| Micro effects of macro announcements: Real-time price discovery in foreign exchange TG Anderson, T Bollerslev, FX Diebold, C Vega American economic review 93 (1), 38-62, 2003 | 1807 | 2003 |
| Real-time price discovery in global stock, bond and foreign exchange markets TG Andersen, T Bollerslev, FX Diebold, C Vega Journal of international Economics 73 (2), 251-277, 2007 | 1486 | 2007 |
| Rise of the machines: Algorithmic trading in the foreign exchange market AP Chaboud, B Chiquoine, E Hjalmarsson, C Vega The Journal of Finance 69 (5), 2045-2084, 2014 | 953 | 2014 |
| Stock price reaction to public and private information C Vega Journal of Financial Economics 82 (1), 103-133, 2006 | 718 | 2006 |
| Do energy prices respond to US macroeconomic news? A test of the hypothesis of predetermined energy prices L Kilian, C Vega Review of Economics and Statistics 93 (2), 660-671, 2011 | 461 | 2011 |
| Soft information in earnings announcements: News or noise? E Demers, C Vega | 362 | 2008 |
| Informed and strategic order flow in the bond markets P Pasquariello, C Vega The Review of Financial Studies 20 (6), 1975-2019, 2007 | 320 | 2007 |
| The on-the-run liquidity phenomenon P Pasquariello, C Vega Journal of Financial Economics 92 (1), 1-24, 2009 | 126 | 2009 |
| International transmission of US monetary policy shocks: Evidence from stock prices J Ammer, C Vega, J Wongswan Journal of Money, Credit and Banking 42, 179-198, 2010 | 124 | 2010 |
| Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? T Gilbert, C Scotti, G Strasser, C Vega Journal of Monetary Economics 92, 78-95, 2017 | 117 | 2017 |
| Economic news and international stock market co-movement R Albuquerque, C Vega Review of Finance 13 (3), 401-465, 2009 | 117 | 2009 |
| Counterparty risk and counterparty choice in the credit default swap market W Du, S Gadgil, MB Gordy, C Vega SSRN, 2019 | 93 | 2019 |
| Strategic cross-trading in the US stock market P Pasquariello, C Vega Review of Finance 19 (1), 229-282, 2015 | 92 | 2015 |
| Linguistic tone in earnings announcements: News or noise? EA Demers, C Vega SSRN Electronic Journal, 2011 | 78 | 2011 |
| Understanding the role of managerial optimism and uncertainty in the price formation process: Evidence from the textual content of earnings announcements EA Demers, C Vega Available at SSRN 1152326, 2014 | 63 | 2014 |
| Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements B Gardner, C Scotti, C Vega Journal of Econometrics 231 (2), 387-409, 2022 | 58 | 2022 |
| Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to news H Benamar, T Foucault, C Vega Review of Financial Studies, 2020 | 56 | 2020 |
| Measuring carry trade activity S Curcuru, C Vega, J Hoek Board of Governors of the Federal Reserve System 34, 1-26, 2010 | 49 | 2010 |
| 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 | 45* | 2020 |
| Why do certain macroeconomic news announcements have a big impact on asset prices? T Gilbert, C Scotti, G Strasser, C Vega Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop …, 2010 | 45 | 2010 |
Tim BollerslevDuke UniversityVerified email at duke.edu
