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Paolo Pasquariello

Global rank #3055 96%

Institution: University of Michigan

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://webuser.bus.umich.edu/ppasquar/

First Publication: 2007

Most Recent: 2024

RePEc ID: ppa436 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.01 1.01 0.00 1.02
Last 10 Years 0.00 2.02 1.68 0.00 5.71
All Time 0.00 12.74 5.36 0.00 30.85

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 18.18

Publications (14)

Year Article Journal Tier Authors
2024 Nonstandard Errors Journal of Finance A 343
2024 Speculation with Information Disclosure Journal of Financial and Quantitative Analysis B 2
2020 Government Intervention and Strategic Trading in the U.S. Treasury Market Journal of Financial and Quantitative Analysis B 3
2018 Government Intervention and Arbitrage The Review of Financial Studies A 1
2015 Strategic Cross-Trading in the U.S. Stock Market Review of Finance B 2
2014 Prospect Theory and market quality Journal of Economic Theory A 1
2014 Financial Market Dislocations The Review of Financial Studies A 1
2010 Central bank intervention and the intraday process of price formation in the currency markets Journal of International Money and Finance B 1
2009 On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements Journal of Financial and Quantitative Analysis B 3
2009 The on-the-run liquidity phenomenon Journal of Financial Economics A 2
2009 Does Asymmetric Information Drive Capital Structure Decisions? The Review of Financial Studies A 3
2008 The anatomy of financial crises: Evidence from the emerging ADR market Journal of International Economics A 1
2007 Imperfect Competition, Information Heterogeneity, and Financial Contagion The Review of Financial Studies A 1
2007 Informed and Strategic Order Flow in the Bond Markets The Review of Financial Studies A 2