Roberto Pascual Gascó

Dr. Roberto Pascual Gascó is a Full Professor of Financial Economics and Financial Markets at the Department of Business Economics, University of the Balearic Islands (UIB), since April 2019. He has been affiliated with UIB since September 1999 and holds a Ph.D. in Economics from Universidad Carlos III de Madrid (2001).

• Specialization: Financial Market Microstructure, High Frequency Trading, Financial Econometrics
• Key research themes: Liquidity, Price Discovery, Market Transparency, Algorithmic Trading
• Current teaching: Financial Economics (UIB), Financial Stock Markets (Double Degrees), Big Data Econometrics (Master's)

His research has appeared in top journals like Journal of Finance, Journal of Financial Markets, and Journal of Banking and Finance, focusing on market structure, liquidity dynamics, and high-frequency trading. Recent articles examine algorithmic trading during crises, non-standard statistical errors, and cross-listing impacts. Notable awards include the Plato Market Innovator Prize (2020), Northern Finance Association Best Paper (2018), and multiple Spanish Stock Exchange recognitions.

Scientific Awards

• Asociación Española de Finanzas (2001, 2006)
• Fundación de Estudios Financieros (2007)
• Spanish Stock Exchange (2007, 2009, 2012, 2019)
• CNMV (2006)
• Josseph de la Vega Prize (2004)
• Plato Market Innovator (MI3) Prize (2020)

He held visiting fellow positions at NYU (2003), Yale (2012), Université Libre de Bruxelles (2008), Auckland University of Technology (2017), and University of Cambridge (2023). His work involves 18 competitive research projects and multiple grants from institutions including Fulbright and Fundación BBVA.