Darya Yuferova

Assistant Professor Darya Yuferova

+47 55 95 93 80
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.

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Curriculum Vitae


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"