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Understanding intraday momentum strategies

Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234

Persistent link: https://www.econbiz.de/10013465878

Words that shake traders : the stock market's reaction to central bank communication in real time

Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934

Persistent link: https://www.econbiz.de/10009492524

Fedspeak : who moves U.S. asset prices?

Rosa, Carlo - In: International journal of central banking : IJCB 12 (2016) 4, pp. 223-261

Persistent link: https://www.econbiz.de/10011628223

Walking on thin ice : market quality around FOMC announcements

Rosa, Carlo - In: Economics letters 138 (2016), pp. 5-8

Persistent link: https://www.econbiz.de/10011615335

The impact of federal reserve monetary policy announcements on asset prices : a review

Rosa, Carlo - In: Rivista internazionale di scienze sociali 127 (2019) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10012429216

The Bitcoin-macro disconnect

Benigno, Gianluca; Rosa, Carlo - 2023

This paper investigates the link between Bitcoin and macroeconomic fundamentals by estimating the impact of macroeconomic news on Bitcoin using an event study with intraday data. The key result is that, unlike other U.S. asset classes, Bitcoin is orthogonal to monetary and macroeconomic news....

Persistent link: https://www.econbiz.de/10013548985

The validity of the event-study approach : evidence from the impact of the Fed's monetary policy on US and foreign asset prices

Rosa, Carlo - In: Economica 78 (2011) 311, pp. 429-439

Persistent link: https://www.econbiz.de/10009378460

The impact of central bank announcements on asset prices in real time

Rosa, Carlo; Verga, Giovanni - In: International journal of central banking : IJCB 4 (2008) 2, pp. 175-217

Persistent link: https://www.econbiz.de/10003862692

The pre-FOMC announcement drift : an empirical analysis

Ben Dor, Arik; Rosa, Carlo - In: The journal of fixed income 28 (2019) 4, pp. 60-72

Persistent link: https://www.econbiz.de/10012251383