Krista Schwarz

Assistant Professor of Finance
The Wharton School
University of Pennsylvania

[C.V.]   [email

Working Papers

Notes on Bonds: Liquidity at All Costs in the Great Recession
(with David Musto and Greg Nini)


Movie: A Tale of Two Yield Curves

Movie: The Tempest in Transactions Costs
(Bid-Ask Spreads by Security Type)


Mind the Gap: Distentangling Credit and Liquidity in Risk Spreads

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


Publications

Are Speculators Informed?
(Journal of Futures Markets, Volume 32, No. 1, 1-23, 2012)


Web Appendix

Press Links

Other

What does my son have in common with the EUR/USD exchange rate?