Paolo Pasquariello - Concepedia

Author

Paolo Pasquariello

Ross School ORCID

Also Known As

P Pasquariello, PAOLO PASQUARIELLO, Paolo Pasquariello, Pasquariello, Paolo

Publications

2.7K

Citations

H-Index

Concepts

All Affiliations

Ross School University of Michigan New York University Federal Reserve Board of Governors Federal Reserve

About

Paolo Pasquariello is an author at Ross School specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	17	1K
2	Economics	12	12	796
3	Management	4	4	202
4	Law	1	1	40
5	Accounting	1	1	14

Paolo Pasquariello

Publications

2.6K

Citations

H-Index

Page 1

	Year	Citations
Does Asymmetric Information Drive Capital Structure Decisions? Sreedhar T. Bharath, Paolo Pasquariello, Guojun Wu Review of Financial Studies	2008	649
Informed and Strategic Order Flow in the Bond Markets Paolo Pasquariello, Clara Vega Review of Financial Studies	2007	247
Does Asymmetric Information Drive Capital Structure Decisions? Sreedhar T. Bharath, Paolo Pasquariello, Guojun Wu SSRN Electronic Journal	2006	181
On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements Menachem Brenner, Paolo Pasquariello, Marti G. Subrahmanyam Journal of Financial and Quantitative Analysis Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2009	181
Imperfect Competition, Information Heterogeneity, and Financial Contagion Paolo Pasquariello Review of Financial Studies	2006	123
Time-series and cross-sectional excess comovement in stock indexes Jarl G. Kallberg, Paolo Pasquariello Journal of Empirical Finance Financial EconomicsAsset PricingCross-sectional Excess ComovementFinancial Time Series AnalysisBusiness	2007	122
The on-the-run liquidity phenomenon Paolo Pasquariello, Clara Vega Journal of Financial Economics Market MicrostructureEconomicsFinancial EconomicsOn-the-run Liquidity PhenomenonLiquidity	2009	109
Financial Market Dislocations Paolo Pasquariello Review of Financial Studies Market MicrostructureEmpirical FinanceEconomicsTextbook Arbitrage ParitiesMarket Manipulation	2014	102
Regime Shifts in Asian Equity and Real Estate Markets Jarl G. Kallberg, Crocker H. Liu, Paolo Pasquariello Real Estate Economics Empirical FinanceEmerging MarketVolatility ModelingEconomicsFinancial Economics	2002	99
Nonstandard Errors Albert J. Menkveld, Anna Dreber, Felix Holzmeister, The Journal of Finance	2024	79

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