Details about Paolo Pasquariello

Access statistics for papers by Paolo Pasquariello.

Last updated 2009-08-07. Update your information in the RePEc Author Service.

Short-id: ppa436

Working Papers

2006

1. Informed and strategic order flow in the bond markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Review of Financial Studies (2007)

Journal Articles

2009

1. Does Asymmetric Information Drive Capital Structure Decisions?
   Review of Financial Studies, 2009, 22, (8), 3211-3243 View citations
2. The on-the-run liquidity phenomenon
   Journal of Financial Economics, 2009, 92, (1), 1-24

2008

3. The anatomy of financial crises: Evidence from the emerging ADR market
   Journal of International Economics, 2008, 76, (2), 193-207
4. Time-series and cross-sectional excess comovement in stock indexes
   Journal of Empirical Finance, 2008, 15, (3), 481-502 View citations
5. Updating expectations: An analysis of post-9/11 returns
   Journal of Financial Markets, 2008, 11, (4), 400-432 View citations

2007

6. Informative trading or just costly noise? An analysis of Central Bank interventions
   Journal of Financial Markets, 2007, 10, (2), 107-143 View citations
7. Informed and Strategic Order Flow in the Bond Markets
   Review of Financial Studies, 2007, 20, (6), 1975-2019 View citations
   See also Working Paper (2006)

2005

8. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets
   Journal of Business, 2005, 78, (1), 169-212 View citations

2002

9. Regime Shifts in Asian Equity and Real Estate Markets
   Real Estate Economics, 2002, 30, (2), 263-291 View citations
10. Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping
    Journal of Multinational Financial Management, 2002, 12, (2), 107-133 View citations