Paolo Pasquariello

Economics, Econometrics and Finance · Social Sciences

24h-index2.7kcitations71works79.02yr avg
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Research Topics

Financial Markets and Investment Strategies(52), Market Dynamics and Volatility(22), Monetary Policy and Economic Impact(16), Complex Systems and Time Series Analysis(16), Global Financial Crisis and Policies(14)

Publications69 total

Speculation with Information Disclosure
Journal of Financial and Quantitative Analysis·2023· 14 citedOpen Access
Agency Costs and Strategic Speculation in the U.S. Stock Market
The Review of Corporate Finance Studies·2022· 3 cited
Speculation and Liquidity in Stock and Corporate Bond Markets
SSRN Electronic Journal·2021· 6 citedOpen Access
Quants, Strategic Speculation, and Financial Market Quality
SSRN Electronic Journal·2021· 5 citedOpen Access
Excess mortality from COVID-19: a commentary on the Italian experience
International Journal of Public Health·2020· 24 citedOpen Access
Excess Mortality from COVID-19: Lessons Learned from the Italian Experience
Preprints.org·2020· 6 citedOpen Access
Excess Mortality from COVID-19: Lessons Learned from the Italian Experience
Preprints.org·2020· 6 citedOpen Access
Government Intervention and Strategic Trading in the U.S. Treasury Market
Journal of Financial and Quantitative Analysis·2018· 29 citedOpen Access
Government Intervention and Arbitrage
Review of Financial Studies·2017· 40 cited
Speculation with Information Disclosure
SSRN Electronic Journal·2016· 6 citedOpen Access
Agency Costs and Strategic Speculation in the U.S. Stock Market
Deep Blue (University of Michigan)·2015Open Access
Agency Costs and Strategic Speculation in the U.S. Stock Market
SSRN Electronic Journal·2015· 1 citedOpen Access
Government Intervention and Arbitrage
Deep Blue (University of Michigan)·2014Open Access
Political Uncertainty and Financial Market Quality
Deep Blue (University of Michigan)·2014Open Access
Financial Market Dislocations
Review of Financial Studies·2014· 102 cited
Political Uncertainty and Financial Market Quality
SSRN Electronic Journal·2014· 28 citedOpen Access
Government Intervention and Arbitrage
SSRN Electronic Journal·2014· 1 citedOpen Access
Strategic Cross-Trading in the U.S. Stock Market
European Finance Review·2013· 64 citedOpen Access
On the Price Comovement of U.S. Residential Real Estate Markets
Real Estate Economics·2013· 57 citedOpen Access
Prospect Theory and market quality
Journal of Economic Theory·2013· 43 cited
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Frequent Co-authors

Clara Vega(9), Jarl G. Kallberg(9), Crocker H. Liu(6), Saverio Stranges(3), Sreedhar T. Bharath(2), Guojun Wu(2), Menachem Brenner(2), Marti G. Subrahmanyam(2), Jennifer E. Roush(1), Christina Zafeiridou(1), Yifei Wang(1), Crocker H. Liu(1), Mirela Sandulescu(1), Yifei Wang(1), George Malikov(1), Qiaoqiao Zhu(1)