New course in finance emphasises motivation
‘We want to contribute to more NHH students gaining competence and practical experience within the Norwegian asset management environment,’ says NHH's Rector Øystein Thøgersen.
Assistant Professor Darya Yuferova
- Darya.Yuferova@nhh.no
- Telephone
- +47 55 95 93 80
- Department
- Finance
- Office
- C724
- Expertise
- Empirical Market Microstructure Asset Pricing
Darya Yuferova started in her position of Assistant Professor of Finance at NHH in 2016. Darya holds a PhD degree from Rotterdam School of Management, Erasmus University (2016) and a MSc degree in Finance from Duisenberg School of Finance and VU University Amsterdam (2011). During the Fall semester in 2014 she was a Visiting Scholar at NYU Stern Business School. Her research interests include Market Microstructure and Asset Pricing.
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 |
| 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 |
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, forthcoming
Yuferova, Darya, Mila Getmansky, Ravi Jagannathan, Loriana Pelizzon, and Ernst Schaumburg: "Recovery from Fast Crashes: Role of Mutual Funds", Journal of Financial Markets, forthcoming
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"