5
H index
2
i10 index
117
Citations
Victoria V. Dobrynskaya : Citation Profile
National Research University Higher School of Economics (HSE) | RESEARCH PRODUCTION: 12 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
16 years (2008 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Victoria V. Dobrynskaya. | Is cited by:
| Cites to:
|
Main data
Where Victoria V. Dobrynskaya has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HSE Working papers / National Research University Higher School of Economics | 5 |
Recent works citing Victoria V. Dobrynskaya (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
| 2024 | Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581. Full description at Econpapers || Download paper |
| 2025 | Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415. Full description at Econpapers || Download paper |
| 2025 | Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511. Full description at Econpapers || Download paper |
| 2024 | Time-varying causality among whisky, wine, and equity markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751. Full description at Econpapers || Download paper |
| 2025 | Are cryptocurrencies priced in the cross-section? A portfolio approach. (2025). Ekponon, Adelphe ; Assamoi, Vincent K ; Guo, Zihan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014661. Full description at Econpapers || Download paper |
| 2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
| 2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper |
| 2025 | Sustainable portfolio optimization: A multi-class framework for eco-friendly stocks. (2025). Kowalewski, Oskar ; Wahid, Abdul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000972. Full description at Econpapers || Download paper |
| 2025 | Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y. Full description at Econpapers || Download paper |
| 2024 | Dutch Disease and Deindustrialization: Symmetrical and Asymmetrical Impact of Oil Rent on Value-Added Industry in China. (2024). Helali, Kamel ; Kalai, Maha ; Kouas, Meriem. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01866-4. Full description at Econpapers || Download paper |
Works by Victoria V. Dobrynskaya:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Financial returns in reward-based crowdfunding In: Economic Analysis Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Currency Exposure to Downside Risk: Which Fundamentals Matter? In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity In: Journal of Innovation Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Is Russia Sick with the Dutch Disease? In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2024 | Is downside risk priced in cryptocurrency market? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2020 | Is Downside Risk Priced In Cryptocurrency Market?.(2020) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Pricing within and across asset classes In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Avoiding momentum crashes: Dynamic momentum and contrarian trading In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 2019 | Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading.(2019) In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
| 2022 | LEGO: THE TOY OF SMART INVESTORS In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2020 | Lego - The Toy Of Smart Investors.(2020) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Upside and Downside Risks in Momentum Returns In: HSE Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Dynamic Momentum and Contrarian Trading In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships In: HSE Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Downside risk and flight to quality in the currency market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Asymmetric Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2014 | Downside Market Risk of Carry Trades In: Review of Finance. [Full Text][Citation analysis] | article | 59 |
| 2010 | Economic diversification and Dutch disease in Russia In: Post-Communist Economies. [Full Text][Citation analysis] | article | 22 |
| 2022 | Does Momentum Trading Generate Extra Downside Risk? In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team