14
H index
16
i10 index
787
Citations
University of Michigan | 14 H index 16 i10 index 787 Citations RESEARCH PRODUCTION: 24 Articles 6 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Pasquariello. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 5 |
Journal of Financial and Quantitative Analysis | 3 |
Real Estate Economics | 2 |
Journal of Financial Markets | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper |
2024 | Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Zhong, Junhao ; Tang, Sha ; Feng, Juzhang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Exporting 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. Full description at Econpapers || Download paper |
2024 | Liquid stock as an acquisition currency. (2024). Nanda, Vikram ; Maharjan, Johan ; Huang, Sheng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245. Full description at Econpapers || Download paper |
2024 | Information 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. Full description at Econpapers || Download paper |
2024 | Top managers with information technology backgrounds and digital transformation: Evidence from small and medium companies. (2024). Bu, Caiqi ; Zhang, Kaixia. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004418. Full description at Econpapers || Download paper |
2024 | Impact of information technology and industrial development on corporate ESG practices: Evidence from a pilot program in China. (2024). Jun, Xiao ; Lu, Meiting ; Zheng, Lingfeng ; Ai, Junwei ; Wang, Jianye. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001627. Full description at Econpapers || Download paper |
2024 | Automating efficiency: The impact of industrial robots on labor investment in China. (2024). Liu, Yunxin ; Shan, Yaowen ; Lu, Meiting ; Xu, Jiangang ; Cao, Yuqiang. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002062. Full description at Econpapers || Download paper |
2024 | Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Political 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. Full description at Econpapers || Download paper |
2024 | Social media information diffusion and excess stock returns co-movement. (2024). Li, Sai-Ping ; Wu, Wang-Long ; Chen, Zhang-Hangjian ; Koedijk, Kees G ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Political 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. Full description at Econpapers || Download paper |
2024 | Digital 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. Full description at Econpapers || Download paper |
2024 | The impact of bank fintech on ESG greenwashing. (2024). Li, Xingyi ; Liu, Zhuang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002290. Full description at Econpapers || Download paper |
2024 | Narrative R&D disclosure and bank loans: Evidence from China. (2024). Liu, Yahui ; Yin, Yugang ; Liang, Qingwen ; Zhao, Qicheng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002897. Full description at Econpapers || Download paper |
2024 | Private 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Disentangling 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. Full description at Econpapers || Download paper |
2024 | Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Real 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. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Estimating 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. Full description at Econpapers || Download paper |
2024 | Effect 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. Full description at Econpapers || Download paper |
2024 | Analyst 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. Full description at Econpapers || Download paper |
2024 | Narrative 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. Full description at Econpapers || Download paper |
2024 | Recession 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. Full description at Econpapers || Download paper |
2025 | Registration 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. Full description at Econpapers || Download paper |
2024 | Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Mazas-Perez, Cristina ; Alexeeva-Alexeev, Inna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
2025 | The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8. Full description at Econpapers || Download paper |
2025 | Voluntary disclosures and monetary policy: evidence from quantitative easing. (2025). Vincenzi, Roberto. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09827-7. Full description at Econpapers || Download paper |
2024 | Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators. (2024). Ulusoy, Veysel ; Kklerli, Kazam Berk. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_4. Full description at Econpapers || Download paper |
2024 | The Capital Structure Dynamics of SMEs in Kosovo: Evidence Using Panel Data. (2024). Besnik, Krasniqi ; Driton, Balaj ; Argjent, Qerimi. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:82-102:n:1006. Full description at Econpapers || Download paper |
2024 | Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533. Full description at Econpapers || Download paper |
2024 | Entrepreneur characteristics and financing patterns in SMES of MENA countries: Overcoming the burdens of liability of newness. (2024). Fakhfakh, Imen ; Khanchel, Imen ; Lassoued, Naima ; Etteyeb, Mehdi. In: Journal of International Development. RePEc:wly:jintdv:v:36:y:2024:i:2:p:1507-1535. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2002 | Regime Shifts in Asian Equity and Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 50 |
2014 | On the Price Comovement of U.S. Residential Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 31 |
2009 | On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 83 |
2020 | Government Intervention and Strategic Trading in the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
2024 | Speculation with Information Disclosure In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2008 | Time-series and cross-sectional excess comovement in stock indexes In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 46 |
2007 | Informative trading or just costly noise? An analysis of Central Bank interventions In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 30 |
2008 | Updating expectations: An analysis of post-9/11 returns In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 7 |
2008 | The anatomy of financial crises: Evidence from the emerging ADR market In: Journal of International Economics. [Full Text][Citation analysis] | article | 15 |
2014 | Prospect Theory and market quality In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
2009 | The on-the-run liquidity phenomenon In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 55 |
2010 | Central bank intervention and the intraday process of price formation in the currency markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2002 | Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2006 | Informed and strategic order flow in the bond markets In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 108 |
2007 | Informed 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: 108 | article | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2024 | Agency Costs and Strategic Speculation in the U.S. Stock Market In: The Review of Corporate Finance Studies. [Full Text][Citation analysis] | article | 0 |
2015 | Strategic Cross-Trading in the U.S. Stock Market In: Review of Finance. [Full Text][Citation analysis] | article | 19 |
2007 | Imperfect Competition, Information Heterogeneity, and Financial Contagion In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 42 |
2009 | Does Asymmetric Information Drive Capital Structure Decisions? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 171 |
2014 | Financial Market Dislocations In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 37 |
2018 | Government Intervention and Arbitrage In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 6 |
2001 | Views: Use and abuse In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2020 | Excess mortality from COVID-19: a commentary on the Italian experience In: International Journal of Public Health. [Full Text][Citation analysis] | article | 3 |
2005 | An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets In: The Journal of Business. [Full Text][Citation analysis] | article | 26 |
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