| Evaluating VPIN as a trigger for single-stock circuit breakers D Abad, M Massot, R Pascual Journal of Banking & Finance 86, 21-36, 2018 | 22 | 2018 |
| La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública MM Perelló, JMN Pineda investigaciones económicas 27 (3), 533-564, 2003 | 13 | 2003 |
| Message Traffic and Short-Term Illiquidity in High-Speed Markets D Abad, M Massot, S Nawn, R Pascual, J Yagüe Available at SSRN 3474294, 2022 | 2 | 2022 |
| Order Flow Toxicity under the Microscope D Abad, M Massot, S Nawn, R Pascual, J Yagüe Available at SSRN 3474294, 2020 | 1 | 2020 |
| Bulk Volume Classification Under the Microscope: Estimating the Net Order Flow M Massot, S Nawn, R Pascual working paper, 2018 | 1 | 2018 |
| Optimal Trading Hours in Europe: Insights from Extended Overlaps D Abad, M Massot, R Pascual, J Yagüe Available at SSRN 4699698, 2024 | | 2024 |
| ESTUDIOS SOBRE LA ECONOMIA ESPAÑOLA M Massot, JM Nave | | 2002 |
