Elena Asparouhova

Finance · 2010–2013

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 43 citations into it; #4,678 of 10,518 by trust here, #3,142 by citations
• Accounting — 29 citations into it; #4,213 of 8,970 by trust here, #4,231 by citations

Whom Elena Asparouhova trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tarun Chordia
2. Narasimhan Jegadeesh
3. Y. Amihud
4. Eugene F. Fama
5. F. Bandi

Who trusts Elena Asparouhova overall

1. Shane A. Corwin
2. Turan G. Bali
3. Nicholas Barberis
4. R. Goettler
5. Paul H. Schultz
6. Abhiroop Mukherjee
7. Amit Goyal
8. Christine A. Parlour
9. Lin Peng
10. Yufeng Han

Papers from Elena Asparouhova's perspective

Ordered by how strongly the researchers Elena Asparouhova trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross‐Section of Expected Stock Returns
2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
3. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
4. Common risk factors in the returns on stocks and bonds
5. Generalized autoregressive conditional heteroskedasticity
6. The Cross-Section of Volatility and Expected Returns
7. Trading Volume and Serial Correlation in Stock Returns
8. What moves stock prices?
9. Commonality in Liquidity
10. The market for borrowing stock

Their papers

• Liquidity biases in asset pricing tests. (2010) — 217 citations
• Noisy Prices and Inference Regarding Returns (2013) — 206 citations