Elena Asparouhova, Ph.D.

2004

Peter Bossaerts	grad student	2004	Caltech
(Competition and equilibration in financial markets.)

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.
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