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ELENA N. ASPAROUHOVA
- Curriculum Vitae. Here is a PDF version.
- Contact Information
- Introduction to Investments Course Page
- Working Papers and Publications
- Work in Progress
- Finance Seminar Series 2006-2007
- Links and More
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 , 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, 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, with P. Bossaerts.
- Behavioral Biases and Investor Behavior: Predicting the Next Step of a Random Walk (Revisited), with Mike Hertzel, and Mike Lemmon. (slides)
- Dynamics in Markets with Adverse Selection.
Work in Progress:
- 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.
- Loss Aversion and Bidding Behavior in Experiments, joint with Mike Hertzel and Mike Lemmon.
- Harnessing Reciprocity to Induce Pareto-Optimal Allocations in Competitive Markets with Adverse Selection, joint with Peter Bossaerts.
- Experimental Investigation of Financial Contracting Theory.
- 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 September 2006.
