Items where Author is "Scherrer, Cristina M."

Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2021) Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19 (5). 985 - 1008. ISSN 1479-8409

Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2018) Price discovery in dual‐class shares across multiple markets. Journal of Futures Markets, 38 (1). 129 - 155. ISSN 0270-7314