Details about Paolo Pasquariello

Access statistics for papers by Paolo Pasquariello.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: ppa436

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2006

2. 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 (21)
   See also Journal Article Informed and Strategic Order Flow in the Bond Markets, The Review of Financial Studies, Society for Financial Studies (2007) View citations (93) (2007)

Journal Articles

2024

1. Agency Costs and Strategic Speculation in the U.S. Stock Market
   The Review of Corporate Finance Studies, 2024, 13, (1), 147-190
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)
3. Speculation with Information Disclosure
   Journal of Financial and Quantitative Analysis, 2024, 59, (3), 956-1002

2020

4. Excess mortality from COVID-19: a commentary on the Italian experience
   International Journal of Public Health, 2020, 65, (5), 529-531 View citations (3)
5. Government Intervention and Strategic Trading in the U.S. Treasury Market
   Journal of Financial and Quantitative Analysis, 2020, 55, (1), 117-157 View citations (8)

2018

6. Government Intervention and Arbitrage
   The Review of Financial Studies, 2018, 31, (9), 3344-3408 View citations (6)

2015

7. Strategic Cross-Trading in the U.S. Stock Market
   Review of Finance, 2015, 19, (1), 229-282 View citations (19)

2014

8. Financial Market Dislocations
   The Review of Financial Studies, 2014, 27, (6), 1868-1914 View citations (37)
9. On the Price Comovement of U.S. Residential Real Estate Markets
   Real Estate Economics, 2014, 42, (1), 71-108 View citations (30)
10. Prospect Theory and market quality
    Journal of Economic Theory, 2014, 149, (C), 276-310 View citations (10)

2010

11. Central bank intervention and the intraday process of price formation in the currency markets
    Journal of International Money and Finance, 2010, 29, (6), 1045-1061 View citations (19)

2009

12. Does Asymmetric Information Drive Capital Structure Decisions?
    The Review of Financial Studies, 2009, 22, (8), 3211-3243 View citations (171)
13. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
    Journal of Financial and Quantitative Analysis, 2009, 44, (6), 1265-1289 View citations (83)
14. The on-the-run liquidity phenomenon
    Journal of Financial Economics, 2009, 92, (1), 1-24 View citations (55)

2008

15. The anatomy of financial crises: Evidence from the emerging ADR market
    Journal of International Economics, 2008, 76, (2), 193-207 View citations (15)
16. Time-series and cross-sectional excess comovement in stock indexes
    Journal of Empirical Finance, 2008, 15, (3), 481-502 View citations (51)
17. Updating expectations: An analysis of post-9/11 returns
    Journal of Financial Markets, 2008, 11, (4), 400-432 View citations (7)

2007

18. Imperfect Competition, Information Heterogeneity, and Financial Contagion
    The Review of Financial Studies, 2007, 20, (2), 391-426 View citations (48)
19. Informative trading or just costly noise? An analysis of Central Bank interventions
    Journal of Financial Markets, 2007, 10, (2), 107-143 View citations (31)
20. Informed and Strategic Order Flow in the Bond Markets
    The Review of Financial Studies, 2007, 20, (6), 1975-2019 View citations (93)
    See also Working Paper Informed and strategic order flow in the bond markets, International Finance Discussion Papers (2006) View citations (21) (2006)

2005

21. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets
    The Journal of Business, 2005, 78, (1), 169-212 View citations (29)

2002

22. Regime Shifts in Asian Equity and Real Estate Markets
    Real Estate Economics, 2002, 30, (2), 263-291 View citations (50)
23. 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 (2)

2001

24. Views: Use and abuse
    Journal of Asset Management, 2001, 2, (1), 47-55