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Elena Asparouhova
Elena Asparouhova
Professor of Finance, University of Utah
Verified email at utah.edu
Title
Cited by
Cited by
Year
Liquidity biases in asset pricing tests
E Asparouhova, H Bessembinder, I Kalcheva
Journal of Financial Economics 96 (2), 215-237, 2010
2822010
Noisy prices and inference regarding returns
E Asparouhova, H Bessembinder, I Kalcheva
The Journal of Finance 68 (2), 665-714, 2013
2622013
Inference from streaks in random outcomes: Experimental evidence on beliefs in regime shifting and the law of small numbers
E Asparouhova, M Hertzel, M Lemmon
Management Science 55 (11), 1766-1782, 2009
1042009
Excess demand and equilibration in multi-security financial markets: The empirical evidence
E Asparouhova, P Bossaerts, C Plott
Journal of Financial Markets 6 (1), 1-21, 2003
712003
“Lucas” in the Laboratory
E Asparouhova, P Bossaerts, N Roy, W Zame
The Journal of Finance 71 (6), 2727-2780, 2016
662016
Asset pricing and asymmetric reasoning
E Asparouhova, P Bossaerts, J Eguia, W Zame
Journal of Political Economy 123 (1), 66-122, 2015
512015
Competition in lending: Theory and experiments
E Asparouhova
Review of Finance 10 (2), 189-219, 2006
272006
Humans in charge of trading robots: The first experiment
EN Asparouhova, P Bossaerts, K Rotaru, T Wang, N Yadav, W Yang
Available at SSRN 3569435, 2020
212020
Experiments on percolation of information in dark markets
E Asparouhova, P Bossaerts
The Economic Journal 127 (605), F518-F544, 2017
202017
Competition in portfolio management: theory and experiment
E Asparouhova, P Bossaerts, J Čopič, B Cornell, J Cvitanić, D Meloso
Management Science 61 (8), 1868-1888, 2015
192015
The timing of social learning
BW Rogers
California Institute of Technology Working Paper, 2005
162005
Rank estimators for a transformation model
E Asparouhova, R Golanski, K Kasprzyk, RP Sherman, T Asparouhov
Econometric Theory 18 (5), 1099-1120, 2002
142002
Cognitive biases, ambiguity aversion and asset pricing in financial markets
E Asparouhova, P Bossaerts, J Eguia, W Zame
Working paper, 2010
132010
Price formation in multiple, simultaneous continuous double auctions, with implications for asset pricing
EN Asparouhova, P Bossaerts, JO Ledyard
Simultaneous Continuous Double Auctions, with Implications for Asset Pricing …, 2020
112020
Costly information acquisition in decentralized markets: An experiment
EN Asparouhova, P Bossaerts, W Yang
Available at SSRN 3079240, 2017
112017
Modelling price pressure in financial markets
E Asparouhova, P Bossaerts
Journal of Economic Behavior & Organization 72 (1), 119-130, 2009
92009
Price formation in continuous double auctions; with implications for finance
E Asparouhova, P Bossaerts, JO Ledyard
Working paper, University of Utah, 2011
72011
Behavioral biases and investor behavior: Predicting the next step of a random walk (revisited and extended)
E Asparouhova, M Hertzel, M Lemmon
Workingpaper, 2005
72005
Market Bubbles and Crashes as an Expression of Tension between Social and Individual Rationality: Experiments
E Asparouhova, P Bossaerts, A Tran
Report.[1512], 2011
62011
Experiments on asset pricing under delegated portfolio management
E Asparouhova, P Bossaerts, J Copic, B Cornell, J Cvitanic, D Meloso
Working paper, 2010
62010
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