---------------------------------

 With the STAR experiment at RHIC, we characterize \sqrt{s_NN}=200 GeV p+Au collisions by event activity (EA) measured within the pseudorapidity range $\eta\in[-5,-3.4]$ in the Au-going direction and report correlations between this EA and hard- and soft-scale particle production at mid-rapidity ($\eta\in[-1,1]$). At the soft scale, charged particle production in low-EA $p$+Au collisions is comparable to that in \pp collisions and increases monotonically with increasing EA. At the hard scale, we report measurements of high transverse momentum (\pT) jets in events of different EAs. In contrast to the soft particle production, high-\pT particle production and EA are found to be inversely related. To investigate whether this is a signal of jet quenching in high-EA events, we also report ratios of \pT imbalance and azimuthal separation of dijets in high- and low-EA events. Within our measurement precision, no significant differences are observed, disfavoring the presence of jet quenching in the highest 30\% EA $p$+Au collisions at \sqrt{s_NN}=200 GeV.