Elena N. Asparouhova
  • Professor, Finance Department
  • Assistant Professor, Finance Department

Research Statement

Experimental Finance

Presentations

  • ELENA N ASPAROUHOVA, & Peter Bossaerts and John Ledyard. (2021) Price Formation in Continuous Double Auctions, with Implications for Asset Pricing. , Presented, 2021.
  • ELENA N ASPAROUHOVA, & Peter Bossaerts and John Ledyard. (2019) Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing. , Presented, 2019.
  • ELENA N ASPAROUHOVA, & Dylan Finlayson, Debrah Meloso, Jan Nielsen, Christine Parlour, Wenhao Yang. (2019) Human Robot Interaction in Financial Markets. , Presented, 2019.
  • ELENA N ASPAROUHOVA, & Peter Bossaerts, Wenhao Yang. (2018) Humans in Charge of Trading Robots: The First Experiment. , Presented, 2018.
  • ELENA N ASPAROUHOVA, & Peter Bossaerts, Wenhao Yang. (2018) Humans in Charge of Trading Robots: The First Experiment. , Presented, 2018.
  • ELENA N ASPAROUHOVA (2018) Efficient Market Hypothesis: The Experimental Evidence. , Presented, 2018.
  • ELENA N ASPAROUHOVA, & Peter Bossaerts, Nilanjan Roy, William Zame. (2013) Lucas in the Laboratory. , Presented, 2013.

Publications

  • Elena Asparouhova (date unknown). Pairing Multi-Market Theory with Experiments. Edward Elgar Publishing. Accepted, .
  • Michael Hertzel and Michael Lemmon (date unknown). Inference from Streaks in Random Outcomes: Experimental Evidence on Beliefs in Regime Shifting and the Law of Small Numbers. Management Science. Accepted, .
  • Elena Asparouhova (date unknown). Lucas in the Laboratory. The Journal of Finance. Vol. 71(6), 2727-2780. Accepted, .
  • Elena Asparouhova (date unknown). Experiments on Percolation of Information in Dark Markets. Economic Journal. Vol. 127, F518–F544. Accepted, .
  • (date unknown). Competition in Lending: Theory and Experiments. Review of Finance. Accepted, .
  • Peter Bossaerts, and Charles Plott (date unknown). Excess Demand And Equilibration In Multi-Security Financial Markets: The Empirical Evidence. Journal of Financial Markets. Vol. 6, 21-Jan. Accepted, .
  • Tihomir Asparouhov, Robert Golanski, Krzysztof Kaspryk, and Robert Sherman (date unknown). Rank Estimators for a Transformation Model. Econometric Theory. Vol. 18, 1099-1120. Accepted, .
  • Elena Asparouhova (date unknown). Noisy Prices and Inference Regarding Returns. Journal of Finance. Vol. 68, 665-714. Accepted, .
  • Elena Asparouhova (date unknown). Experiments on Asset Pricing under Delegated Portfolio Management. Management Science. Accepted, .
  • Elena Asparouhova (date unknown). Asset Pricing and Asymmetric Reasoning. Journal of Political Economy. Vol. 1. Accepted, .
  • Peter Bossaerts (date unknown). Modeling Price Pressure in Financial Markets. Journal of Economic Behavior and Organization. Accepted, .
  • Hank Bessembinder & Ivalina Kalcheva (date unknown). Liquidity Biases in Asset Pricing Tests. Journal of Financial Economics. Vol. 96, 215-237. Accepted, .