  |
 |
 |
|
ELENA N. ASPAROUHOVA
- Curriculum Vitae. Here is a PDF version.
Welcome to my homepage! I am currently an assistant professor of Finance at the Business School of the University of Utah. I joined the department here in August 2003 after graduating from the Department of Social Sciences at Caltech. My interests are focused mainly in the areas of theoretical and experimental finance. Check out the University of Utah's own experimental cyber lab -- UULEEF. More than forty experimental sessions were run already and more are yet to come! If you have any questions about my research or myself, please email me.
Contact Information:
- Office Address:
University of Utah
David Eccles School of Business
1645 E. Campus Center Drive, Room KDGB 325
Salt Lake City, Utah 84112- Office: +(801) 587-3975
- E-mail: e.asparouhova@utah.edu
Working Papers and Publications:
- Rank Estimators for a Transformation Model , joint with T. Asparouhov, R. Golanski, K. Kasprzyk, and R. Sherman, Econometric Theory, 18:1099-1120, 2002.
- Excess Demand And Equilibration In Multi-Security Financial Markets: The Empirical Evidence, joint with P. Bossaerts and C. Plott, Journal of Financial Markets, 6:1-21, 2003.
- Competition in Lending: Theory and Experiments, Review of Finance, 10:189-219, 2006.
- Modelling Price Pressure In Financial Markets, joint with P. Bossaerts, Journal of Economic Behavior and Organization, forthcoming.
- Inference from Streaks in Random Outcomes: Experimental Evidence on Beliefs in Regime-Shifting and the Law of Small Numbers, joint with M. Hertzel and M. Lemmon. (Go to Behavioral Biases and Investor Behavior: Predicting the Next Step of a Random Walk (Revisited) for the more methodologically oriented version of the paper and the slides that go with it.)
- Why Cognitive Biases May Not Always Affect Asset Prices, joint with P. Bossaerts, J. Eguia, and W. Zame.
- Dynamics in Markets with Adverse Selection.
Work in Progress:
- Experiments on Delegated Portfolio Management, joint with Peter Bossaerts, Jernej Copic, Brad Cornell, Jaksa Cvitanic, and Debrah Meloso.
- Experiments on Information and Information Processing in Financial Markets, joint with Bill Zame and Peter Bossaerts.
- Payout Policy, Investor Rationality and Market Efficiency: Evidence from Laboratory Experiments, joint with Michael Lemmon.
- Public Goods Experiments in Bulgaria, joint with Thomas Palfrey.
Links and More:The laboratories of experimental economics\finance at Utah and Caltech:
- University of Utah Laboratory For Experimental Economics and Finance, UULEEF
- Caltech Laboratory For Experimental Finance, CLEF
- Laboratory for Experimental Economics and Political Science , EEPS
- Caltech Social Science Experimental Laboratory, SSEL
Here are a couple of pictures from my home country Bulgaria. While living there might still be quite a challenge, going there as a tourist is lots of fun.
This page is maintained by Elena Asparouhova -- last updated August 2008.
