Paolo Pasquariello : Citation Profile

University of Michigan

15

H index

16

i10 index

879

Citations

RESEARCH PRODUCTION:

24

Articles

6

Papers

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 38
   Journals where Paolo Pasquariello has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 9 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa436
   Updated: 2026-06-06    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Schwarz, Marco (6)

Gehrig, Thomas (6)

Moinas, Sophie (6)

Caporin, Massimiliano (6)

Nielsson, Ulf (6)

Chernov, Mikhail (6)

Harris, Jeffrey (6)

Degryse, Hans (6)

Frijns, Bart (6)

Shachar, Or (6)

Schuerhoff, Norman (6)

Scaillet, Olivier (6)

Deev, Oleg (6)

Wolff, Christian (6)

Füllbrunn, Sascha (6)

Holzmeister, Felix (6)

Alexeev, Vitali (6)

Park, Andreas (6)

Lof, Matthijs (6)

Vilkov, Grigory (6)

Prokopczuk, Marcel (6)

Ødegaard, Bernt (6)

Dimpfl, Thomas (6)

Korajczyk, Robert (6)

Zhang, S. Sarah (6)

Bos, Charles (6)

Taylor, Nick (6)

Foucault, Thierry (6)

Talavera, Oleksandr (6)

Renault, Thomas (6)

Roy, Saurabh (6)

Frömmel, Michael (6)

FERROUHI, EL MEHDI (6)

Xia, Shuo (6)

Liew, Chee (6)

Ferrara, Gerardo (6)

Tonks, Ian (6)

Xiu, Dacheng (6)

Jurkatis, Simon (6)

Hurlin, Christophe (6)

Brownlees, Christian (6)

Pastor, Lubos (6)

Johannesson, Magnus (6)

Pelizzon, Loriana (6)

Dumitrescu, Ariadna (6)

Wilhelmsson, Anders (6)

Sarno, Lucio (6)

Rinne, Kalle (6)

LINTON, OLIVER (6)

Ranaldo, Angelo (6)

Sojli, Elvira (6)

Stefanova, Denitsa (6)

Reitz, Stefan (6)

Gerritsen, Dirk (6)

Davies, Ryan (6)

Dreber, Anna (6)

Söderlind, Paul (6)

Menkveld, Albert (6)

Palan, Stefan (6)

Smales, Lee (6)

Neszveda, Gabor (5)

Shui, Jessica (5)

Bohorquez Correa, Santiago (5)

Horenstein, Alex (5)

Verousis, Thanos (5)

CAPELLE-BLANCARD, Gunther (5)

Eugster, Nicolas (5)

Kazak, Ekaterina (5)

Roesch, Dominik (5)

Deku, Solomon (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

Koetter, Michael (5)

Aloosh, Arash (5)

Schenk-Hoppé, Klaus (5)

Tang, Yuehua (5)

Walther, Thomas (5)

Hambuckers, Julien (5)

Huang, Wenqian (5)

Wong, Wing-Keung (4)

van Kervel, Vincent (4)

Gil-Bazo, Javier (4)

Güçbilmez, Ufuk (4)

Colliard, Jean-Edouard (4)

Ait-Sahalia, Yacine (4)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

Mihet, Roxana (3)

He, Xuezhong (Tony) (3)

Abudy, Menachem (3)

Patel, Vinay (2)

Gorbenko, Arseny (2)

Rakowski, David (2)

Zhou, Chen (2)

Adrian, Tobias (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Patton, Andrew (2)

Bjønnes, Geir (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Kearney, Fearghal (2)

Lopez-Lira, Alejandro (2)

PASCUAL, ROBERTO (2)

Hasse, Jean-Baptiste (2)

Theissen, Erik (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Bouri, Elie (2)

Roy, Saurabh (2)

Putnins, Talis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Pasquariello.

Is cited by:

Liow, Kim (15)

Menkhoff, Lukas (12)

Fleming, Michael (9)

GUPTA, RANGAN (8)

Füss, Roland (8)

Asongu, Simplice (8)

Holzmeister, Felix (7)

Sévi, Benoît (7)

Dominguez, Kathryn (6)

Huber, Christoph (6)

Neely, Christopher (6)

Cites to:

Bollerslev, Tim (23)

Harvey, Campbell (21)

Kaminsky, Graciela (17)

Bekaert, Geert (17)

Diebold, Francis (16)

Andersen, Torben (16)

Subrahmanyam, Avanidhar (15)

Vega, Clara (15)

Lyons, Richard (13)

Shleifer, Andrei (12)

Grossman, Sanford (12)

Main data

Where Paolo Pasquariello has published?

Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Financial and Quantitative Analysis3
Real Estate Economics2
Journal of Financial Markets2

Recent works citing Paolo Pasquariello (2025 and 2024)

YearTitle of citing document
2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025The Role of Financial Strain and Trust in Government in Shaping Taxpayer Compliance: A Conceptual Review. (2025). Pinjaman, Saizal Bin ; Yi, Phoen Chua ; Anwar, Mohd Allif. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:11:p:5841-5852.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025Stock market liberalisation and debt maturity structure: Evidence from the Shanghai‐Hong Kong Stock Connect. (2025). Yang, Shenggang ; Dai, Pengyi ; Feng, Mengjun ; Yao, Dequan. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:143-167.

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2025Visual annual reports and stock price crash risk. (2025). Xiang, Rui ; Lin, Rongyu ; Shen, LU ; Song, Congmin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:2:p:2035-2064.

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2024Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Tang, Sha ; Feng, Juzhang ; Zhong, Junhao. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market. (2024). Kitamura, Tomiyuki ; Fukuma, Noritaka ; Matsuda, Naoki ; Watanabe, Kota ; Maehashi, Kohei ; Takemura, Keita. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e09.

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2024On Credibility and Causality in Economics: A Critical Appraisal. (2024). Wichardt, Philipp C ; Bergh, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11224.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Holzmeister, Felix ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Weinberg, Stephen E ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Herman, Clment ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Prtner, Claus C ; Chen, Weiwei ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Woahid, S M ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Kronenberg, Christoph ; McCarthy, Ian M ; Zanoli, Raffaele ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Bjoerkheim, Markus ; Arenas, Andreu ; Pitknen, Visa ; Tatan, Hseyin ; Burli, Pralhad H ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Farquharson, Christine ; Schaak, Henning ; French, Evaewero ; Roeckert, Julian ; Rodriguez, Abel ; Westheide, Christian ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Peukert, Christian ; Sanogo, Vassiki ; Gilpin, Gregory ; Gayaker, Savas ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Karney, Daniel ; Wang, Yue ; Prakash, Manab ; Klotzbcher, Valentin ; Falken, Grace ; Imtiaz, Saad M ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Reimao, Maira ; Baker, Bradley ; Waters, Tom ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Lee, Ryan ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Herns, Ystein ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Goldhaber, Dan ; Feyman, Yevgeniy ; Mogge, Lukas. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2025Enterprise digital transformation and investment efficiency: Empirical evidence from listed enterprises in China. (2025). Zhu, Mengnan ; Bi, Jiefeng ; Guo, Panting. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007825000168.

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2024Exporting corporate social responsibility: Evidence from foreign bank entry. (2024). Zheng, Xiaojia ; Shen, Yanyan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923000835.

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2024Liquid stock as an acquisition currency. (2024). nanda, vikram ; Huang, Sheng ; Maharjan, Johan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245.

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2024Information matters: The effectiveness of mixed-ownership reform in mitigating financial constraints. (2024). Zhou, Zhou ; Qiu, Yitian ; Dang, Jingqi ; Tu, Bingqian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1115-1132.

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2025Virtue over Deception: Confucian Culture and Corporate Greenwashing Behavior. (2025). Song, Zenglu ; Lu, Jinjing ; Xu, Xinkuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1569-1591.

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2025Business Environment and Bond Credit Ratings: Evidence from China’s Bond Market. (2025). Li, Chuntao ; Xie, Yige. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:764-789.

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2024Top managers with information technology backgrounds and digital transformation: Evidence from small and medium companies. (2024). Zhang, Kaixia ; Bu, Caiqi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004418.

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2024Impact of information technology and industrial development on corporate ESG practices: Evidence from a pilot program in China. (2024). , Xiaojun ; Lu, Meiting ; Zheng, Lingfeng ; Ai, Junwei ; Wang, Jianye. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001627.

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2024Automating efficiency: The impact of industrial robots on labor investment in China. (2024). Cao, Yuqiang ; Liu, Yunxin ; Shan, Yaowen ; Lu, Meiting ; Xu, Jiangang. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002062.

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2025Non-fundamental information disclosure and discretionary liquidity trading. (2025). Yang, Qingshan ; Liu, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000331.

