Pasquale's research interests focus on international finance, market microstructure, empirical asset pricing, portfolio choice and Bayesian econometrics. Pasquale's research has also been published in the Journal of Financial Economics, the Review of Economics and Statistics, the Review of Financial Studies, and the Journal of Empirical Finance as well as featuring in the FT, VoxEu and EconoMonitor. His research has received the Inquire UK 2010 and Inquire UK 2011 best paper awards.