Information about:
Paolo Pasquariello

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://webuser.bus.umich.edu/ppasquar/
Postal Address:
Phone:

Affiliation

• Ross School of Business
  University of Michigan

  Location: Ann Arbor, Michigan (United States)
  Homepage: http://www.bus.umich.edu/
  Email:
  Phone:
  Fax:
  Postal: 701 Tappan Street, Ann Arbor, MI 48109-1231
  Handle: RePEc:edi:bsumius (registered authors at this institution)

Working papers

1. Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers 874, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   Published as:
   • Paolo Pasquariello & Clara Vega, 2007. "Informed and Strategic Order Flow in the Bond Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(6), pages 1975-2019, November. [Downloadable!] (restricted)

1. Pasquariello, Paolo & Vega, Clara, 2009. "The on-the-run liquidity phenomenon," Journal of Financial Economics, Elsevier, vol. 92(1), pages 1-24, April. [Downloadable!] (restricted)

2. Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu, 2009. "Does Asymmetric Information Drive Capital Structure Decisions?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(8), pages 3211-3243, August. [Downloadable!] (restricted)

3. Brenner, Menachem & Pasquariello, Paolo & Subrahmanyam, Marti, 2009. "On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(06), pages 1265-1289, December. [Downloadable!]

4. Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo, 2008. "Updating expectations: An analysis of post-9/11 returns," Journal of Financial Markets, Elsevier, vol. 11(4), pages 400-432, November. [Downloadable!] (restricted)

5. Kallberg, Jarl & Pasquariello, Paolo, 2008. "Time-series and cross-sectional excess comovement in stock indexes," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 481-502, June. [Downloadable!] (restricted)

6. Pasquariello, Paolo, 2008. "The anatomy of financial crises: Evidence from the emerging ADR market," Journal of International Economics, Elsevier, vol. 76(2), pages 193-207, December. [Downloadable!] (restricted)

7. Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May. [Downloadable!] (restricted)

8. Paolo Pasquariello & Clara Vega, 2007. "Informed and Strategic Order Flow in the Bond Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(6), pages 1975-2019, November. [Downloadable!] (restricted)
   Other versions:
   • Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers 874, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

9. Jarl G. Kallberg & Paolo Pasquariello, 2005. "An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets," Journal of Business, University of Chicago Press, vol. 78(1), pages 169-212, January. [Downloadable!]

10. Pasquariello, Paolo, 2002. "Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 107-133, April. [Downloadable!] (restricted)

11. Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello, 2002. "Regime Shifts in Asian Equity and Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(2), pages 263-291. [Downloadable!] (restricted)

1. NEP-CSE: Economics of Strategic Management (1) 2007-01-02 Author is listed
2. NEP-MST: Market Microstructure (1) 2007-01-02 Author is listed

This page was last updated on 2010-1-27.