Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Paolo Pasquariello"'
Autor:
Maximilien Cosme, Christelle Hély, Franck Pommereau, Paolo Pasquariello, Christel Tiberi, Anna Treydte, Cédric Gaucherel
Publikováno v:
Land, Vol 11, Iss 1, p 42 (2021)
Sub-Saharan social-ecological systems are undergoing changes in environmental conditions, including modifications in rainfall pattern and biodiversity loss. Consequences of such changes depend on complex causal chains which call for integrated manage
Externí odkaz:
https://doaj.org/article/dfc572f56c2f4f7faac27cd86fc1df5b
Autor:
Paolo Pasquariello
Publikováno v:
The Review of Corporate Finance Studies.
This study investigates the notion that agency-driven information asymmetry may affect a firm’s stock liquidity. I postulate that less uncertainty about managerial agency problems may enhance liquidity provision by lowering dealers’ perceived adv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::45ca8c5e12e50960e139c154be085b0c
https://doi.org/10.1093/rcfs/cfac009
https://doi.org/10.1093/rcfs/cfac009
Autor:
Paolo Pasquariello, Anna Treydte, Christel Tiberi, Maximilien Cosme, Cédric Gaucherel, Franck Pommereau, Christelle Hély
Sub-Saharan social-ecological systems are undergoing changes in environmental conditions, including modifications in rainfall pattern and biodiversity loss. Consequences of such changes depend on complex causal chains which call for integrated manage
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::377980157f805572793047c49516e5a3
https://doi.org/10.20944/preprints202111.0569.v1
https://doi.org/10.20944/preprints202111.0569.v1
Autor:
Paolo Pasquariello, George Malikov
Publikováno v:
SSRN Electronic Journal.
We study the effects of quantitative equity investing, an increasingly popular investment style, on financial market quality. Within a noisy REE model of strategic speculation with two informed market participants, we define discretionary investing a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::060984cf5e5eed3bfc63677ea160be52
https://doi.org/10.2139/ssrn.3890275
https://doi.org/10.2139/ssrn.3890275
Autor:
Paolo Pasquariello, Mirela Sandulescu
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5931fea4b5e9b048e7e1d3fa8785d578
https://doi.org/10.2139/ssrn.3962978
https://doi.org/10.2139/ssrn.3962978
Autor:
Paolo Pasquariello, Saverio Stranges
Publikováno v:
International Journal of Public Health
Epidemiology and Biostatistics Publications
Epidemiology and Biostatistics Publications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28237e7e7e03897fa15427fbbcf39fb3
Autor:
Paolo Pasquariello, Saverio Stranges
There is much discussion among clinicians, epidemiologists, and public health experts about why case fatality rate from COVID-19 in Italy (at 13.3% as of April 20, 2020, versus a global case fatality rate of 6.9%) is considerably higher than estimate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67057239e308380d59c0c8bdfacb8f90
Autor:
Clara Vega, Paolo Pasquariello
Publikováno v:
Review of Finance. 19(1):229-282
We provide a theory and novel empirical evidence of cross-price impact -- the permanent impact of informed trades in one asset on the prices of other (either related or fundamentally unrelated) assets -- in the U.S. stock market. To guide our analysi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50faa9a2b2b8829c4d0d6b80c651fc30
http://hdl.handle.net/10.1093/rof/rft055
http://hdl.handle.net/10.1093/rof/rft055
Autor:
Paolo Pasquariello
Publikováno v:
Journal of Economic Theory. 149:276-310
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6830b75c9a30f7d798085ce0b7889ec7
https://doi.org/10.1016/j.jet.2013.09.010
https://doi.org/10.1016/j.jet.2013.09.010
Publikováno v:
Real Estate Economics. 42:71-108
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 comm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6401317e6b9baa0ff13e1b89f50f684b
https://doi.org/10.1111/1540-6229.12022
https://doi.org/10.1111/1540-6229.12022