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Paolo Pasquariello
Paolo Pasquariello
Professor of Finance, Ross School of Business, University of Michigan
Verified email at umich.edu - Homepage
Title
Cited by
Cited by
Year
Does asymmetric information drive capital structure decisions?
ST Bharath, P Pasquariello, G Wu
Review of Financial Studies 22 (8), 3211-3243, 2009
7092009
Informed and strategic order flow in the bond markets
P Pasquariello, C Vega
Review of Financial Studies 20 (6), 1975-2019, 2007
2792007
On the volatility and comovement of US financial markets around macroeconomic news announcements
M Brenner, P Pasquariello, M Subrahmanyam
Journal of Financial and Quantitative Analysis 44 (06), 1265-1289, 2009
220*2009
Time-series and cross-sectional excess comovement in stock indexes
J Kallberg, P Pasquariello
Journal of empirical finance 15 (3), 481-502, 2008
1542008
Imperfect competition, information heterogeneity, and financial contagion
P Pasquariello
The Review of Financial Studies 20 (2), 391-426, 2007
1462007
Financial market dislocations
P Pasquariello
The Review of Financial Studies 27 (6), 1868-1914, 2014
1112014
Regime shifts in Asian equity and real estate markets
JG Kallberg, CH Liu, P Pasquariello
Real Estate Economics 30 (2), 263-291, 2002
1112002
The on-the-run liquidity phenomenon
P Pasquariello, C Vega
Journal of Financial Economics 92 (1), 1-24, 2009
1082009
Informative trading or just costly noise? An analysis of central bank interventions
P Pasquariello
Journal of Financial Markets 10 (2), 107-143, 2007
84*2007
Strategic cross-trading in the US stock market
P Pasquariello, C Vega
Review of Finance 19 (1), 229-282, 2015
762015
An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets*
JG Kallberg, CH Liu, P Pasquariello
The Journal of Business 78 (1), 169-211, 2005
682005
The anatomy of financial crises: Evidence from the emerging ADR market
P Pasquariello
Journal of International Economics 76 (2), 193-207, 2008
65*2008
On the price comovement of US residential real estate markets
JG Kallberg, CH Liu, P Pasquariello
Real Estate Economics 42 (1), 71-108, 2014
612014
Prospect theory and market quality
P Pasquariello
Journal of Economic Theory 149, 276-310, 2014
492014
Central bank intervention and the intraday process of price formation in the currency markets
P Pasquariello
Journal of International Money and Finance 29 (6), 1045-1061, 2010
462010
Political uncertainty and financial market quality
P Pasquariello, C Zafeiridou
Ross School of Business Paper, 2014
412014
Government intervention and arbitrage
P Pasquariello
The Review of Financial Studies 31 (9), 3344-3408, 2018
302018
Government intervention and strategic trading in the US treasury market
P Pasquariello, C Vega
Available at SSRN 1769773, 2012
30*2012
The fama-macbeth approach revisited
P Pasquariello
New York University–Stern School of Business Working Paper, 1999
251999
Excess Mortality from COVID-19: A Commentary on the Italian Experience
P Pasquariello, S Stranges
International Journal of Public Health, https://doi.org/10.1007/s00038-020-01399, 2020
182020
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