Darya Yuferova

Assistant Professor Darya Yuferova

E-mail
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.

Home page

Curriculum Vitae

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
More publications in Cristin

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"