Clara Vega

6.8k total citations · 3 hit papers
65 papers, 4.2k citations indexed

About

Clara Vega is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Clara Vega has authored 65 papers receiving a total of 4.2k indexed citations (citations by other indexed papers that have themselves been cited), including 56 papers in Finance, 45 papers in Economics and Econometrics and 31 papers in General Economics, Econometrics and Finance. Recurrent topics in Clara Vega's work include Financial Markets and Investment Strategies (50 papers), Market Dynamics and Volatility (34 papers) and Monetary Policy and Economic Impact (31 papers). Clara Vega is often cited by papers focused on Financial Markets and Investment Strategies (50 papers), Market Dynamics and Volatility (34 papers) and Monetary Policy and Economic Impact (31 papers). Clara Vega collaborates with scholars based in United States, Canada and Germany. Clara Vega's co-authors include Francis X. Diebold, Tim Bollerslev, Torben G. Andersen, Tim Bollerslev, Lutz Kilian, Paolo Pasquariello, Erik Hjalmarsson, Alain Chaboud, Elizabeth Demers and Chiara Scotti and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Clara Vega

61 papers receiving 4.0k citations

Hit Papers

Micro Effects of Macro Announcements: Real-Time Price Dis... 2003 2026 2010 2018 2003 2007 2014 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
    2003 970 citations Francis X. Diebold, Clara Vega et al. profile →
  2. Real-time price discovery in global stock, bond and foreign exchange markets
    2007 795 citations Torben G. Andersen, Tim Bollerslev et al. Journal of International Economics profile →
  3. Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
    2014 343 citations Alain Chaboud, Erik Hjalmarsson et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Clara Vega United States 23 3.2k 2.8k 1.8k 844 395 65 4.2k
Thomas C. Chiang United States 28 2.8k 0.9× 3.1k 1.1× 958 0.5× 634 0.8× 342 0.9× 107 3.8k
Massimo Guidolin Italy 26 2.4k 0.7× 2.1k 0.7× 956 0.5× 485 0.6× 390 1.0× 165 3.3k
Tarun Ramadorai United Kingdom 29 2.6k 0.8× 2.3k 0.8× 695 0.4× 1.6k 1.9× 153 0.4× 96 3.7k
Christopher J. Neely United States 36 3.6k 1.1× 3.2k 1.1× 2.4k 1.3× 386 0.5× 1.1k 2.7× 151 4.8k
Jonathan Brogaard United States 25 2.6k 0.8× 2.5k 0.9× 682 0.4× 1.4k 1.6× 606 1.5× 72 3.9k
Jeremy Piger United States 23 1.3k 0.4× 1.9k 0.7× 1.8k 1.0× 604 0.7× 221 0.6× 65 3.0k
Refet S. Gürkaynak Türkiye 31 4.3k 1.3× 4.1k 1.4× 4.5k 2.5× 466 0.6× 131 0.3× 70 6.4k
Arturo Estrella United States 22 2.6k 0.8× 2.8k 1.0× 2.8k 1.6× 434 0.5× 202 0.5× 37 4.2k
K. Geert Rouwenhorst United States 25 4.6k 1.4× 3.9k 1.4× 1.7k 1.0× 1.8k 2.1× 740 1.9× 48 5.9k
Takatoshi Ito Japan 31 3.0k 0.9× 3.1k 1.1× 2.0k 1.2× 455 0.5× 178 0.5× 193 4.3k

Countries citing papers authored by Clara Vega

Since Specialization
Citations

This map shows the geographic impact of Clara Vega's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Clara Vega with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Clara Vega more than expected).

Fields of papers citing papers by Clara Vega

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Clara Vega. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Clara Vega. The network helps show where Clara Vega may publish in the future.

Co-authorship network of co-authors of Clara Vega

This figure shows the co-authorship network connecting the top 25 collaborators of Clara Vega. A scholar is included among the top collaborators of Clara Vega based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Clara Vega. Clara Vega is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Scotti, Chiara, et al.. (2023). Fed Communication, News, Twitter, and Echo Chambers. Finance and Economics Discussion Series. 1–61. 2 indexed citations
2.
Scotti, Chiara, et al.. (2023). Fed Communication, News, Twitter, and Echo Chambers. SSRN Electronic Journal. 1 indexed citations
3.
Scotti, Chiara, et al.. (2021). Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. Journal of Econometrics. 231(2). 387–409. 36 indexed citations
4.
5.
Gilbert, Thomas, Chiara Scotti, Georg Strasser, & Clara Vega. (2015). Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?. Finance and Economics Discussion Series. 2015.0(46). 1–49. 14 indexed citations
6.
Pasquariello, Paolo & Clara Vega. (2013). Strategic Cross-Trading in the U.S. Stock Market. European Finance Review. 19(1). 229–282. 37 indexed citations
7.
Pasquariello, Paolo & Clara Vega. (2012). Government Intervention and Strategic Trading in the U.S. Treasury Market. SSRN Electronic Journal. 12 indexed citations
8.
Curcuru, Stephanie E., et al.. (2011). Measuring carry trade activity. RePEc: Research Papers in Economics. 34. 436–453. 4 indexed citations
9.
Chaboud, Alain, et al.. (2011). Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market. SSRN Electronic Journal. 65 indexed citations
10.
Chaboud, Alain, et al.. (2009). Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market. International Finance Discussion Paper. 2009.0(980). 1–46. 54 indexed citations
11.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Clara Vega. (2007). Real-time price discovery in global stock, bond and foreign exchange markets. Journal of International Economics. 73(2). 251–277. 795 indexed citations breakdown →
12.
Vega, Clara & Rui Albuquerque. (2007). Economic News and International Stock Market Co-Movement. SSRN Electronic Journal. 1 indexed citations
13.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Clara Vega. (2007). Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets. SSRN Electronic Journal. 9 indexed citations
14.
Bauer, Gregory H. & Clara Vega. (2007). The monetary origins of asymmetric information in international equity markets. Journal of International Money and Finance. 27(7). 1029–1055. 8 indexed citations
15.
Vega, Clara & Rui Albuquerque. (2006). Asymmetric Information in the Stock Market: Economic News and Co-Movement. SSRN Electronic Journal. 8 indexed citations
16.
Vega, Clara, et al.. (2006). The Monetary Origins of Asymmetric Information in International Equity Markets. International Finance Discussion Paper. 2006.0(872). 1–56. 1 indexed citations
17.
Pasquariello, Paolo & Clara Vega. (2005). Informed and Strategic Order Flow in Bond and Stock Markets. SSRN Electronic Journal. 9 indexed citations
18.
Vega, Clara. (2004). Stock Price Reaction to Public and Private Information. SSRN Electronic Journal. 100 indexed citations
19.
Andersen, Torben G., Clara Vega, Tim Bollerslev, & Francis X. Diebold. (2004). Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets. SSRN Electronic Journal. 24 indexed citations
20.
Harris, Ethan S. & Clara Vega. (1996). What Do Chain Store Sales Tell Us about Consumer Spending. RePEc: Research Papers in Economics. 2(2). 15–35. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026