• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • А
  • А
  • А
  • А
  • А
Обычная версия сайта

Препринты Программы фундаментальных исcледований


WP BRP Series: Financial Economics / FE

Series Managing Editor: Maria Semenova

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

Maria Semenova, Andrey Shapkin, "Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits", Series: Financial Economics, WP BRP 57/FE/2016 (PDF, 825 Кб)

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 PDF
Опубликован 24.11.2015

Dmitrii V. Timofeev, "Non-Keynesian Savings of Russians", Series: Financial Economics, WP BRP 49/FE/2015
Download PDF

Опубликован 20.11.2015

Igor G. PospelovStanislav A. Radionov, "Optimal Dividend Policy When Cash Surplus Follows Telegraph Process", Series: Financial Economics, WP BRP 48/FE/2015

Download PDF
Опубликован 17.09.2015

Svetlana A. Grigorieva
, Georgii Gorbatov, "Puzzle of Corporate Diversification Efficiency in Bric Countries", Series: Financial Economics, WP BRP 47/FE/2015
Download PDF
Опубликован 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

Nikolay A. Andreev, “Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits”, Series: Financial Economics, WP BRP 45/FE/2015 (PDF, 717 Кб)

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 PDF
Опубликован 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 PDF
Опубликован 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 PDF
Опубликован 03.03.2015

 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 PDF
Опубликован 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 PDF
Опубликован 08.12.2014

Nikolay A. Andreev
, “On Linearity Of Transaction Costs In Order Driven Market”, Series: Financial Economics, WP BRP 38/FE/2014 

Download PDF
Опубликован 22.10.2014

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 PDF
Опубликован 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 PDF
Опубликован 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 PDF
Опубликован 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 PDF
Опубликован 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 

Download PDF
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 PDF
Опубликован 16.06.2014

Agatha M. Poroshina, "Credit Risk Modeling Of Residential Mortgage Lending In Russia", Series: Financial Economics, WP BRP 30/FE/2014 
Download PDF
Опубликован 22.04.2014

Liudmila G. Egorova
, "The Effectiveness Of Different Trading Strategies For Price-Takers", Series: Financial Economics, WP BRP 29/FE/2014 
Download PDF
Опубликован 21.04.2014

Iuliia NaidenovaPetr Parshakov, Alexey Chmykhov, "Soccer Sponsor: Fan Or Businessman?", Series: Financial Economics, WP BRP 28/FE/2014
Download PDF
Опубликован 03.03.2014

Dranev Yury, Maxim Babushkin, "Asymmetric exchange-rate exposure in BRIC countries", Series: Financial Economics, WP BRP 27/FE/2014
Download PDF
Опубликован 04.02.2014

Dranev Yury, Fomkina Sofya, "Colog asset pricing, evidence from emerging markets", Series: Financial Economics, WP BRP 26/FE/2013
Download PDF
Опубликован 31.12.2013

Marina A. Oskolkova, Petr A. Parshakov, "Company intangibles: creation vs absorption", Series: Financial Economics, WP BRP 25/FE/2013
Download PDF
Опубликован 31.12.2013

Elena Shakina, Maria Molodchik, "Intangible-driven value creation: supporting and obstructing factors", Series: Financial Economics, WP BRP 24/FE/2013
Download PDF
Опубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 PDFОпубликован 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 NaidenovaPetr Parshakov "Intellectual Capital Investments: Evidence from Panel Var Analysis", WP BRP 11/FE/2012
Download PDF Опубликован 22.01.2013

 Anastasia StepanovaOlga 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 PDFОпубликован 28.04.2012

Henry PenikasYulia 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 PDFОпубликован 18.04.2012


Any opinions or claims contained in these Working Papers do not necessarily reflect the views of HSE 



Нашли опечатку?
Выделите её, нажмите Ctrl+Enter и отправьте нам уведомление. Спасибо за участие!