Who can explain me this behaviour ? 500 easy points, it's Xmas day

anad200v is correct, the problem arises from the NLS_DATE_FORMAT DD/MM/RR.  
However, you should always explicity convert a date string and not rely on Oracle.  None of the statements will fail if they are written:

INSERT INTO STOCK (FECHA_EMISION_ORDEN ) VALUES (TO_DATE('','YYYYMMDD') );  
INSERT INTO STOCK (FECHA_EMISION_ORDEN ) VALUES (TO_DATE('20030101','YYYYMMDD') );
INSERT INTO STOCK (FECHA_EMISION_ORDEN ) VALUES (TO_DATE('20000101','YYYYMMDD') );
INSERT INTO STOCK (FECHA_EMISION_ORDEN ) VALUES (TO_DATE('19700101','YYYYMMDD') ) ;

I'm not stupid, you know ?!? ;-)

And how come that other dates entered in the above conditions do work perfectly well ?

For instance 25/03/2003 (TOAD display) was entered as 20030325

So why not 20000101 ?

then I'm lost. Current coding (above) results in correct dates using the abnormal syntax.

I'll have to double-check

VGR,

There was no offense meant by my comment.  What I only meant that it is good practice to explicitly convert to avoid any errors.  What oracle will do is accept a string that it can implicitly convert using the NLS_DATE_FORMAT.  It can result in erroneous date, just as seazodiac's example did.

I agree. I'm just trying to understand WHY the above "wrong" method did apparently work right, until I used the date '19700101' (epoch0)

in general, VGR, it is probably the best to set NLS_DATE_FORMAT to some default, but in the insert and update statement,
use the explicit date conversion , because you can gain performance that way

the more I know Oracle, the more I hate it :D

VGR:

Trust me, I am from MSSQL Server originally, now I have been using oracle for about 4 + years,

There are pros and cons on each of them, but Now I prefer Oracle over MS SQL server.....

try to enjoy.....forsake the hatred....

of course that Oracle is better than SQL-Server... How could it be the reverse ? :D :D

Now, as I come from a real , modern, powerful & fast RDBMS, I have problems understanding Oracle's limitations in some areas, inclusing DATE & TIME and the internal non-standard DATETIME format, STRING manipulation, etc

I worked in Oracle 5 and 6 during my youth, but I hadn't noticed those oddities :D

As for my above problem, I think you all gave me what you could ("la plus belle fille du monde ne peut donner que ce qu'elle a") and I will come back later after having checked if, yes or no, the original "bad" method worked or not

i think you already got the answer from anand_2000v but you can easily use To_date function to format your string to be in the suitable date format to be inserted.

the problem is that

1) the "suitable" format isn't clear at all - cryptic query from a system table to print it out, **at last***
2) the default format isn't SQL-compliant (YYYY-MM-DD HH:MM:SS)
3) hence the problems

The default format is what you make it.  Each and every terriotory has a different format. The final storage is obviously SQL-Compliant. Just set a parameter NLS_DATE_FORMAT in the init file and see it behave the way you want. Oracle is a very pliable software. It will behave the way you want it. Just ask us whenever you have a doubt and your transfer to Oracle will be very smooth. Enjoy your time with Oracle.

a default format is the one the user gets by default. If the user has to set up the default, it's no longer the default.

PS : I will NEVER transfer to Oracle, it's more understanding how the old system did work. Modern versions use MySql :D