Advanced Search

Darya Yuferova

Norwegian School of Economics (NHH) - Department of Finance

Helleveien 30

N-5045 Bergen

Norway

  • Norwegian School of Economics (NHH) - Department of Finance

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,332

SSRN RANKINGS

Top 41,332

in Total Papers Downloads

924

CITATIONS

0

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

On the Origination and Propagation of Shocks Across International Equity Markets: A Microstructure Perspective

7th Miami Behavioral Finance Conference 2016
Number of pages: 134 Posted: 04 Aug 2014 Last Revised: 31 May 2017
Dion Bongaerts, Richard Roll, Dominik Rösch, Mathijs A. Van Dijk and Darya Yuferova
Erasmus University Rotterdam (EUR) - Finance, California Institute of Technology, State University of New York at Buffalo - School of Management, Erasmus University - Rotterdam School of Management and Norwegian School of Economics (NHH) - Department of Finance
Downloads 290 (95,844)

Abstract:

Loading...

Equity markets, jumps, financial crises, contagion, liquidity, trading activity

2.

Intraday Return Predictability, Informed Limit Orders, and Algorithmic Trading

Number of pages: 42 Posted: 07 Nov 2015 Last Revised: 30 Jul 2018
Darya Yuferova
Norwegian School of Economics (NHH) - Department of Finance
Downloads 253 (110,740)

Abstract:

Loading...

intraday predictability, informed trading, algotihmic trading, limit order book

3.

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SAFE Working Paper No. 144
Number of pages: 90 Posted: 21 Sep 2016 Last Revised: 07 Jun 2017
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 211 (132,680)

Abstract:

Loading...

High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision

4.

Stock Price Crashes: Role of Slow-Moving Capital

Downloads 89 (268,719)

Stock Price Crashes: Role of Slow-Moving Capital

Number of pages: 61 Posted: 04 Dec 2017 Last Revised: 23 Jul 2018
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg and Darya Yuferova
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance
Downloads 87 (275,032)

Abstract:

Loading...

Liquidity Provision; Market Fragility; Flash Crash; Slow-Moving Capital

Stock Price Crashes: Role of Slow-Moving Capital

NBER Working Paper No. w24098
Number of pages: 62 Posted: 16 Dec 2017
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg and Darya Yuferova
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance
Downloads 2 (610,606)
  • Add to Cart

Abstract:

Loading...

5.

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 81 (278,725)

Abstract:

Loading...

High-Frequency Traders (HFTs), Proprietary Trading, Opening Auction, Liquidity Provision, Price Discovery