Elena Asparouhova, Ph.D.

2004 California Institute of Technology, Pasadena, CA 
"Elena Asparouhova"
Mean distance: 17.82 (cluster 17)


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Peter Bossaerts grad student 2004 Caltech
 (Competition and equilibration in financial markets.)
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Asparouhova E, Bossaerts P. (2017) Experiments on Percolation of Information in Dark Markets The Economic Journal. 127: 518-544
Asparouhova E, Bossaerts P, Copic J, et al. (2015) Competition in portfolio management: Theory and experiment Management Science. 61: 1868-1888
Asparouhova E, Bossaerts P, Eguia J, et al. (2015) Asset pricing and asymmetric reasoning Journal of Political Economy. 123: 66-122
Asparouhova E, Bessembinder H, Kalcheva I. (2013) Noisy prices and inference regarding returns Journal of Finance. 68: 665-714
Asparouhova E, Bessembinder H, Kalcheva I. (2010) Liquidity biases in asset pricing tests Journal of Financial Economics. 96: 215-237
Asparouhova E, Hertzel M, Lemmon M. (2009) Inference from Streaks in random outcomes: Experimental evidence on beliefs in regime shifting and the law of small numbers Management Science. 55: 1766-1782
Asparouhova E, Bossaerts P. (2009) Modelling price pressure in financial markets Journal of Economic Behavior and Organization. 72: 119-130
Asparouhova E. (2006) Competition in lending: Theory and experiments Review of Finance. 10: 189-219
Asparouhova E, Bossaerts P, Plott C. (2003) Excess demand and equilibration in multi-security financial markets: The empirical evidence Journal of Financial Markets. 6: 1-21
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