Elena n. Asparouhova
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academic experience |
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Assistant
Professor of Finance, Instructor of Finance, |
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Education |
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Ph.D. in Economics, California Institute of Technology, M.S. in Economics, California Institute of Technology, M.S. in Statistics, B.S., with High Distinction, |
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honors, fellowships and grants |
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National
Science Foundation, for the project "Experiments on Information and
Information Processing in Financial Markets," 2006-9, Grant
#SES-0616645, $116,610 Best Paper Award in the
Review of Finance for 2005-6. Best Paper Award in the
Journal of Financial Markets for 2003. Dissertation Fellowship,
John Randolph Haynes and Dora Haynes Foundation, 2000-2001. Hicks GRA, California
Institute of Technology, 1999-2000. Institute Fellowship, |
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published papers |
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"Rank Estimators for a
Transformation Model," joint with Tihomir Asparouhov, Robert Golanski,
Krzysztof Kasprzyk, and Robert Sherman, Econometric Theory,
18:1099--1120, 2002. "Excess Demand And
Equilibration In Multi-Security Financial Markets: The Empirical
Evidence," joint with Peter Bossaerts and Charles Plott, Journal of
Financial Markets, 6:1-21, 2003. "Competition in
Lending: Theory and Experiments," Review
of Finance, 10:189-219, 2006. |
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working papers |
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"Behavioral Biases and
Investor Behavior: Predicting the Next Step of a Random Walk
(Revisited)," joint with Mike Hertzel and Mike Lemmon. "Modeling Price
Pressure in Financial Markets," joint with Peter Bossaerts. "Payout Policy, Investor Rationality, and Market Efficiency:
Evidence From Laboratory Experiments," joint with Mike Lemmon. "Why Cognitive Biases May Not Always Affect Asset Prices," joint with Peter Bossaerts, Jon Eguia, and Bill Zame. |
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work in progress |
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Experiments on Information
and Information Processing in Financial Markets, joint with Peter Bossaerts
and Bill Zame. Experiments on Delegated Portfolio Management, joint with Peter
Bossaerts, Brad Cornell, Jernej Copic, and Debrah Meloso. |
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conference and seminar presentations |
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2006—Behavioral Finance
Symposium, 2005—University of
Washington; WFA meetings, Portland; Conference on Experimental Finance: Individuals, Firms, and Financial Institutions, Federal
Reserve Bank of Atlanta, European Summer Symposium in Financial Markets
(Asset Pricing Week). 2004—EFA meetings,
Maastricht; EFMA meetings, Basel; WFA
meetings, Vancouver (discussant); Arizona State University; Experimental
Software meeting, Caltech; University of Indiana; Behavioral Finance
Conference at the University of Notre Dame (Discussant); 2003—University of Utah;
Columbia Business School; University of Houston; Georgia State University;
Tulane; Stanford Business School; UC Berkeley; Duke; UCSD. 2002—Review of Financial
Studies Conference on Experimental and Behavioural Finance, |
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Teaching experience |
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Instructor, University of Instructor, University of Utah, FINAN 3050, Introduction to Investments, (Spring 2004, Fall
2004, Fall 2005, Fall 2006), Introductory undergraduate classes. |
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other professional activities and memberships |
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Member of American Finance
Association; Ad-hoc referee for
American Economic Review, Annals of Finance, Financial Management, Financial
Review, Journal of Banking and Finance, Journal of Finance, Journal of
Financial Markets, JFQA, Review of Financial Studies, Review of Finance. |
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