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2025Bank fintech and lending distance: The role of information asymmetry and risk management channels. (2025). Wang, Yingdong ; Jiao, Wenniu ; Feng, Jue. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s026499932500149x.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2025Hedge funds network and stock price crash risk. (2025). Borjigin, Sumuya ; Xiang, Youtao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002134.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2026Monitoring cointegration in systems of cointegrating relationships. (2026). Wied, Dominik ; Theising, Etienne. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:61-86.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2025Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms. (2025). Si, Haitao ; Zhu, Dandan ; Li, Yuyan ; Jin, Xianzhe. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000342.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2025Actual controllers with foreign residency rights and corporate tax avoidance: Evidence from private listed companies in China. (2025). Pan, Xiaozhen ; Aimaiti, Sabahati. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001207.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025Tick size and firm financing decisions: Evidence from a natural experiment. (2025). Chen, Yangyang ; Yang, Xin ; Ofosu, Emmanuel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000738.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2025In the shadows of opacity: Firm information quality and latent factor model performance. (2025). Zhang, Guanglong ; Wang, Chuyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000572.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2025Enterprise digitalization and bank-enterprise ESG consistency: Evidence from China. (2025). Yan, Jingzhou ; Deng, Guoying ; Fu, XU ; Zou, Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002832.

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2025Digital ripples: The impact of customers digital transformation on the financing constraints of suppliers. (2025). Li, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004740.

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2025When opaque firms borrow: The role of investor sentiment. (2025). Surez, Nuria ; Ferrer, Elena. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004971.

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2025Can readability of the ESG report alleviate rating divergence?. (2025). Cao, Qilin ; Ren, Qian ; Jia, Haochen ; Wang, Wenke. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006313.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x.

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2025Greenwashing or green evolution: Can transition finance empower green innovation in carbon-intensive enterprise?. (2025). Wang, Yao. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007580.

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2024Digital transformation tone signal and the cost of equity: Evidence from Chinese listed companies. (2024). Huang, Xiaoxia ; Guo, Borui. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010929.

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2024The impact of bank fintech on ESG greenwashing. (2024). Liu, Zhuang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002290.

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2024Narrative R&D disclosure and bank loans: Evidence from China. (2024). Yin, Yugang ; Liu, Yahui ; Liang, Qingwen ; Zhao, Qicheng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002897.

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2024Private enterprise identity and short-term debt for long-term investment: Evidence from China. (2024). Dai, Yanwen ; Huang, Xuanhao ; Mu, Ruirui ; Chen, Lirong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009310.

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2024Does the online interaction between retail investors and firms affect stock price synchronicity?. (2024). Li, Weiwei ; Zhang, Xiaojia ; Liu, Jialiang ; Huang, Zhenxing. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012303.

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2024The power of the many: how retail investor attention reshapes corporate trade credit and bank loans. (2024). Li, Weiping ; Liu, Cai ; Xie, Chenyuan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012467.

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2024The Information content of annual report and cost of equity capital: Based on Text Vectorization Method. (2024). Fan, Chongjun ; Shi, Zhan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012893.

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2025The reform of property law and debt concentration choices. (2025). Tang, Minmin ; Dai, Xiaosha ; Ju, Jingjin ; Hu, Xiaofan ; Liu, Zihan. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003642.

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2025United in green: Institutional dual ownership and corporate green innovation. (2025). Zhang, Yanyuan ; Ding, Yanqi ; Yan, Weichen. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010724.

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2025When climate policies waver: Firms, debt, and the investment-financing maturity mismatch. (2025). Ren, Boru ; Liu, Junjie ; Ma, Junfeng ; Tan, Chunzhi. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s154461232501284x.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Stabilizing the financial markets through communication and informed trading. (2024). Wang, Gaowang ; Huang, Shaoan ; Guo, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000156.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2025Trading behavior, asset price, and market quality: Based on probabilistic attitude. (2025). Zhang, Shunming ; Sun, Jianchun. In: Journal of Financial Markets. RePEc:eee:finmar:v:76:y:2025:i:c:s1386418125000308.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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2025On the role of provenance in NFT trades. (2025). Xie, Ying ; Haruvy, Ernan ; Alavi, Soogand. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:3:p:610-625.

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2026The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States. (2026). Chen, Zhang-Hangjian ; Gao, Xiang ; Yi, Miaomiao ; Ren, Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001489.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Real earnings management and debt choice. (2024). Jones, Stewart ; Uddin, Mohammad Riaz ; Alam, Nurul ; Hasan, Mostafa Monzur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s104244312400146x.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025Public attention, political ties and digital transformation of private enterprises: Evidence from the Hurun Rich List in China. (2025). Shu, Fangyu ; Pan, Yinghao ; Zou, Jingxian ; Jin, Miao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001490.

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2025The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154.

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2025Product market power, informational asymmetries and stock liquidity: Evidence from Indian firms. (2025). Paul, Sunil ; Jacob, Tinu Iype. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s1703494925000295.

