Clara Vega - Publications, H-index & Citations

Clara Vega

University of Michigan

30H指数

135论文数

6.8K被引数

收录论文 10

发表时间

Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements?

JOURNAL OF ECONOMETRICS

IF4

2022-12-01

PREAI

Gardner, Ben; Scotti, Chiara; Vega, Clara

Demand for Information, Uncertainty, and the Response of US Treasury Securities to News

REVIEW OF FINANCIAL STUDIES

IF5.4

2020-06-25

PREAI

Benamar, Hedi; Foucault, Thierry; Vega, Clara

Government Intervention and Strategic Trading in the US Treasury Market

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-12-18

OAAI

Pasquariello, Paolo; Roush, Jennifer; Vega, Clara

Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?

JOURNAL OF MONETARY ECONOMICS

IF4.1

2017-12-01

PREAI

Gilbert, Thomas; Scotti, Chiara; Strasser, Georg; Vega, Clara

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

JOURNAL OF FINANCE

IF9.5

2014-09-12

263

OAAI

Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; Vega, Clara

Strategic Cross-Trading in the US Stock Market*

REVIEW OF FINANCE

IF8.4

2013-12-24

OAAI

Pasquariello, Paolo; Vega, Clara

DO ENERGY PRICES RESPOND TO U.S. MACROECONOMIC NEWS? A TEST OF THE HYPOTHESIS OF PREDETERMINED ENERGY PRICES

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2011-05-01

256

OAAI

Kilian, Lutz; Vega, Clara

Economic News and International Stock Market Co-movement

REVIEW OF FINANCE

IF8.4

2008-08-13

OAAI

Albuquerque, Rui; Vega, Clara

Real-time price discovery in global stock, bond and foreign exchange markets

JOURNAL OF INTERNATIONAL ECONOMICS

IF4

2007-11-01

637

OAAI

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara

Informed and strategic order flow in the bond markets

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-08-27

102

OAAI

Pasquariello, Paolo; Vega, Clara

研究方向