Cristina Scherrer

Dr. Cristina Scherrer is Associate Professor of Finance (Education) at the London School of Economics. She holds a PhD from Queen Mary University of London and specializes in financial econometrics and market microstructure.

Her research focuses on volatility modeling, price discovery mechanisms, and information processing in cross-listed securities. She develops continuous-time frameworks for analyzing high-frequency financial data.

Recent work examines volatility discovery across markets and the impact of exchange rates on cross-listed equities. Her methodologies advance understanding of market integration and information transmission.

She teaches asset markets and managerial finance, bringing empirical rigor to financial modeling courses. As a Fellow of Advance HE, she promotes innovative pedagogies in financial education.