financial Research, 33, 1, 45-75 (2010)
Number of pages: 42 Posted: 15 May 2006 Last Revised: 07 Oct 2014
David Abad and Roberto Pascual
Universidad de Alicante and Universidad de las Islas Baleares
Downloads 170 (215,697)

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Circuit breaker, trading halts, price limits, call auction, microstructure, order driven market

Switching to a Temporary Call Auction in Times of High Uncertainty

CNMV Working Paper No. 19 (2007)
Number of pages: 45 Posted: 10 Jun 2019
David Abad and Roberto Pascual
Universidad de Alicante and Universidad de las Islas Baleares
Downloads 6 (764,363)
Citation 3

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call auction, price learning, price reversals, price continuations, informationasymmetry, thinly-traded stocks

5.

Order Flow Toxicity under the Microscope

Number of pages: 45 Posted: 18 Nov 2019 Last Revised: 13 Jun 2021
Universidad de Alicante, Universidad de las Islas Baleares, Indian Institute of Management Udaipur, Universidad de las Islas Baleares and University of Murcia
Downloads 126 (274,356)
Citation 1

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Order flow, toxicity, order imbalance, HFT, limit orders, market orders, cancelations, monitoring, market liquidity.

6.

The Friction-Free Weighted Price Contribution

Number of pages: 37 Posted: 01 Feb 2011 Last Revised: 18 Feb 2014
David Abad and Roberto Pascual
Universidad de Alicante and Universidad de las Islas Baleares
Downloads 119 (286,203)

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Weighted price contribution, trading frictions, stealth trading, trade size, aggressiveness, bid-ask bounce, price formation, electronic markets, market microstructure.

7.

The Short-Term Debt Choice Under Asymmetric Information

SERIEs - Journal of the Spanish Economic Association, 8 (3), 261-285, 2017
Number of pages: 25 Posted: 07 Sep 2017 Last Revised: 16 Oct 2017
Universidad de Alicante, University of Murcia and University of Murcia
Downloads 41 (508,081)

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Information asymmetry, Market microstructure, Short-term debt, Bank debt, Accounts payable, Trade credit

8.

Audit Opinions and Information Asymmetry in the Stock Market

Accounting & Finance, Vol. 57, Issue 2, pp. 565-595, 2017
Number of pages: 31 Posted: 03 Jun 2017
Universidad de Alicante, University of Murcia and University of Murcia
Downloads 1 (778,463)
Citation 1
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Adverse selection, Audit opinions, Financial reporting quality, Information asymmetry