Darya Yuferova

Associate Professor Darya Yuferova

E-mail
Darya.Yuferova@nhh.no
Telephone
+47 55 95 93 80
Department
Finance
Office
C724
Expertise
Empirical Market Microstructure Asset Pricing

I am an Associate Professor of Finance at Norwegian School of Economics (NHH).  I have been working at NHH since 2016. I have received my PhD degree from Rotterdam School of Management, Erasmus University in 2016. My main research interests include market microstructure, asset pricing, and behavioral finance. My research was published in leading academic journals such as Management Science, Journal of Finance, and Journal of Financial Markets.

Home page

Curriculum Vitae

Selected publications

Author(s) Title Publisher
Bongaerts, Dion; Roll, Richard; Rösch, Dominik; van Dijk, Mathijs; Yuferova, Darya How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective Management science Volume 68 (4); page 3071 - 3089; 2021
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya Market Liquidity and Competition among Designated Market Makers Management science; page 1 - 18; 2024
Yuferova, Darya Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market Journal of financial markets; 2023
Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Sherman, Mila Getmansky; Yuferova, Darya Recovery from fast crashes: Role of mutual funds Journal of financial markets Volume 59; 2021
More publications in Cristin

PUBLICATIONS

Yuferova, Darya, Dion Bongaerts, Richard Roll, Dominik Rösch, and Mathijs van Dijk: "How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective", Management Science, 2021, Volume 68 (4); page 3071 - 3089; 2021

Yuferova, Darya, Mila Getmansky, Ravi Jagannathan, Loriana Pelizzon, and Ernst Schaumburg: "Recovery from Fast Crashes: Role of Mutual Funds", Journal of Financial Markets, 2021, Volume 59

Working papers

Yuferova, Darya, "Wait or Trade?

Yuferova, Darya, Mario Bellia, Loriana Pelizzon, and Marti Subrahmanyam: "Designated Market Makers: Competition and Incentives"

Yuferova, Darya, Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, and Jun Uno: "Coming Early to the Party"

Yuferova, Darya, Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, and Jun Uno: "Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods"

Dissemination