Krista Schwarz

PhD Candidate

Columbia University
Graduate School of Business
Division of Finance & Economics

Moved to The Wharton School, Department of Finance


[C.V.]   [email] 

Job Market Paper
Mind the Gap: Distentangling Credit and Liquidity in Risk Spreads

Working Papers
Using Stocks or Portfolios in Tests of Factor Models
(with Andrew Ang and Jun Liu)

Are Speculators Informed?
(revise and resubmit Journal of Futures Markets)
Web Appendix

References
[Andrew Ang]  [Charles Calomiris]  [Charles Jones]  [Suresh Sundaresan]