Raluca Stan

University of Minnesota - Duluth

1049 University Drive

Duluth, MN 55812

United States

  • University of Minnesota - Duluth

SCHOLARLY PAPERS

7

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1,725

TOTAL CITATIONS
Rank 31,861

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Top 31,861

in Total Papers Citations

26

Scholarly Papers (7)

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1.

Monetary Policy Uncertainty and the Market Reaction to Macroeconomic News

Journal of Banking and Finance, Forthcoming
Number of pages: 63 Posted: 07 May 2016 Last Revised: 25 Apr 2023
Alexander Kurov and Raluca Stan
West Virginia University - College of Business & Economics and University of Minnesota - Duluth
Downloads 488 (126,942)
Citation 20

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Monetary policy, Macroeconomic announcements, Financial markets, Intraday data

2.

The Information Content of the VIX Options Trading Volume

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 22 Dec 2021 Last Revised: 25 Apr 2023
Chen Gu, Xu Guo, Alexander Kurov and Raluca Stan
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics, West Virginia University - College of Business & Economics and University of Minnesota - Duluth
Downloads 452 (139,258)
Citation 1

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VIX options, put-call ratio, information, volatility

3.

Investor Sentiment and the Market Reaction to Macroeconomic News

Journal of Futures Markets, 41, 1412– 1426.
Number of pages: 32 Posted: 28 May 2021 Last Revised: 23 Aug 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, FDIC and University of Minnesota - Duluth
Downloads 298 (221,263)
Citation 1

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Investor sentiment, Macroeconomic announcements, Market efficiency, Intraday data

4.

The Informational Role of Forex Option Volume

Number of pages: 26 Posted: 26 Jul 2024
Kun Bao, Denghui Chen, Chen Gu, Erlina Papakroni, Raluca Stan and Muhan Wang
Beijing Jiaotong University, FDIC, Shanghai Business School - Research Center of Finance, Rowan University, University of Minnesota - Duluth and Zhongnan University of Economics and Law
Downloads 176 (369,147)

Abstract:

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G12, G14, G15, G17

5.

Resolution of Financial Market Uncertainty Around the Release of Unemployment Rate Announcements

International Review of Economics and Finance, 80, 586-596.
Number of pages: 30 Posted: 18 Apr 2022 Last Revised: 20 Aug 2023
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, FDIC and University of Minnesota - Duluth
Downloads 117 (515,917)

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Unemployment News, Financial Market Uncertainty, Implied Volatility, Intraday Data, Asymmetric Effect

6.

Monetary Policy and Uncertainty Resolution in Commodity Markets

Finance Research Letters, Forthcoming
Number of pages: 28 Posted: 28 Apr 2023
Chen Gu, Alexander Kurov and Raluca Stan
Shanghai Business School - Research Center of Finance, West Virginia University - College of Business & Economics and University of Minnesota - Duluth
Downloads 98 (587,339)

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Monetary policy, commodity market uncertainty, implied volatility, intraday data

7.

It Is Not Just What You Say, but How You Say It: Why Tonality Matters in Central Bank Communication

Journal of Empirical Finance, Forthcoming
Number of pages: 43 Posted: 20 Jul 2022 Last Revised: 23 Aug 2022
Chen Gu, Denghui Chen, Raluca Stan and Aizhong Shen
Shanghai Business School - Research Center of Finance, FDIC, University of Minnesota - Duluth and Shanghai Business School
Downloads 96 (595,292)
Citation 4

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FOMC Minutes; Monetary Policy; Textual Analysis; Stock Returns; Tonality; Intraday data