Paolo Pasquariello, Ph.D.
Affiliations: | 2003 | New York University, Graduate School of Business Administration |
Area:
FinanceGoogle:
"Paolo Pasquariello"Parents
Sign in to add mentor| Marti G. Subrahmanyam | grad student | 2003 | New York University, Graduate School of Business Administration | |
| (Market frictions in domestic and international financial markets.) | ||||
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Publications
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| Pasquariello P, Vega C. (2020) Government Intervention and Strategic Trading in the U.S. Treasury Market Journal of Financial and Quantitative Analysis. 55: 117-157 |
| Pasquariello P. (2018) Government Intervention and Arbitrage Review of Financial Studies. 31: 3344-3408 |
| Pasquariello P, Vega C. (2015) Strategic cross-trading in the U.S. stock market Review of Finance. 19: 229-282 |
| Pasquariello P. (2014) Financial market dislocations Review of Financial Studies. 27: 1868-1914 |
| Pasquariello P. (2014) Prospect Theory and market quality Journal of Economic Theory. 149: 276-310 |
| Kallberg JG, Liu CH, Pasquariello P. (2014) On the Price Comovement of U.S. Residential Real Estate Markets Real Estate Economics. 42: 71-108 |
| Pasquariello P. (2010) Central bank intervention and the intraday process of price formation in the currency markets Journal of International Money and Finance. 29: 1045-1061 |
| Bharath ST, Pasquariello P, Wu G. (2009) Does asymmetric information drive capital structure decisions Review of Financial Studies. 22: 3211-3243 |
| Brenner M, Pasquariello P, Subrahmanyam M. (2009) On the volatility and comovement of U.S. financial markets around macroeconomic news announcements Journal of Financial and Quantitative Analysis. 44: 1265-1289 |
| Pasquariello P, Vega C. (2009) The on-the-run liquidity phenomenon Journal of Financial Economics. 92: 1-24 |