Препринты Программы фундаментальных исcледований
 Financial Economics |
WP BRP Series: Financial Economics / FE Series Managing Editor: Maria Semenova |
Nikolai A. Manushkin "Application Of Fama-French Five Factor Model On The Russian Market", Series: Financial Economics, WP BRP 95/FE/2024
Опубликован 23.05.2024
Yuliana Loginova, Maria Semenova "Board Gender Diversity And Bank Performance During Covid-19: Did Women Save The Day?", Series: Financial Economics, WP BRP 94/FE/2024
Опубликован 14.02.2024
Polina Popova "COVID-19, Corporate Non-performing Loans, and Corporate Lending Dynamics: Evidence from Russian Regions", Series: Financial Economics, WP BRP 93/FE/2024
Опубликован 17.01.2024
Anastasia N. Stepanova, Polina A. Khmeleva "The Impact Of Family Ties And Founder Involvement On Innovation In High-Tech Firms", Series: Financial Economics, WP BRP 91/FE/2022
Опубликован 25.12.2022
Опубликован 20.12.2022
Victor Lapshin "Sensitivity-Based Bond Portfolio Immunization With Nonparametric Term Structure Models", Series: Financial Economics, WP BRP 89/FE/2022
Опубликован 26.07.2022
Опубликован 27.06.2022
Kolade Sunday Adesina, Maria Semenova Do Non-Interest Income Activities Matter For Banking Sector Efficiency? A Net Interest Margin Perspective, Series: Financial Economics, WP BRP 87/FE/2022
Опубликован 15.03.2022
Victoria Dobrynskaya, Mikhail Dubrovskiy "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships", Series: Financial Economics, WP BRP 86/FE/2022
Опубликован 24.02.2022
Victor Lapshin "Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments", Series: Financial Economics, WP BRP 84/FE/2021
Опубликован 09.11.2021
Mariia S. Evdokimova, Sergey A. Kuzubov "Non-Financial Reporting And The Cost Of Capital In BRICS Countries", Series: Financial Economics, WP BRP 83/FE/2021
Опубликован 23.06.2021
Irina Skvortsova, Anna Vershinina "Do Cognitive Biases Impact M&A Performance in Emerging Markets? Evidence from Russian Firms", Series: Financial Economics, WP BRP 82/FE/2021
Опубликован 26.05.2021
Alexander Benov, Maria Semenova "Bank Runs And Media Freedom: What You Don’t Know Won’t Hurt You?", Series: Financial Economics, WP BRP 81/FE/2021
Опубликован 16.02.2021
Victoria Dobrynskaya, Julia Kishilova "Lego - The Toy Of Smart Investors", Series: Financial Economics, WP BRP 80/FE/2020
Опубликован 16.09.2020
Victoria Dobrynskaya "Is Downside Risk Priced In Cryptocurrency Market?", Series: Financial Economics, WP BRP 79/FE/2020
Опубликован 16.09.2020
Anastasia N. Stepanova, Anastasia V. Suraeva "An Overconfident CEO VS A Rational Board: The Tale About Bank Risk-Taking", Series: Financial Economics, WP BRP 78/FE/2019
Опубликован 19.11.2019
Olga Guseva, Anastasia Stepanova "Startups In Russia: Ownership Vs. Performance", Series: Financial Economics, WP BRP 76/FE/2019
Опубликован 04.10.2019
Valeria V. Lakshina "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?", Series: Financial Economics, WP BRP 75/FE/2019
Опубликован 26.06.2019
Anastasia N. Stepanova, Olga O. Kopyrina "The Influence Of Ownership Structure And Board Independence On The Cost Of Debt In Bric Countries", Series: Financial Economics, WP BRP 74/FE/2019
Опубликован 18.03.2019
Victor Lapshin, Sofia Sokhatskaya "Choosing The Weighting Coefficients For Estimating The Term Structure From Sovereign Bonds", Series: Financial Economics, WP BRP 73/FE/2018
Опубликован 27.12.2018
Karatetskaya Efrosiniya, Lakshina Valeriya "Volatility Spillovers With Spatial Effects On The Oil And Gas Market", Series: Financial Economics, WP BRP 72/FE/2018
Опубликован 25.12.2018
Опубликован 20.11.2018
Artem E. Anilov, Irina V. Ivashkovskaya "Do Boards Of Directors Affect CEO Behavior? Evidence From Payout Decisions", Series: Financial Economics, WP BRP 69/FE/2018
Опубликован 08.11.2018
François Guillemin "Governance by Depositors, Bank Runs and Ambiguity Aversion: A Theoretical Approach", Series: Financial Economics, WP BRP 68/FE/2018
Опубликован 13.08.2018
François Guillemin, Maria Semenova "Transparency and Market Discipline: Evidence from the Russian Interbank Market", Series: Financial Economics, WP BRP 67/FE/2018
