Paolo Pasquariello

Prospect Theory and Market Quality

Paolo Pasquariello, P. Pasquariello, 2013, J. Econ. Theory.

On the Volatility and Comovement of U.S. Financial Markets Around Macroeconomic News Announcements

Paolo Pasquariello, Marti G. Subrahmanyam, Menachem Brenner, 2009 .

Imperfect Competition, Information Heterogeneity, and Financial Contagion

Paolo Pasquariello, P. Pasquariello, 2003 .

Disappointment Aversion Preferences, and the Credit Spread Puzzle

Paolo Pasquariello, Uday Rajan, Reuven Lehavy, 2013 .

Informative Trading or Just Noise? An Analysis of Currency Returns, Market Liquidity and Transaction Costs in Proximity of Central Bank Interventions

Paolo Pasquariello, P. Pasquariello, 2002 .

An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets

Paolo Pasquariello, Jarl G. Kallberg, J. Kallberg, 2005 .

Strategic Cross-Trading in the U.S. Stock Market

Paolo Pasquariello, Clara Vega, Clara Vega, 2009 .