Researchers warn of underestimated uncertainty in academic findings
A groundbreaking study with contributions from more than 300 scholars reveals that researchers often underestimate the uncertainty of their findings.
Associate Professor Darya Yuferova
- Darya.Yuferova@nhh.no
- Telephone
- +47 55 95 93 80
- Department
- Finance
- Office
- C618
- 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.
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 |
| Menkveld, Albert; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusus, Sebastian; Razen, Michael; Weitzel, Utz; Abad-Diaz, David; Abudy, Menachem; Adrian, Tobias; Ait-Sahalia, Yacine; Akmansoy, Olivier; Alcock, Jamie T.; Alexeev, Vitali; Aloosh, Arash; Amato, Livia; Amaya, Diego; Angel, James J.; Avetikian, Alejandro T.; Bach, Amadeus; Baidoo, Edwin; Bakalli, Gaetan; Bao, Li; Bardon, Andrea; Bashchenko, Oksana; Bindra, Parampreet C.; Bjønnes, Geir Høidal; Black, Jeffrey R.; Black, Bernard S.; Bogoev, Dimitar; Correa, Santiago Bohorquez; Bondarenko, Oleg; Bos, Charles S.; Bosch-Rosa, Ciril; Bouri, Elie; Brownlees, Christian; Calamia, Anna; Cao, Viet Nga; Capelle-Blancard, Gunther; Romero, Laura M. Capera; Caporin, Massimiliano; Carrion, Allen; Caskurlu, Tolga; Chakrabarty, Bidisha; Chen, Jian; Chernov, Mikhail; Cheung, William; ter Ellen, Saskia; Ødegaard, Bernt Arne; Longarela, Inaki Rodriguez; Wika, Hans C.; Yuferova, Darya | Non-Standard Errors | Journal of Finance Volume 79 (3); 2024 |
| Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya | Market Liquidity and Competition Among Designated Market Makers | Management science Volume 71 (1); page 184 - 201; 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 |
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"
Darya Yuferova teaches Financial Econometrics at the master's level and is involved in the supervision of master’s theses.
Dissemination
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.