Author

David Abad

Observed name: Abad, David

Institution: University of Alicante

Observed institution: University of Alicante

ORCID: 0000-0001-7060-1184

Observed ORCID: 0000-0001-7060-1184

OpenAlex ID: A5102737872

Does gender diversity on corporate boards reduce information asymmetry in equity markets?

2017 · David Abad, María Encarnación Lucas-Pérez, et al. · BRQ Business Research Quarterly · 258

Real Earnings Management and Information Asymmetry in the Equity Market

2016 · David Abad, M. Fuensanta Cutillas-Gomariz, et al. · European Accounting Review · 121

From PIN to VPIN: An introduction to order flow toxicity

2012 · David Abad, José Yagüe · The Spanish Review of Financial Economics · 57

Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?

2017 · David Abad, M. Fuensanta Cutillas‐Gomariz, et al. · Australian Accounting Review · 56

Audit opinions and information asymmetry in the stock market

2015 · David Abad, Juan P. Sánchez‐Ballesta, et al. · Accounting and Finance · 51

On the Magnet Effect of Price Limits

2007 · David Abad, Roberto Pascual · European Financial Management · 49

Switching to a Temporary Call Auction in Times of High Uncertainty

2010 · David Abad, Roberto Pascual · The Journal of Financial Research · 31

Evaluating VPIN as a trigger for single-stock circuit breakers

2017 · David Abad, Magdalena Massot, et al. · Journal of Banking & Finance · 18

Non-Standard Errors

2021 · Albert J. Menkveld, Anna Dreber, et al. · SSRN Electronic Journal · 17

The short-term debt choice under asymmetric information

2017 · David Abad, Juan Pedro Sánchez-Ballesta, et al. · SERIEs · 16

Holding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts

2013 · David Abad, Roberto Pascual · Wiley eBooks · 16

Strategic timing of annual earnings announcements: evidence from an order-driven market

2008 · David Abad, Sonia Sanabria, et al. · Review of Quantitative Finance and Accounting · 13

Analysing bank-issued option pricing

2010 · David Abad, Belén Nieto · European Journal of Finance · 4

Market-Wide Illiquidity and the Distribution of Non-Parametric Stochastic Discount Factors

2020 · David Abad, Belén Nieto, et al. · International Review of Financial Analysis · 3

Is the Weighted Price Contribution Robust to Trading Frictions?

2012 · David Abad, Roberto Pascual · International Review of Economics & Finance · 1

Low-Frequency Liquidity Measures A Horse-Race for European Markets

2026 · David Abad, Magdalena Massot, et al. · SSRN Electronic Journal

Message traffic and short-term illiquidity in high-speed markets

2024 · David Abad, Magdalena Massot, et al. · Emerging Markets Review

Optimal Trading Hours in Europe: Insights from Extended Overlaps

2024 · David Abad, Magdalena Massot, et al. · SSRN Electronic Journal

Gender Diversity on the Board and Asymmetry Information: An Empirical Analysis for Spanish Listed Firms

2015 · David Abad, María Encarnación Lucas‐Pérez, et al. · World Academy of Science, Engineering and Technology, International Journal of Economics and Management Engineering

Discusión sobre Formación de precios en un mercado artificial de doble subasta continua

2007 · David Abad · Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad

Estimating Pins Through a Markov Chain Model with Time-Varying Probabilities and Dynamic Behaviour

2004 · David Abad, Antonio Rubia Serrano · SSRN Electronic Journal

Works count: 29

Citation count: 711

H-index: 12

I10-index: 12