Elena N. Asparouhova

University of Utah - David Eccles School of Business

1645 E Campus Center Dr

Salt Lake City, UT 84112-9303

United States

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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34

CROSSREF CITATIONS

117

Scholarly Papers (11)

1.

Liquidity Biases in Asset Pricing Tests

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 17 Mar 2006 Last Revised: 17 Aug 2009
Elena N. Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva
University of Utah - David Eccles School of Business, Arizona State University and University of Texas at San Antonio - Department of Finance
Downloads 1,019 (26,530)
Citation 4

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Bid-Ask Spreads, Liquidity, Asset Pricing, Beta Estimation

2.

Noisy Prices and Inference Regarding Returns

The Journal of Finance (JF), Forthcoming
Number of pages: 89 Posted: 29 Aug 2010 Last Revised: 10 Oct 2011
Elena N. Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva
University of Utah - David Eccles School of Business, Arizona State University and University of Texas at San Antonio - Department of Finance
Downloads 833 (35,263)
Citation 21

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Microstructure Noise, Illiquidity, Asset Pricing, Return Premium

3.

Asset Pricing and Asymmetric Reasoning

Swiss Finance Institute Research Paper No. 09-20
Number of pages: 64 Posted: 17 May 2009 Last Revised: 28 Nov 2014
Elena N. Asparouhova, Peter Bossaerts, Jon X. Eguia and William R. Zame
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance, Michigan State University - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 447 (78,715)
Citation 7

Abstract:

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asset pricing, ambiguity aversion, cognitive

4.

Behavioral Biases and Investor Behavior: Predicting the Next Step of a Random Walk (Revisited)

Number of pages: 32 Posted: 30 Sep 2004
Elena N. Asparouhova, Michael L. Lemmon and Michael G. Hertzel
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and Arizona State University (ASU) - Finance Department
Downloads 389 (92,561)
Citation 1

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Regime shifting, momentum, reversal, experiments

5.

Competition in Portfolio Management: Theory and Experiment

Number of pages: 47 Posted: 18 Mar 2010 Last Revised: 03 Dec 2012
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance, Yale University - Cowles Foundation, Anderson Graduate School of Management, UCLA, California Institute of Technology - Division of the Humanities and Social Sciences and Toulouse Business School
Downloads 264 (141,108)
Citation 4

Abstract:

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asset pricing, CAPM, delegated portfolio management, mutual fund flows, experimental finance

6.

Modelling Price Pressure in Financial Markets

Number of pages: 26 Posted: 03 Jun 2004
Peter Bossaerts and Elena N. Asparouhova
University of Melbourne - Department of Finance and University of Utah - David Eccles School of Business
Downloads 139 (251,266)
Citation 1

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7.

Costly Information Acquisition in Decentralized Markets: An Experiment

Number of pages: 45 Posted: 01 Dec 2017 Last Revised: 20 Apr 2019
Elena N. Asparouhova, Peter Bossaerts and Wenhao Yang
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance and Chinese University of Hong Kong, Shenzhen
Downloads 70 (393,913)
Citation 4

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Decentralized Markets, Experiment, Experimental Finance, Information Acquisition

8.

Humans in Charge of Trading Robots: The First Experiment

Number of pages: 37 Posted: 28 Apr 2020
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance, Department of Accounting, Monash Business School, University of Melbourne, University of Melbourne - Department of Finance and Chinese University of Hong Kong, Shenzhen
Downloads 57 (437,157)
Citation 2

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Algorithmic Trading, Experimental Finance, Bubbles, Crashes, Human Robot Interaction

9.

Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing

Number of pages: 64 Posted: 04 May 2016 Last Revised: 27 Jul 2020
Elena N. Asparouhova, Peter Bossaerts and John O. Ledyard
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 45 (484,091)
Citation 1

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Continuous Double Auction, Walrasian Equilibrium, Marshallian Equilibration, Experimental Economics, Asset Pricing Theory.

10.

&Apos;Lucas&Apos; in the Laboratory

NBER Working Paper No. w19068
Number of pages: 52 Posted: 25 May 2013 Last Revised: 07 Feb 2021
Elena N. Asparouhova, Peter Bossaerts, Nilanjan Roy and William R. Zame
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance, California Institute of Technology and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 13 (670,738)
Citation 6

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11.

Inference from Streaks in Random Outcomes: Experimental Evidence on Beliefs in Regime-Shifting and the Law of Small Numbers

Posted: 12 Jun 2009
Elena N. Asparouhova, Michael G. Hertzel and Michael L. Lemmon
University of Utah - David Eccles School of Business, Arizona State University (ASU) - Finance Department and University of Utah - Department of Finance

Abstract:

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decision making, experiments, prediction task, law of small numbers, regime-shifting