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Darya Yuferova
Darya Yuferova
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High Frequency Traders without Trading: Price Discovery and Liquidity Provision in the Pre-Opening Period
M Bellia, L Pelizzon, MG Subrahmanyam, J Uno, D Yuferova
SAFE Working Paper, 2022
36*2022
How do shocks arise and spread across stock markets? A microstructure perspective
D Bongaerts, R Roll, D Rösch, M van Dijk, D Yuferova
Management Science 68 (4), 3071-3089, 2022
16*2022
Coming early to the party
M Bellia, L Pelizzon, MG Subrahmanyam, J Uno, D Yuferova
SAFE Working Paper, 2017
13*2017
Market liquidity and competition among designated market makers
M Bellia, L Pelizzon, MG Subrahmanyam, D Yuferova
Management Science, 2024
12*2024
Recovery from fast crashes: Role of mutual funds
R Jagannathan, L Pelizzon, E Schaumburg, MG Sherman, D Yuferova
Journal of financial markets 59, 100646, 2022
9*2022
Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market
D Yuferova
Journal of Financial Markets, 100909, 2024
2*2024
Retail Bubble Riders
P Deuskar, S Upadhyay, D Yuferova
Indian School of Business WP, 2022
2022
Non-standard errors
UW Albert J Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus ...
2021
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Artikelen 1–8