Projects per year
Cristina's research areas are Financial Economics (Market Microstructure, Empirical Finance) and theoretical and applied financial Econometrics. Her research fits on the fast growing fields of market fragmentation, empirical market microstructure, and information processing in financial markets. Specifically, Cristina's research focus on investigating information processing into prices and volatilities in the context of highly competitive fragmented markets that operate in extremely fast time frames, in that her papers answer both theoretical and empirical questions on price discovery. Cristina’s work is mainly based on ultra-high-frequency data and high-frequency econometrics. Cristina is also an International Fellow of CREATES (Center for Research in Econometric Analysis of Time Series). You can find further details about Cristina's research and teaching on his personal webpage: https://sites.google.com/site/crisscherrer
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- 1 Finished
Promoting financial wellbeing: scoping potential for innovation
Fitzhugh, H., Chen, Y., Connolly, S., Daniels, K., Scherrer, C. & Woodard, R.
7/02/22 → 6/05/22
- 4 Article
Information processing on equity prices and exchange rate for cross-listed stocksScherrer, C. M., Jun 2021, In: Journal of Financial Markets. 54, 100634.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile4 Citations (Scopus)4 Downloads (Pure)
Price discovery in a continuous-time settingFruet Dias, G., Fernandes, M. & Scherrer, C., 2021, In: Journal of Financial Econometrics. 19, 5, p. 985–1008 24 p.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile3 Citations (Scopus)4 Downloads (Pure)
The effect of voting rights on firm valueScherrer, C. M. & Fernandes, M., Sep 2021, In: International Review of Finance. 21, 3, p. 1106-1111 6 p.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile2 Citations (Scopus)9 Downloads (Pure)
Price discovery in dual‐class shares across multiple marketsFernandes, M. & Scherrer, C., Jan 2018, In: Journal of Futures Markets. 38, 1, p. 129-155 27 p.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile7 Citations (Scopus)21 Downloads (Pure)