Vitali Alexeev
Names
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Vitali |
| last: |
Alexeev |
Identifer
Contact
Affiliations
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University of Technology Sydney
/ Business School
/ Finance Discipline Group (weight: 80%)
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University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance (weight: 10%)
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University of Tasmania
/ Tasmanian School of Business and Economics
/ School of Economics and Finance (weight: 10%)
Research profile
author of:
- Modelling Financial Contagion Using High Frequency Data (RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330)
by Wenying Yao & Mardi Dungey & Vitali Alexeev - Biases in variance of decomposed portfolio returns (RePEc:bla:irvfin:v:21:y:2021:i:4:p:1152-1178)
by Vitali Alexeev & Katja Ignatieva - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals (RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:1)
by Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha - Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging (RePEc:bpj:sndecm:v:27:y:2023:i:5:p:733-763:n:1)
by Alexeev Vitali & Chen Jun & Ignatieva Katja - Localized level crossing random walk test robust to the presence of structural breaks (RePEc:eee:csdana:v:56:y:2012:i:11:p:3322-3344)
by Alexeev, Vitali & Maynard, Alex - Testing weak form efficiency on the Toronto Stock Exchange (RePEc:eee:empfin:v:18:y:2011:i:4:p:661-691)
by Alexeev, Vitali & Tapon, Francis - Time-varying continuous and jump betas: The role of firm characteristics and periods of stress (RePEc:eee:empfin:v:40:y:2017:i:c:p:1-19)
by Alexeev, Vitali & Dungey, Mardi & Yao, Wenying - Sensitivity to sentiment: News vs social media (RePEc:eee:finana:v:67:y:2020:i:c:s105752191930273x)
by Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny - Predictive blends: Fundamental Indexing meets Markowitz (RePEc:eee:jbfina:v:100:y:2019:i:c:p:28-42)
by Pysarenko, Sergiy & Alexeev, Vitali & Tapon, Francis - Asymmetric jump beta estimation with implications for portfolio risk management (RePEc:eee:reveco:v:62:y:2019:i:c:p:20-40)
by Alexeev, Vitali & Urga, Giovanni & Yao, Wenying - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Continuous and Jump Betas: Implications for Portfolio Diversification (RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231)
by Vitali Alexeev & Mardi Dungey & Wenying Yao - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks (RePEc:gue:guelph:2010-01.)
by Vitali Alexeev & Alex Maynard - Testing Weak Form Efficiency on the Toronto Stock Exchange (RePEc:gue:guelph:2010-02.)
by Vitali Alexeev & Francis Tapon - Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Concurrent momentum and contrarian strategies in the Australian stock market (RePEc:sae:ausman:v:41:y:2016:i:1:p:77-106)
by Minh Phuong Doan & Vitali Alexeev & Robert Brooks - Exchange rate risk exposure and the value of European firms (RePEc:taf:eurjfi:v:23:y:2017:i:2:p:111-129)
by Fabio Parlapiano & Vitali Alexeev & Mardi Dungey - Equity portfolio diversification with high frequency data (RePEc:taf:quantf:v:15:y:2015:i:7:p:1205-1215)
by Vitali Alexeev & Mardi Dungey - Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets (RePEc:tas:wpaper:17313)
by Alexeev, Vitali & Tapon, Francis - What Australian investors need to know to diversity their portfolios (RePEc:tas:wpaper:17314)
by Alexeev, Vitali & Tapon, Francis - Equity portfolio diversification with high frequency data (RePEc:tas:wpaper:17316)
by Alexeev, Vitali & Dungey, Mardi - Concurrent momentum and contrarian strategies in the Australian stock market (RePEc:tas:wpaper:17830)
by Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert - How many stocks are enough for diversifying Canadian institutional portfolios? (RePEc:tas:wpaper:17836)
by Alexeev, Vitali & Tapon, Francis - Exchange Rate Risk Exposure and the Value of European Firms (RePEc:tas:wpaper:201209)
by Parlapiano, Fabio & Alexeev, Vitali - Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? (RePEc:uts:ppaper:2014-3)
by Vitali Alexeev & Francis Tapon - The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets (RePEc:uts:ppaper:2014-4)
by Vitali Alexeev & Francis Tapon