Similar Search Results

Government intervention and arbitrage

Pasquariello, Paolo - In: The review of financial studies 31 (2018) 9, pp. 3344-3408

Persistent link: https://www.econbiz.de/10011927852

Uncertainty of trading rules in currency markets : an application of non-parametric bootstrapping

Pasquariello, Paolo - In: Journal of multinational financial management 12 (2002) 2, pp. 107-133

Persistent link: https://www.econbiz.de/10001658826

The anatomy of financial crises : evidence from the emerging ADR market

Pasquariello, Paolo - In: Journal of international economics 76 (2008) 2, pp. 193-207

Persistent link: https://www.econbiz.de/10003794945

Financial market dislocations

Pasquariello, Paolo - In: The review of financial studies 27 (2014) 6, pp. 1868-1914

Persistent link: https://www.econbiz.de/10010371336

Central Bank intervention and the intraday process of price formation in the currency markets

Pasquariello, Paolo - In: Journal of international money and finance 29 (2010) 6, pp. 1045-1061

Persistent link: https://www.econbiz.de/10009238990

Informative trading or just costly noise? : An analysis of Central Bank interventions

Pasquariello, Paolo - In: Journal of financial markets 10 (2007) 2, pp. 107-143

Persistent link: https://www.econbiz.de/10003510364

Imperfect competition, information heterogeneity, and financial contagion

Pasquariello, Paolo - In: The review of financial studies 20 (2007) 2, pp. 391-426

Persistent link: https://www.econbiz.de/10003554438

Agency costs and strategic speculation in the U.S. stock market

Pasquariello, Paolo - In: The review of corporate finance studies : RCFS 13 (2024) 1, pp. 147-190

Persistent link: https://www.econbiz.de/10014528161

Prospect Theory and market quality

Pasquariello, Paolo - In: Journal of Economic Theory 149 (2014) C, pp. 276-310

We study equilibrium trading strategies and market quality in an economy in which speculators display preferences consistent with Prospect Theory (Kahneman and Tversky, [39]; Tversky and Kahneman, [63]), i.e., loss aversion and mild risk seeking in losses. Loss aversion (risk seeking in losses)...

Persistent link: https://www.econbiz.de/10010729551

On the Price Comovement of U.S. Residential Real Estate Markets

Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: Real Estate Economics 42 (2014) 1, pp. 71-108

type="main" <p>We investigate the comovement among Case-Shiller Home Price Indices for 14 metropolitan areas between 1992 and 2008. We define the portion of this comovement deemed as fundamental (excessive) as the covariation that can (cannot) be attributed to common fundamental factors directly...</p>

Persistent link: https://www.econbiz.de/10011032033