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Paolo Pasquariello · Study
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Author
Paolo Pasquariello
12 works
· latest 2014
· 3 institutions
cluster: provisional
ORCID 0000-0002-3111-0275
Works
12 shown
Financial Market Dislocations
Review of Financial Studies
·
2014
·
1 author
113
citations
Strategic Cross-Trading in the U.S. Stock Market
European Finance Review
·
2013
·
2 authors
67
citations
Central bank intervention and the intraday process of price formation in the currency markets
Journal of International Money and Finance
·
2010
·
1 author
·
Open access
49
citations
On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
Journal of Financial and Quantitative Analysis
·
2009
·
3 authors
175
citations
The on-the-run liquidity phenomenon
Journal of Financial Economics
·
2009
·
2 authors
·
Open access
123
citations
Does Asymmetric Information Drive Capital Structure Decisions?
Review of Financial Studies
·
2008
·
3 authors
·
Open access
720
citations
Informed and Strategic Order Flow in the Bond Markets
Review of Financial Studies
·
2007
·
2 authors
·
Open access
234
citations
Time-series and cross-sectional excess comovement in stock indexes
Journal of Empirical Finance
·
2007
·
2 authors
·
Open access
132
citations
Informative trading or just costly noise? An analysis of Central Bank interventions
Journal of Financial Markets
·
2006
·
1 author
57
citations
Imperfect Competition, Information Heterogeneity, and Financial Contagion
Review of Financial Studies
·
2006
·
1 author
·
Open access
133
citations
An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets
The Journal of Business
·
2005
·
3 authors
45
citations
Regime Shifts in Asian Equity and Real Estate Markets
Real Estate Economics
·
2002
·
3 authors
97
citations