Clara Vega

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0006-7913-1477

Federal Reserve Board of Governors

Publications

• What Makes HFTs Tick? Tick Size Changes and Information Advantage in a Market with Fast and Slow Traders — Management Science 2025
• Counterparty Risk and Counterparty Choice in the Credit Default Swap Market — Management Science 2024
• Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News — The Review of Financial Studies 2021
• Government Intervention and Strategic Trading in the U.S. Treasury Market — Journal of Financial and Quantitative Analysis 2020
• Strategic Cross-Trading in the U.S. Stock Market — Review of Finance 2015
• Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market — The Journal of Finance 2014
• Economic News and International Stock Market Co-movement — Review of Finance 2009
• The on-the-run liquidity phenomenon — Journal of Financial Economics 2009
• Informed and Strategic Order Flow in the Bond Markets — The Review of Financial Studies 2007
• Stock price reaction to public and private information — Journal of Financial Economics 2006
• Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange — American Economic Review 2003