Hedi Benamar

Abu Dhabi Investment Authority

Quantitative R&D

Abu Dhabi

United Arab Emirates

http://www.hedibenamar.net

SCHOLARLY PAPERS

4

DOWNLOADS

1,110

SSRN CITATIONS
Rank 23,826

SSRN RANKINGS

Top 23,826

in Total Papers Citations

41

CROSSREF CITATIONS

8

Scholarly Papers (4)

Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News

HEC Paris Research Paper No. FIN-2018-1263
Number of pages: 67 Posted: 27 Apr 2018 Last Revised: 13 Nov 2020
Hedi Benamar, Thierry Foucault and Clara Vega
Abu Dhabi Investment Authority, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 424 (122,634)
Citation 1

Abstract:

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Uncertainty, Information Demand, Clickstream Data, Macroeconomic Announcements, U.S. Treasury Yields

Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67 Posted: 01 Jun 2018 Last Revised: 13 Nov 2020
Hedi Benamar, Thierry Foucault and Clara Vega
Abu Dhabi Investment Authority, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 98 (477,933)
Citation 23

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Uncertainty, Information Demand, Clickstream Data, Macroeconomic Announcements, U.S. Treasury Yields

2.

Central Bank Communication Choices: Adverse Selection, Volatility and Liquidity in a Market With Fast and Slow Traders

Number of pages: 35 Posted: 12 Feb 2021
Hedi Benamar, Alain Chaboud and Clara Vega
Abu Dhabi Investment Authority, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 311 (174,325)

Abstract:

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Monetary policy, public information, high frequency traders, random release times

Fed Communication, News, Twitter, and Echo Chambers

Number of pages: 60 Posted: 25 May 2023 Last Revised: 29 May 2023
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Abu Dhabi Investment Authority
Downloads 125 (399,288)
Citation 1

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Monetary policy, public information, price discovery, Twitter, news

Fed Communication, News, Twitter, and Echo Chambers

FEDS Working Paper No. 2023-36
Number of pages: 61 Posted: 05 Jun 2023
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Abu Dhabi Investment Authority
Downloads 62 (628,599)

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Monetary policy, Public information, Price discovery

4.

To See is To Know: Simultaneous Display of Market Data for Retail Investors

Number of pages: 61 Posted: 08 Oct 2013 Last Revised: 05 Jul 2017
Hedi Benamar
Abu Dhabi Investment Authority
Downloads 90 (501,100)
Citation 2

Abstract:

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behavioral finance, market microstructure, household finance