Photo of Krista Schwarz

Krista Schwarz

Assistant Professor of Finance

Research Interests: empirical asset pricing, funding markets, market liquidity, market microstructure, money and banking

Links: Personal Website, CV


  • David Musto, Gregory Nini, Krista Schwarz (Working), Notes on Bonds: Liquidity at all Costs in the Great Recession.  Abstract  Related Materials
  • Krista Schwarz (Working), Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads.  Abstract
  • Krista Schwarz (2012), Are Speculators Informed?, Journal of Futures Markets, 32 (1), 1 - 23.  Abstract
  • Andrew Ang, Jun Liu, Krista Schwarz (Working), Using Stocks or Portfolios in Tests of Factor Models.  Abstract