7
H index
5
i10 index
158
Citations
Vitali Alexeev : Citation Profile
University of Technology Sydney (80% share) | RESEARCH PRODUCTION: 15 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
14 years (2010 - 2024). Relations with other researchers
Main data
Where Vitali Alexeev has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Journal of Empirical Finance | 2 |
Recent works citing Vitali Alexeev (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis. (2025). Riso, Luigi ; Braga, Maria Debora ; Zoia, Maria Grazia. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0044. Full description at Econpapers || Download paper |
| 2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper |
| 2024 | Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643. Full description at Econpapers || Download paper |
| 2024 | Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Portner, Claus C ; Huntington-Klein, Nick. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Public Opinion and Chinese Exports: Evidence from Twitter Sentiment Analysis. (2024). Wang, Haicheng ; Deng, Yuping ; Wu, Yanrui. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:24-03. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Vitali Alexeev:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Modelling Financial Contagion Using High Frequency Data In: The Economic Record. [Full Text][Citation analysis] | article | 1 |
| 2021 | Biases in variance of decomposed portfolio returns In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Localized level crossing random walk test robust to the presence of structural breaks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks..(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Testing weak form efficiency on the Toronto Stock Exchange In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 29 |
| 2010 | Testing Weak Form Efficiency on the Toronto Stock Exchange..(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2017 | Time-varying continuous and jump betas: The role of firm characteristics and periods of stress In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
| 2020 | Sensitivity to sentiment: News vs social media In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 31 |
| 2019 | Predictive blends: Fundamental Indexing meets Markowitz In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Asymmetric jump beta estimation with implications for portfolio risk management In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
| 2016 | Continuous and Jump Betas: Implications for Portfolio Diversification In: Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
| 2014 | Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Exchange rate risk exposure and the value of European firms In: The European Journal of Finance. [Full Text][Citation analysis] | article | 17 |
| 2012 | Exchange Rate Risk Exposure and the Value of European Firms.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Equity portfolio diversification with high frequency data In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2013 | Equity portfolio diversification with high frequency data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | What Australian investors need to know to diversity their portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | How many stocks are enough for diversifying Canadian institutional portfolios? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? In: Published Paper Series. [Citation analysis] | paper | 2 |
| 2014 | The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team