Elena Asparouhova, Ph.D. - Publications

Affiliations: 
2004 California Institute of Technology, Pasadena, CA 

9 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2017 Asparouhova E, Bossaerts P. Experiments on Percolation of Information in Dark Markets The Economic Journal. 127: 518-544. DOI: 10.1111/Ecoj.12464  0.704
2015 Asparouhova E, Bossaerts P, Copic J, Cornell B, Cvitanić J, Meloso D. Competition in portfolio management: Theory and experiment Management Science. 61: 1868-1888. DOI: 10.1287/Mnsc.2014.1935  0.358
2015 Asparouhova E, Bossaerts P, Eguia J, Zame W. Asset pricing and asymmetric reasoning Journal of Political Economy. 123: 66-122. DOI: 10.1086/679283  0.7
2013 Asparouhova E, Bessembinder H, Kalcheva I. Noisy prices and inference regarding returns Journal of Finance. 68: 665-714. DOI: 10.1111/Jofi.12010  0.396
2010 Asparouhova E, Bessembinder H, Kalcheva I. Liquidity biases in asset pricing tests Journal of Financial Economics. 96: 215-237. DOI: 10.1016/J.Jfineco.2009.12.011  0.398
2009 Asparouhova E, Hertzel M, Lemmon M. Inference from Streaks in random outcomes: Experimental evidence on beliefs in regime shifting and the law of small numbers Management Science. 55: 1766-1782. DOI: 10.1287/Mnsc.1090.1059  0.314
2009 Asparouhova E, Bossaerts P. Modelling price pressure in financial markets Journal of Economic Behavior and Organization. 72: 119-130. DOI: 10.1016/J.Jebo.2009.03.003  0.704
2006 Asparouhova E. Competition in lending: Theory and experiments Review of Finance. 10: 189-219. DOI: 10.1007/S10679-006-8280-8  0.565
2003 Asparouhova E, Bossaerts P, Plott C. Excess demand and equilibration in multi-security financial markets: The empirical evidence Journal of Financial Markets. 6: 1-21. DOI: 10.1016/S1386-4181(02)00042-3  0.693
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