Опубликован 02.08.2018
Egor A. Krivosheya "Evaluating Efficient Multilateral Interchange Fees: Evidence from End-User Benefits", Series: Financial Economics, WP BRP 66/FE/2018
Опубликован 09.07.2018
Maria Bondarenko, Maria Semenova "Do High Deposit Interest Rates Signal Bank Default? Evidence from the Russian Retail Deposit Market", Series: Financial Economics, WP BRP 65/FE/2018
Опубликован 07.06.2018
Maria Semenova "A Bank Run in a Classroom: Do Smart Depositors Withdraw on Time?", Series: Financial Economics, WP BRP 64/FE/2018
Опубликован 26.01.2018
Anastasia Stepanova, Vladislav Savelyev, Malika Shaikhutdinova "The Anchoring Effect in Mergers and Acquisitions: Evidence from an Emerging Market", Series: Financial Economics, WP BRP 63/FE/2018
Опубликован 26.01.2018
Maria Kokoreva, Anastasia Stepanova, Kirill Povkh "Could High-Tech Companies Learn from Others While Choosing Capital Structure?", Series: Financial Economics, WP BRP 62/FE/2017
Опубликован 27.10.2017
Victoria Dobrynskaya "Dynamic Momentum and Contrarian Trading", Series: Financial Economics, WP BRP 61/FE/2017
Опубликован 22.09.2017
Vladimir Sokolov, Laura Solanko, "Political Influence, Firm Performance and Survival", Series: Financial Economics, WP BRP 60/FE/2017
Опубликован 11.07.2017
Nikolay A. Andreev, "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints", Series: Financial Economics, WP BRP 59/FE/2017 (PDF, 568 Кб)
Опубликован 25.01.2017
Koen Schoors, Maria Semenova, Andrey Zubanov, "Depositor Discipline in Russian Regions: Flight to Familiarity or Trust in Local Authorities?", Series: Financial Economics, WP BRP 58/FE/2016 (PDF, 1.97 Мб)
Опубликован 20.10.2016
Опубликован 06.08.2016
Fuad Aleskerov, Natalia Meshcheryakova, Alisa Nikitina, Sergey Shvydun, "Key Borrowers Detection by Long-Range Interactions", Series: Financial Economics, WP BRP 56/FE/2016 (PDF, 1.66 Мб)
Опубликован 02.08.2016
Agata M. Lozinskaia, Evgeniy M. Ozhegov, Alexander M. Karminsky, «Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages», Series: Financial Economics, WP BRP 55/FE/2016 (PDF, 339 Кб)
Опубликован 22.07.2016
Alexander V. Porshnev, Valeria V. Lakshina, Ilya E. Red'kin, "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model”, Series: Financial Economics, WP BRP 54/FE/2016 (PDF, 393 Кб)
Опубликован 11.04.2016
Alexander Chigodaev, "Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach", Series: Financial Economics, WP BRP 53/FE/2016 (PDF, 550 Кб)
Опубликован 30.03.2016
Обновлен 10.05.2016
Irina Andrievskaya, Maria Semenova, "Does Biological Endowment Matter for Demand for Financial Services? Evidence from Russian Household Survey", Series: Financial Economics, WP BRP 52/FE/2016 (PDF, 1.15 Мб)
Опубликован 03.02.2016
Irina Andrievskaya, Mikhail Raschupkin, "Is it Worth Being Transparent? Evidence from the Russian Banking System", Series: Financial Economics, WP BRP 51/FE/2016
Download PDFОпубликован 08.12.2015
Victoria V. Dobrynskaya, "Upside and Downside Risks in Momentum Returns", Series: Financial Economics, WP BRP 50/FE/2015
Download PDFОпубликован 24.11.2015
Dmitrii V. Timofeev, "Non-Keynesian Savings of Russians", Series: Financial Economics, WP BRP 49/FE/2015
Download PDFОпубликован 20.11.2015
Igor G. Pospelov, Stanislav A. Radionov, "Optimal Dividend Policy When Cash Surplus Follows The Telegraph Process", Series: Financial Economics, WP BRP 48/FE/2015Опубликован 17.09.2015
Обновлен 20.03.2018
Svetlana A. Grigorieva, Georgii Gorbatov, "Puzzle of Corporate Diversification Efficiency in Bric Countries", Series: Financial Economics, WP BRP 47/FE/2015
Download PDFОпубликован 01.09.2015
Mikhail Mamonov and Andrei Vernikov, "Bank ownership and cost efficiency in Russia, revisited", Series: Financial Economics, WP BRP 46/FE/2015
Download PDF Опубликован 11.06.2015
Опубликован 19.05.2015
Обновлен 09.11.2015
Marina A. Zavertiaeva, "Portfolio Forming Decisions: The Role of Intangibles", Series: Financial Economics, WP BRP 44/FE/2015