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2025Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

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2025Perceived problems, causes, and solutions of finance research reproducibility and replicability: A pre-registered report. (2025). Brosnan, Mark ; Ali, Searat ; Chai, Daniel ; Hasso, Tim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003160.

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2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2025Insider trading and government intervention. (2025). Yang, Qingshan ; Liu, Hong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025002679.

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2025Network centrality and market information efficiency: Evidence from corporate site visits in China. (2025). Borjigin, Sumuya ; Xiang, Youtao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007488.

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2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

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2024Effect of information disclosure on firms direct financing in emerging securities markets. (2024). Tseng, Jauling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:54-68.

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2024Analyst coverage and default risk. (2024). Verdoliva, Vincenzo ; Fiorillo, Paolo ; Salerno, Dario ; Meles, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004040.

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2024Common investor coverage and excess return comovement: Evidence from Seeking Alpha. (2024). Long, Huaigang ; Zaremba, Adam ; Zhou, Hang ; Zhang, Hanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006853.

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2024Analyst cliques coverage and the speed of leverage adjustment: Evidence from China. (2024). Liu, Xiaojun ; Huang, Kang ; Ouyang, Hongbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007238.

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2025Labor heterogeneity, labor adjustment costs, and externally financed firm growth. (2025). Yung, Kenneth ; An, Enxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008062.

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2025Earnings informativeness, debt financing, and managerial characteristics. (2025). Chen, Li-Yu ; Li, Chun-Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000103.

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2024Potential risks in the easy market access: A perspective from corporate asset-debt maturity mismatch. (2024). Hu, Mingsheng ; Li, Bowen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s027553192400117x.

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2024Narrative innovation disclosure and stock price crash risk: Evidence from Chinese listed firms. (2024). Dai, Pengyi ; Yuan, LI ; Tao, Jing ; Li, Haitong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002721.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2025Registration reform and stock mispricing: Causal inference based on double machine learning. (2025). Li, Cheng ; Tang, Jiaxuan ; Wang, Yewen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004616.

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2025Investor-company interactions and stock price crash risk: Evidence from China. (2025). Yang, Liwen ; Ruan, Lei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000868.

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2025Management integrity and the cost of equity capital: Evidence from Chinese listed firms. (2025). Yang, MO ; Yue, Sishi ; Cao, Jiawei ; Dong, Dayong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001916.

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2025Does common ownership affect stock price synchronicity?. (2025). Zhu, Pingheng ; Zhao, Lili ; Sun, Bohong ; Liu, Wenhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002016.

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More than 100 citations found, this list is not complete...

Works by Paolo Pasquariello:

YearTitleTypeCited
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article32
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 32		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2002Regime Shifts in Asian Equity and Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article51
2014On the Price Comovement of U.S. Residential Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article32
2009On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article83
2020Government Intervention and Strategic Trading in the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2024Speculation with Information Disclosure In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2008Time-series and cross-sectional excess comovement in stock indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article52
2007Informative trading or just costly noise? An analysis of Central Bank interventions In: Journal of Financial Markets.
[Full Text][Citation analysis]		article30
2008Updating expectations: An analysis of post-9/11 returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2008The anatomy of financial crises: Evidence from the emerging ADR market In: Journal of International Economics.
[Full Text][Citation analysis]		article17
2014Prospect Theory and market quality In: Journal of Economic Theory.
[Full Text][Citation analysis]		article13
2009The on-the-run liquidity phenomenon In: Journal of Financial Economics.
[Full Text][Citation analysis]		article58
2010Central bank intervention and the intraday process of price formation in the currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
2002Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
2006Informed and strategic order flow in the bond markets In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper112
2007Informed and Strategic Order Flow in the Bond Markets.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		article
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2024Agency Costs and Strategic Speculation in the U.S. Stock Market In: The Review of Corporate Finance Studies.
[Full Text][Citation analysis]		article0
2015Strategic Cross-Trading in the U.S. Stock Market In: Review of Finance.
[Full Text][Citation analysis]		article20
2007Imperfect Competition, Information Heterogeneity, and Financial Contagion In: The Review of Financial Studies.
[Full Text][Citation analysis]		article44
2009Does Asymmetric Information Drive Capital Structure Decisions? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article210
2014Financial Market Dislocations In: The Review of Financial Studies.
[Full Text][Citation analysis]		article43
2018Government Intervention and Arbitrage In: The Review of Financial Studies.
[Full Text][Citation analysis]		article9
2001Views: Use and abuse In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2020Excess mortality from COVID-19: a commentary on the Italian experience In: International Journal of Public Health.
[Full Text][Citation analysis]		article3
2005An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets In: The Journal of Business.
[Full Text][Citation analysis]		article26

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