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Препринты Программы фундаментальных исcледований


Financial
Economics
 

WP BRP Series: Financial Economics / FE

Series Managing Editor: Maria Semenova



 

 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


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

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Опубликован 08.12.2015



Victoria V. Dobrynskaya, "Upside and Downside Risks in Momentum Returns", Series: Financial Economics, WP BRP 50/FE/2015

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Опубликован 24.11.2015



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

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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
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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  

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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  
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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   

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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  

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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 

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Опубликован 20.01.2015



Petr Parshakov
, “Russian Mutual Funds: Skill vs. Luck”,  Series: Financial Economics, WP BRP 40/FE/2014   

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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  

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Опубликован 08.12.2014



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

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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  

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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
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Опубликован 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

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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

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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
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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 

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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 
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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
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Опубликован 03.03.2014



Dranev Yury, Maxim Babushkin, "Asymmetric exchange-rate exposure in BRIC countries", Series: Financial Economics, WP BRP 27/FE/2014
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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
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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 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
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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
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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
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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 NaidenovaPetr Parshakov "Intellectual Capital Investments: Evidence from Panel Var Analysis", WP BRP 11/FE/2012
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 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
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 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
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 Опубликован 21.12.2012


 Alexander Karpov, Semyon Yurkov "Generalized bankruptcy problem", Series: Financial Economics, WP BRP 08/FE/2012
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 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
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 Опубликован 26.09.2012


Boris Brodsky, Henry Penikas, Irina Safaryan "Copula structural shift identification", Series: Financial Economics, WP BRP 05/FE/2012
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 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
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 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
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Опубликован 28.04.2012


Henry PenikasYulia Titova "Modeling Policy Response to Global Systemically Important Banks Regulation", Series: Financial Economics, WP BRP 02/FE/2012
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 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
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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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