Download PDFОпубликован 09.04.2015
Marat Z. Kurbangaleev, Victor A. Lapshin, Sergey N. Smirnov, "Study of Consistency of Bond and CDS Quotes", Series: Financial Economics, WP BRP 43/FE/2015
Download PDFОпубликован 02.04.2015
Iuliia N. Naidenova, Petr A. Parshakov, Marina A. Zavertiaeva, Eduardo Tome, “Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital”, Series: Financial Economics, WP BRP 42/FE/2015
Download PDFОпубликован 03.03.2015
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Félix J. López-Iturriaga, Domingo Javier Santana-Martín, “Do Shareholder Coalitions Modify Dominant Owner's Control? The Impact On Dividend Policy”, Series: Financial Economics, WP BRP 41/FE/2015 Download PDFОпубликован 20.01.2015
Petr Parshakov, “Russian Mutual Funds: Skill vs. Luck”, Series: Financial Economics, WP BRP 40/FE/2014
Download PDFОпубликован 17.12.2014
Victor A. Lapshin, Vadim Ya. Kaushanskiy, “A Nonparametric Method For Term Structure Fitting With Automatic Smoothing”, Series: Financial Economics, WP BRP 39/FE/2014
Download PDFОпубликован 08.12.2014
Опубликован 22.10.2014
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Valeria V. Lakshina, “The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?”, Series: Financial Economics, WP BRP 37/FE/2014
Download PDFОпубликован 22.10.2014
Ekaterina E. Kuzmicheva, “The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions”, Series: Financial Economics, WP BRP 36/FE/2014
Download PDFОпубликован 22.09.2014
Irina Andrievskaya, Maria Semenova, “Does Banking System Transparency Enhance Bank Competition? Cross-Country Evidence”, Series: Financial Economics, WP BRP 35/FE/2014
Download PDFОпубликован 08.09.2014
Svetlana B. Avdasheva, Dina V. Tsytsulina, “The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared”, Series: Financial Economics, WP BRP 34/FE/2014
Download PDFОпубликован 27.08.2014
Fuad Aleskerov, Irina Andrievskaya, Elena Permjakova "Key Borrowers Detected By The Intensities Of Their Short-range Interactions", Series: Financial Economics, WP BRP 33/FE/2014
Download PDFОпубликован 12.08.2014
Aleksei Minabutdinov, Ilia Manaev, Maxim Bouev, “Finding The Nearest Valid Covariance Matrix: A Fx Market Case”, Series: Financial Economics, WP BRP 32/FE/2014
Опубликован 23.06.2014
Evgeniy M. Ozhegov, ”The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia”, Series: Financial Economics, WP BRP 31/FE/2014
Download PDFОпубликован 16.06.2014
Agatha M. Poroshina, "Credit Risk Modeling Of Residential Mortgage Lending In Russia", Series: Financial Economics, WP BRP 30/FE/2014
Download PDFОпубликован 22.04.2014
Liudmila G. Egorova, "The Effectiveness Of Different Trading Strategies For Price-Takers", Series: Financial Economics, WP BRP 29/FE/2014
Download PDFОпубликован 21.04.2014
Iuliia Naidenova, Petr Parshakov, Alexey Chmykhov, "Soccer Sponsor: Fan Or Businessman?", Series: Financial Economics, WP BRP 28/FE/2014
Download PDFОпубликован 03.03.2014
Dranev Yury, Maxim Babushkin, "Asymmetric exchange-rate exposure in BRIC countries", Series: Financial Economics, WP BRP 27/FE/2014
Download PDFОпубликован 04.02.2014
Dranev Yury, Fomkina Sofya, "Colog asset pricing, evidence from emerging markets", Series: Financial Economics, WP BRP 26/FE/2013
Download PDFОпубликован 31.12.2013
Marina A. Oskolkova, Petr A. Parshakov, "Company intangibles: creation vs absorption", Series: Financial Economics, WP BRP 25/FE/2013
Download PDFОпубликован 31.12.2013
Elena Shakina, Maria Molodchik, "Intangible-driven value creation: supporting and obstructing factors", Series: Financial Economics, WP BRP 24/FE/2013
Download PDFОпубликован 16.12.2013
Anna A. Bykova, Evgeniia V. Kuminova, "Did relational capital matter during the financial crisis?", Series: Financial Economics, WP BRP 23/FE/2013 Download PDF
Опубликован 19.12.2013
Alexander Porshnev, Ilya Redkin, Alexey Shevchenko "Improving prediction of stock market indices by analyzing the psychological states of twitter users", Series: Financial Economics, WP BRP 22/FE/2013 Download PDF
Опубликован 16.12.2013
