Cristina Scherrer
Cristina is Lecturer in Finance at Norwich Business School, University of East Anglia. d at CREATES (Center for Research in Econometric Analysis of Time Series). She completed her PhD at the School of Economics and Finance of Queen Mary, University of London in 2013. During her PhD, Cristina was a visiting scholar at Duke University (Fall 2012), a PhD intern at the Bank of England (Summer 2012) and Guest Teacher at the London School of Economics (2011, 2012 and 2013). Before starting the PhD programme, Cristina worked in the industry for about five years. Cristina was Assistant Professor at CREATES, Aarhus University from 2013-2019.
Research interests: Financial Economics (Market Microstructure, Empirical Finance), Applied Econometrics.
Scherrer, C. M. (2021). Information processing on equity prices and exchange rate for cross-listed stocks. Journal of Financial Markets, 54, Article 100634. https://doi.org/10.1016/j.finmar.2021.100634
Dias, G. F., Fernandes, M. & Scherrer, C. (2021). Price Discovery in a Continuous-Time Setting. Journal of Financial Econometrics, 19(5), 985-1008. Advance online publication. https://doi.org/10.1093/jjfinec/nbz030
Scherrer, C. M. & Fernandes, M. (2021). The effect of voting rights on firm value. International Review of Finance, 21(3), 1106-1111. Advance online publication. https://doi.org/10.1111/irfi.12318
Fernandes, M. & Scherrer, C. (2018). Price discovery in dual-class shares across multiple markets. The Journal of Futures Markets, 38(1), 129-155. https://doi.org/10.1002/fut.21889
Dias, G. F., Fernandes, M. & Scherrer, C. (2016). Component shares in continuous time. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2016-25
Dias, G. F., Scherrer, C. & Papailias, F. (2016). Volatility Discovery. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2016-07
Scherrer, C. (2014). Cross listing: Price discovery dynamics and exchange rate effects. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2014-53
Fernandes, M. & Scherrer, C. (2014). Price discovery in dual-class shares across multiple markets. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2014-10
