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Pasquariello, Paolo


 SSRN Author Rank: 2,676 by Downloads
 Assistant Professor
 

The Stephen M. Ross School of Business at the University of Michigan


 701 Tappan Street
 Room R4434
 Ann Arbor, MI 48109
 United States
 734-764-9286 (Phone)
 240-526-7168 (Fax)
 HOME PAGE: http://webuser.bus.umich.edu/ppasquar/
 email address

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. Pasquariello, Paolo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,296
Total
Citations
269
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Bharath, Sreedhar T.
Arizona State University - W.P. Carey School of Business
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Wu, Guojun
University of Houston
Posted:
06 Mar 06
Last Revised:
29 Jul 10
2,610
(2,279)
51

2.   Incl. Electronic Paper
Brenner, Menachem
New York University (NYU) - Department of Finance
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Subrahmanyam, Marti G.
New York University - Stern School of Business
Posted:
04 Mar 05
Last Revised:
23 Dec 08
765
(17,363)
2

3.  
The Microstructure of Currency Markets: An Empirical Model of Intra-day Return and Bid-Ask Spread Behavior | Show Abstract | Download |
EFMA 2001 Lugano Meetings; Stern School of Business Working Paper
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
29 Jan 01
700
(19,760)
5

4.  
Time-Series and Cross-Sectional Excess Comovement in Stock Indexes | Show Abstract | Download |
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Working Paper Series
Kallberg, Jarl G.
New York University (NYU) - Department of Finance
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
23 Jun 03
524
(29,478)
22

5.   Incl. Electronic Paper
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
11 Jul 01
Last Revised:
28 Jan 09
370
(45,816)
12

6.   Incl. Electronic Paper
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
26 Feb 02
Last Revised:
15 Apr 09
347
(49,470)
13

7.  
The New Asia: Regime Shifts in Currency and Equity Markets | Show Abstract | Download |
EFMA 2001 Lugano; AFA 2001 New Orleans
Working Paper Series
Kallberg, Jarl G.
New York University (NYU) - Department of Finance
Liu, Crocker H.
Arizona State University
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
07 Dec 00
323
(53,949)
 

8.  
Strategic Order Flow in the On-the-Run and Off-the-Run Bond Markets | Show Abstract | Download |
Ross School of Business Working Paper No. 1054, EFA 2007 Ljubljana Meetings Paper, Simon School Working Paper No. FR 06-09
Working Paper Series
Vega, Clara
Board of Governors of the Federal Reserve System
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
11 Oct 06
296
(59,707)
22

9.  
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
18 Aug 07
Last Revised:
13 Jun 13
289
(61,342)
 

10.  
Informed and Strategic Order Flow in the Bond Market | Show Abstract | Download |
AFA 2007 Chicago Meetings Paper
Working Paper Series
Vega, Clara
Board of Governors of the Federal Reserve System
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
01 Mar 05
287
(61,812)
51

11.  
Are Financial Crises Indeed 'Crises?' Evidence from the Emerging ADR Market | Show Abstract | Download |
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2715
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
23 Jun 04
255
(70,341)
4

12.  
The Real Estate Market in the Aftermath of September 11 | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper
Working Paper Series
Liu, Crocker H.
Arizona State University
Kallberg, Jarl G.
New York University (NYU) - Department of Finance
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
12 Jun 04
245
(73,471)
2

13.   Incl. Electronic Paper
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
23 Apr 03
Last Revised:
29 Jul 10
239
(75,326)
14

14.  
Strategic Cross-Trading in the U.S. Stock Market | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Vega, Clara
Board of Governors of the Federal Reserve System
Posted:
29 Jan 09
206
(87,903)
4

15.   Incl. Electronic Paper
Kallberg, Jarl G.
New York University (NYU) - Department of Finance
Liu, Crocker H.
Arizona State University
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
05 May 05
Last Revised:
29 Dec 08
202
(89,577)
6

16.   Incl. Electronic Paper
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
19 Dec 00
Last Revised:
25 Jul 01
163
(109,595)
 

17.  
Financial Market Dislocations | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
26 Feb 11
Last Revised:
11 Jan 13
128
(134,678)
 

18.   Incl. Electronic Paper
Vega, Clara
Board of Governors of the Federal Reserve System
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
22 Dec 06
Last Revised:
29 Sep 09
111
(150,056)
52

19.  
Political Uncertainty and Financial Market Quality | Show Abstract | Download |
Ross School of Business Paper No. 1232
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Zafeiridou, Christina
University of Michigan - Stephen M. Ross School of Business
Posted:
12 Apr 14
Last Revised:
18 Apr 14
70
(201,906)
 

20.  
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Vega, Clara
Board of Governors of the Federal Reserve System
Posted:
26 Feb 11
Last Revised:
15 Mar 12
65
(210,145)
1

21.   Incl. Electronic Paper
Kallberg, Jarl G.
New York University (NYU) - Department of Finance
Liu, Crocker Herbert
Cornell University - School of Hotel Administration
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
19 Feb 08
Last Revised:
07 Aug 12
56
(226,671)
 

22.  
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
03 Nov 08
23
(315,175)
8

23.  
Government Intervention and Arbitrage | Show Abstract | Download |
Ross School of Business Paper No. 1240
Working Paper Series
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
25 May 14
Last Revised:
24 Jun 14
22
(319,310)
 

24.  
On the Price Comovement of U.S. Residential Real Estate Markets | Show Abstract | Download |
Real Estate Economics, Vol. 42, Issue 1, pp. 71-108, 2014
Accepted Paper Series
Kallberg, Jarl
Independent
Liu, Crocker H.
Arizona State University
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
18 Feb 14
0
(424,879)
 

25.  
The On-the-Run Liquidity Phenomenon | Show Abstract |
Journal of Financial Economics (JFE), forthcoming, Ross School of Business Working Paper No. 1054, EFA 2007 Ljubljana Meetings Paper, Simon School Working Paper No. FR 06-09
Accepted Paper Series
Vega, Clara
Board of Governors of the Federal Reserve System
Pasquariello, Paolo
The Stephen M. Ross School of Business at the University of Michigan
Posted:
04 Jun 08
 


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