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

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
More publications in Cristin


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.