Michael S. Pagano
2003
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Michael S. Pagano trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Michael S. Pagano overall
Papers from Michael S. Pagano's perspective
Ordered by how strongly the researchers Michael S. Pagano trusts endorse each paper. Same corpus, a different order for every researcher.
- Trading Volume and Cross-Autocorrelations in Stock Returns
- Presidential Address: Friction
- Market microstructure and securities values: : Evidence from the Paris Bourse
- Price Discovery in Auction Markets: A Look Inside the Black Box
- Inferring investor behavior: Evidence from TORQ data
- Evidence of Predictable Behavior of Security Returns
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Issues in Assessing Trade Execution Costs
- A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
- On the occurrence and consequences of inaccurate trade classification
Their papers
- A Closing Call's Impact on Market Quality at Euronext Paris (2003) — 184 citations