5
H index
4
i10 index
104
Citations
Vitali Alexeev : Citation Profile
University of Technology Sydney (80% share) | RESEARCH PRODUCTION: 13 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2010 - 2021). Relations with other researchers
Main data
Where Vitali Alexeev has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 2 |
Recent works citing Vitali Alexeev (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185. Full description at Econpapers || Download paper |
| 2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper |
| 2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334. Full description at Econpapers || Download paper |
| 2022 | Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703. Full description at Econpapers || Download paper |
| 2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
| 2022 | Market risks that change domestic diversification benefits. (2022). Sarwar, Ghulam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001632. Full description at Econpapers || Download paper |
| 2022 | The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum. (2022). Yuan, Peixuan ; Xu, Weike ; Xiang, Zhiqiang ; Wang, Xinjie. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001793. Full description at Econpapers || Download paper |
| 2022 | Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Frommel, Michael ; Asif, Raheel. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716. Full description at Econpapers || Download paper |
| 2022 | Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259. Full description at Econpapers || Download paper |
| 2022 | Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745. Full description at Econpapers || Download paper |
| 2022 | The nexus between bank connectedness and investors’ sentiment. (2022). Pochea, Maria Miruna ; Nioi, Mihai. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321004219. Full description at Econpapers || Download paper |
| 2022 | Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114. Full description at Econpapers || Download paper |
| 2022 | Green bond market and Sentiment: Is there a switching Behaviour?. (2022). Evi, Aleksandar ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:520-527. Full description at Econpapers || Download paper |
| 2022 | Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains. (2022). Yang, Cai ; Guo, Yaoqi ; Hong, Huojun ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:267-285. Full description at Econpapers || Download paper |
| 2022 | The role of different information sources in information spread: Evidence from three media channels in China. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:327-341. Full description at Econpapers || Download paper |
| 2022 | Inferences from Portfolio Theory and Efficient Market Hypothesis to the Impact of Social Media on Sovereign Debt: Colombia, Ecuador, and Peru. (2022). Serrano-Monge, Esteban. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:160-:d:784754. Full description at Econpapers || Download paper |
| 2022 | Modeling Bivariate Dependency in Insurance Data via Copula: A Brief Study. (2022). Chakraborty, Subrata ; Watts, Dalton ; Ghosh, Indranil. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:329-:d:870933. Full description at Econpapers || Download paper |
| 2022 | Arbitrage constraints and behaviour of volatility components: Evidence from a natural experiment. (2022). Jacob, Joshy ; Srivastava, Pranjal. In: IIMA Working Papers. RePEc:iim:iimawp:14685. Full description at Econpapers || Download paper |
| 2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7. Full description at Econpapers || Download paper |
| 2022 | News and social networks of Russian companies: Degree of influence on the securities market. (2022). Drogovoz, P ; Kovalchuk, YU ; Pyltsin, I ; Fedorova, E. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:53:p:32-52. Full description at Econpapers || Download paper |
| 2023 | Factors Determining the Exchange Rate Exposure of Firms: Evidence from India. (2023). Gayathri, J ; Sayed, Zakiya Begum. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:210-226. Full description at Econpapers || Download paper |
| 2023 | Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3. Full description at Econpapers || Download paper |
| 2022 | A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation. (2022). Garcia-Moreno, M B ; Roldan-Casas, Jose A. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00627-4. Full description at Econpapers || Download paper |
| 2023 | Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | 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 | 0 |
| 2021 | Biases in variance of decomposed portfolio returns In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 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 another 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 | 24 |
| 2010 | Testing Weak Form Efficiency on the Toronto Stock Exchange..(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | 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 | 13 |
| 2020 | Sensitivity to sentiment: News vs social media In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
| 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 | 5 |
| 2016 | Continuous and Jump Betas: Implications for Portfolio Diversification In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
| 2014 | Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 another version. Agregated cites: 17 | paper | |
| 2015 | Equity portfolio diversification with high frequency data In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Equity portfolio diversification with high frequency data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 | 1 |
| 2014 | Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? In: Published Paper Series. [Citation analysis] | paper | 1 |
| 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 |
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