Assistant Professor Darya Yuferova
- Darya.Yuferova@nhh.no
- Telephone
- +47 55 95 93 80
- Office
- MS-250
- 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; 2021 |
| Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Sherman, Mila Getmansky; Yuferova, Darya | Recovery from fast crashes: Role of mutual funds | Journal of financial markets; 2021 |
RESEARCH
Working Papers
Yuferova, Darya. Intraday Return Predictability, Informed Limit Orders, and Algorithmic Trading. 2015. Job Market Paper.
Bongaerts, Bongaerts, Richard Roll, Dominik Rösch, and Mathijs van
Dijk and Darya Yuferova. 2015. The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective. 2015.
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova. Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods. 2016.