Academic Background


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:

PhD Supervision Interests:
Cristina is interested in topics involving financial econometrics, empirical market microstructure, and price discovery.

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