| Does asymmetric information drive capital structure decisions? ST Bharath, P Pasquariello, G Wu Review of Financial Studies 22 (8), 3211-3243, 2009 | 877 | 2009 |
| Informed and strategic order flow in the bond markets P Pasquariello, C Vega Review of Financial Studies 20 (6), 1975-2019, 2007 | 323 | 2007 |
| On the volatility and comovement of US financial markets around macroeconomic news announcements M Brenner, P Pasquariello, M Subrahmanyam Journal of Financial and Quantitative Analysis 44 (06), 1265-1289, 2009 | 249 | 2009 |
| Time-series and cross-sectional excess comovement in stock indexes J Kallberg, P Pasquariello Journal of empirical finance 15 (3), 481-502, 2008 | 172 | 2008 |
| Imperfect competition, information heterogeneity, and financial contagion P Pasquariello The Review of Financial Studies 20 (2), 391-426, 2007 | 168 | 2007 |
| Financial market dislocations P Pasquariello The Review of Financial Studies 27 (6), 1868-1914, 2014 | 148 | 2014 |
| The on-the-run liquidity phenomenon P Pasquariello, C Vega Journal of Financial Economics 92 (1), 1-24, 2009 | 130 | 2009 |
| Regime shifts in Asian equity and real estate markets JG Kallberg, CH Liu, P Pasquariello Real Estate Economics 30 (2), 263-291, 2002 | 111 | 2002 |
| Strategic cross-trading in the US stock market P Pasquariello, C Vega Review of Finance 19 (1), 229-282, 2015 | 96 | 2015 |
| Informative trading or just costly noise? An analysis of central bank interventions P Pasquariello Journal of Financial Markets 10 (2), 107-143, 2007 | 92* | 2007 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 84 | 2024 |
| On the price comovement of US residential real estate markets JG Kallberg, CH Liu, P Pasquariello Real Estate Economics 42 (1), 71-108, 2014 | 73 | 2014 |
| An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets* JG Kallberg, CH Liu, P Pasquariello The Journal of Business 78 (1), 169-211, 2005 | 68 | 2005 |
| The anatomy of financial crises: Evidence from the emerging ADR market P Pasquariello Journal of International Economics 76 (2), 193-207, 2008 | 66* | 2008 |
| Prospect theory and market quality P Pasquariello Journal of Economic Theory 149, 276-310, 2014 | 60 | 2014 |
| Central bank intervention and the intraday process of price formation in the currency markets P Pasquariello Journal of International Money and Finance 29 (6), 1045-1061, 2010 | 49 | 2010 |
| Political uncertainty and financial market quality P Pasquariello, C Zafeiridou Ross School of Business Paper, 2014 | 47 | 2014 |
| Government intervention and strategic trading in the US treasury market P Pasquariello, J Roush, C Vega Journal of Financial and Quantitative Analysis 55 (1), 117-157, 2020 | 46* | 2020 |
| Government intervention and arbitrage P Pasquariello The Review of Financial Studies 31 (9), 3344-3408, 2018 | 40 | 2018 |
| The fama-macbeth approach revisited P Pasquariello New York University–Stern School of Business Working Paper, 1999 | 30 | 1999 |
Jarl KallbergProfessor of Finance, Washington State UniversityVerified email at wsu.edu