Maria Kokoreva, Anastasia Stepanova, "Financial architecture and corporate performance: evidence from Russia", Series: Financial Economics, WP BRP 21/FE/2013 Download PDF
Опубликован 25.10.2013
Svetlana Grigorieva, Tatiana Petrunina, "The performance of mergers and acquisitions in emerging capital markets: new evidence", Series: Financial Economics, WP BRP 20/FE/2013
See the abstract
Опубликован 24.10.2013
Mikhail E. Mamonov, "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks", Series: Financial Economics, WP BRP 19/FE/2013 Download PDF
Опубликован 24.10.2013
Henry Penikas, Proskurin S., "How Well do Analysts Predict Stock Prices? Evidence from Russia", Series: Financial Economics, WP BRP 18/FE/2013 Download PDF
Опубликован 08.10.2013
Ekaterina E. Kuzmicheva, Kirill E. Kuzmichev, "The influence of financial constraints and real options on corporate investment decisions", Series: Financial Economics, WP BRP 17/FE/2013 Download PDF
Опубликован 18.09.2013
Polina Savchenko, Maria Semenova "Sitting on the fence: does having a ‘dual-director’ add to bank profitability?", Series: Financial Economics, WP BRP 16/FE/2013 Download PDF
Опубликован 14.08.2013
Henry Penikas, W. Travis Selmier II "Does banking regulation cause counterproductive economic dynamics?", Series: Financial Economics, WP BRP 15/FE/2013 Download PDF
Опубликован 24.07.2013
Maria Semenova, Victoria Rodina "Informal loans in Russia: credit rationing or borrower’s choice?", Series: Financial Economics, WP BRP 14/FE/2013 Download PDF
Опубликован 27.06.2013
Victor Lapshin, Marat Kurbangaleev "A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data", Series: Financial Economics, WP BRP 13/FE/2012 Download PDF
Опубликован 17.03.2013
Yury Dranev, Sofya Fomkina "An asymmetric approach to the cost of equity estimation: empirical evidence from Russia", Series: Financial Economics, WP BRP 12/FE/2012 Download PDF
Опубликован 28.02.2013
Iuliia Naidenova, Petr Parshakov "Intellectual Capital Investments: Evidence from Panel Var Analysis", WP BRP 11/FE/2012 Download PDF
Опубликован 22.01.2013
Anastasia Stepanova, Olga Ivantsova "Does Corporate Governance Have an Effect on Performance in the European Banking Sector? Evidence from a Crisis Environment", WP BRP 10/FE/2012 Download PDF
Опубликован 29.12.2012
Nikita Gomayun, Henry Penikas, Yulia Titova "Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance?", WP BRP 09/FE/2012 Download PDF
Опубликован 21.12.2012
Alexander Karpov, Semyon Yurkov "Generalized bankruptcy problem", Series: Financial Economics, WP BRP 08/FE/2012 Download PDF
Опубликован 27.11.2012
Maria Semenova, Irina Andrievskaya "Are banks peer disciplined? Evidence from post-crisis Russia", Series: Financial Economics, WP BRP 07/FE/2012 Download PDF
Опубликован 22.11.2012
Alexander Karminsky, Alexander Kostrov, Taras Murzenkov "Comparison of default probability models: Russian experience", Series: Financial Economics, WP BRP 06/FE/2012 Download PDF
Опубликован 26.09.2012
Boris Brodsky, Henry Penikas, Irina Safaryan "Copula structural shift identification", Series: Financial Economics, WP BRP 05/FE/2012 Download PDF
Опубликован 08.08.2012
Fuad Aleskerov, Azamat Keskinbaev, Henry Penikas "A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries", Series: Financial Economics, WP BRP 04/FE/2012 Download PDF
Опубликован 29.06.2012
Henry Penikas "An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager", Series: Financial Economics, WP BRP 03/FE/2012 Download PDF
Опубликован 28.04.2012
Henry Penikas, Yulia Titova "Modeling Policy Response to Global Systemically Important Banks Regulation", Series: Financial Economics, WP BRP 02/FE/2012 Download PDF
Опубликован 25.04.2012
Richard Hainsworth, Alexander Karminsky, Vasily Solodkov "Arm's Length Method for Comparing Rating Scales", Series: Financial Economics, WP BRP 01/FE/2012 Download PDF
Опубликован 18.04.2012
Any opinions or claims contained in these Working Papers do not necessarily reflect the views of HSE
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