Liquidity biases in asset pricing tests E Asparouhova, H Bessembinder, I Kalcheva Journal of Financial Economics 96 (2), 215-237, 2010 | 291 | 2010 |
Noisy prices and inference regarding returns E Asparouhova, H Bessembinder, I Kalcheva The Journal of Finance 68 (2), 665-714, 2013 | 269 | 2013 |
Inference from streaks in random outcomes: Experimental evidence on beliefs in regime shifting and the law of small numbers E Asparouhova, M Hertzel, M Lemmon Management Science 55 (11), 1766-1782, 2009 | 106 | 2009 |
Excess demand and equilibration in multi-security financial markets: The empirical evidence E Asparouhova, P Bossaerts, C Plott Journal of Financial Markets 6 (1), 1-21, 2003 | 71 | 2003 |
“Lucas” in the Laboratory E Asparouhova, P Bossaerts, N Roy, W Zame The Journal of Finance 71 (6), 2727-2780, 2016 | 67 | 2016 |
Asset pricing and asymmetric reasoning E Asparouhova, P Bossaerts, J Eguia, W Zame Journal of Political Economy 123 (1), 66-122, 2015 | 51 | 2015 |
Competition in lending: Theory and experiments E Asparouhova Review of Finance 10 (2), 189-219, 2006 | 28 | 2006 |
Humans in charge of trading robots: The first experiment E Asparouhova, P Bossaerts, X Cai, K Rotaru, N Yadav, W Yang Review of Finance, rfae007, 2024 | 22 | 2024 |
Experiments on percolation of information in dark markets E Asparouhova, P Bossaerts The Economic Journal 127 (605), F518-F544, 2017 | 20 | 2017 |
Competition in portfolio management: theory and experiment E Asparouhova, P Bossaerts, J Čopič, B Cornell, J Cvitanić, D Meloso Management Science 61 (8), 1868-1888, 2015 | 20 | 2015 |
The timing of social learning BW Rogers California Institute of Technology Working Paper, 2005 | 16 | 2005 |
Rank estimators for a transformation model E Asparouhova, R Golanski, K Kasprzyk, RP Sherman, T Asparouhov Econometric Theory 18 (5), 1099-1120, 2002 | 14 | 2002 |
Cognitive biases, ambiguity aversion and asset pricing in financial markets E Asparouhova, P Bossaerts, J Eguia, W Zame Working paper, 2010 | 12 | 2010 |
Price formation in multiple, simultaneous continuous double auctions, with implications for asset pricing EN Asparouhova, P Bossaerts, JO Ledyard Simultaneous Continuous Double Auctions, with Implications for Asset Pricing …, 2020 | 11 | 2020 |
Costly information acquisition in decentralized markets: An experiment EN Asparouhova, P Bossaerts, W Yang Available at SSRN 3079240, 2017 | 11 | 2017 |
Modelling price pressure in financial markets E Asparouhova, P Bossaerts Journal of Economic Behavior & Organization 72 (1), 119-130, 2009 | 8 | 2009 |
Price formation in continuous double auctions; with implications for finance E Asparouhova, P Bossaerts, JO Ledyard Working paper, University of Utah, 2011 | 7 | 2011 |
Market Bubbles and Crashes as an Expression of Tension between Social and Individual Rationality: Experiments E Asparouhova, P Bossaerts, A Tran Report.[1512], 2011 | 6 | 2011 |
Experiments on asset pricing under delegated portfolio management E Asparouhova, P Bossaerts, J Copic, B Cornell, J Cvitanic, D Meloso Working paper, 2010 | 6 | 2010 |
Behavioral biases and investor behavior: Predicting the next step of a random walk (revisited and extended) E Asparouhova, M Hertzel, M Lemmon Workingpaper, 2005 | 6 | 2005 |