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Paolo Pasquariello
Paolo Pasquariello
John C. and Sally S. Morley 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
8182009
Informed and strategic order flow in the bond markets
P Pasquariello, C Vega
Review of Financial Studies 20 (6), 1975-2019, 2007
3072007
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
2402009
Time-series and cross-sectional excess comovement in stock indexes
J Kallberg, P Pasquariello
Journal of empirical finance 15 (3), 481-502, 2008
1682008
Imperfect competition, information heterogeneity, and financial contagion
P Pasquariello
The Review of Financial Studies 20 (2), 391-426, 2007
1662007
Financial market dislocations
P Pasquariello
The Review of Financial Studies 27 (6), 1868-1914, 2014
1372014
The on-the-run liquidity phenomenon
P Pasquariello, C Vega
Journal of Financial Economics 92 (1), 1-24, 2009
1232009
Regime shifts in Asian equity and real estate markets
JG Kallberg, CH Liu, P Pasquariello
Real Estate Economics 30 (2), 263-291, 2002
1102002
Informative trading or just costly noise? An analysis of central bank interventions
P Pasquariello
Journal of Financial Markets 10 (2), 107-143, 2007
91*2007
Strategic cross-trading in the US stock market
P Pasquariello, C Vega
Review of Finance 19 (1), 229-282, 2015
902015
On the price comovement of US residential real estate markets
JG Kallberg, CH Liu, P Pasquariello
Real Estate Economics 42 (1), 71-108, 2014
712014
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
692005
The anatomy of financial crises: Evidence from the emerging ADR market
P Pasquariello
Journal of International Economics 76 (2), 193-207, 2008
64*2008
Prospect theory and market quality
P Pasquariello
Journal of Economic Theory 149, 276-310, 2014
542014
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
482010
Political uncertainty and financial market quality
P Pasquariello, C Zafeiridou
Ross School of Business Paper, 2014
452014
Government intervention and strategic trading in the US treasury market
P Pasquariello, J Roush, C Vega
Journal of Financial and Quantitative Analysis 55 (1), 117-157, 2020
44*2020
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
Government intervention and arbitrage
P Pasquariello
The Review of Financial Studies 31 (9), 3344-3408, 2018
382018
The fama-macbeth approach revisited
P Pasquariello
New York University–Stern School of Business Working Paper, 1999
301999
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Articles 1–20