Department of Finance, LSE

Associate Professor (Education)

Email

c.scherrer@lse.ac.uk

Cristina Scherrer

Finance Faculty

Research interests

Market Microstructure
Financial Econometrics
Empirical Finance

Personal website

Publications

More publications

Academic journals

An Econometric Analysis of Volatility Discovery

Journal of Business & Economic Statistics, 42(3), 1095–1106

January 2024

Gustavo Fruet Dias

Fotis Papailias

Cristina Scherrer

Academic journals

The effect of voting rights on firm value

International Review of Finance, 21 (3), 1106-1111

September 2021

Cristina Scherrer

Marcelo Fernandes

Academic journals

Information processing on equity prices and exchange rate for cross-listed stocks

Journal of Financial Markets, 54, 100634

February 2021

Cristina Scherrer