Paolo Pasquariello
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Paolo |
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Pasquariello |
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Affiliations
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University of Michigan
/ Ross School of Business
Research profile
author of:
- Regime Shifts in Asian Equity and Real Estate Markets (RePEc:bla:reesec:v:30:y:2002:i:2:p:263-291)
by Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello - On the Price Comovement of U.S. Residential Real Estate Markets (RePEc:bla:reesec:v:42:y:2014:i:1:p:71-108)
by Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello - On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements (RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1265-1289_99)
by Brenner, Menachem & Pasquariello, Paolo & Subrahmanyam, Marti - Government Intervention and Strategic Trading in the U.S. Treasury Market (RePEc:cup:jfinqa:v:55:y:2020:i:1:p:117-157_4)
by Pasquariello, Paolo & Roush, Jennifer & Vega, Clara - Time-series and cross-sectional excess comovement in stock indexes (RePEc:eee:empfin:v:15:y:2008:i:3:p:481-502)
by Kallberg, Jarl & Pasquariello, Paolo - Informative trading or just costly noise? An analysis of Central Bank interventions (RePEc:eee:finmar:v:10:y:2007:i:2:p:107-143)
by Pasquariello, Paolo - Updating expectations: An analysis of post-9/11 returns (RePEc:eee:finmar:v:11:y:2008:i:4:p:400-432)
by Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo - The anatomy of financial crises: Evidence from the emerging ADR market (RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207)
by Pasquariello, Paolo - Prospect Theory and market quality (RePEc:eee:jetheo:v:149:y:2014:i:c:p:276-310)
by Pasquariello, Paolo - The on-the-run liquidity phenomenon (RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24)
by Pasquariello, Paolo & Vega, Clara - Central bank intervention and the intraday process of price formation in the currency markets (RePEc:eee:jimfin:v:29:y:2010:i:6:p:1045-1061)
by Pasquariello, Paolo - Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping (RePEc:eee:mulfin:v:12:y:2002:i:2:p:107-133)
by Pasquariello, Paolo - Informed and strategic order flow in the bond markets (RePEc:fip:fedgif:874)
by Paolo Pasquariello & Clara Vega - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Strategic Cross-Trading in the U.S. Stock Market (RePEc:oup:revfin:v:19:y:2015:i:1:p:229-282.)
by Paolo Pasquariello & Clara Vega - Imperfect Competition, Information Heterogeneity, and Financial Contagion (RePEc:oup:rfinst:v:20:y:2007:i:2:p:391-426.)
by Paolo Pasquariello - Informed and Strategic Order Flow in the Bond Markets (RePEc:oup:rfinst:v:20:y:2007:i:6:p:1975-2019)
by Paolo Pasquariello & Clara Vega - Does Asymmetric Information Drive Capital Structure Decisions? (RePEc:oup:rfinst:v:22:y:2009:i:8:p:3211-3243)
by Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu - Financial Market Dislocations (RePEc:oup:rfinst:v:27:y:2014:i:6:p:1868-1914.)
by Paolo Pasquariello - Government Intervention and Arbitrage (RePEc:oup:rfinst:v:31:y:2018:i:9:p:3344-3408.)
by Paolo Pasquariello - Views: Use and abuse (RePEc:pal:assmgt:v:2:y:2001:i:1:d:10.1057_palgrave.jam.2240034)
by A Muralidhar & P Pasquariello - Excess mortality from COVID-19: a commentary on the Italian experience (RePEc:spr:ijphth:v:65:y:2020:i:5:d:10.1007_s00038-020-01399-y)
by Paolo Pasquariello & Saverio Stranges - An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets (RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:169-212)
by Jarl G. Kallberg & Paolo Pasquariello