| Testing weak form efficiency on the Toronto Stock Exchange V Alexeev, F Tapon Journal of Empirical Finance 18 (4), 661-691, 2011 | 69 | 2011 |
| Time-varying continuous and jump betas: The role of firm characteristics and periods of stress V Alexeev, M Dungey, W Yao Journal of Empirical Finance 40, 1-19, 2017 | 32 | 2017 |
| Exchange rate risk exposure and the value of European firms F Parlapiano, V Alexeev, M Dungey The European Journal of Finance 23 (2), 111-129, 2017 | 30 | 2017 |
| Sensitivity to sentiment: News vs social media B Gan, V Alexeev, R Bird, D Yeung International Review of Financial Analysis 67, 101390, 2020 | 29 | 2020 |
| Equity portfolio diversification: how many stocks are enough? evidence from five developed markets V Alexeev, F Tapon Evidence from Five Developed Markets (November 28, 2012). FIRN Research Paper, 2012 | 26 | 2012 |
| Concurrent momentum and contrarian strategies in the Australian stock market MP Doan, V Alexeev, R Brooks Australian Journal of Management 41 (1), 77-106, 2016 | 25 | 2016 |
| Equity portfolio diversification with high frequency data V Alexeev, M Dungey Quantitative Finance 15 (7), 1205-1215, 2015 | 16 | 2015 |
| Equity portfolio diversification: how many stocks are enough V Alexeev, F Tapon Evidence from five developed markets, 2012 | 9 | 2012 |
| Predictive blends: Fundamental Indexing meets Markowitz S Pysarenko, V Alexeev, F Tapon Journal of Banking & Finance 100, 28-42, 2019 | 8 | 2019 |
| Asymmetric jump beta estimation with implications for portfolio risk management V Alexeev, G Urga, W Yao International Review of Economics & Finance 62, 20-40, 2019 | 6 | 2019 |
| The number of stocks in your portfolio should be larger than you think: Diversification evidence from five developed markets V Alexeev, F Tapon Journal of Investment Strategies 4 (1), 1-40, 2014 | 6 | 2014 |
| Continuous and jump betas: Implications for portfolio diversification V Alexeev, M Dungey, W Yao Econometrics 4 (2), 27, 2016 | 4 | 2016 |
| How many stocks are enough for diversifying Canadian institutional portfolios? V Alexeev, F Tapon University of Tasmania, 2014 | 4 | 2014 |
| Market reaction to negative environmental events: An event study of 10 Oil and Gas Companies RS Colwell, TJ Noseworthy, VV Alexeev Ontario N1G 2W1, Canada, 2010 | 4 | 2010 |
| Localized level crossing random walk test robust to the presence of structural breaks V Alexeev, A Maynard Computational Statistics & Data Analysis 56 (11), 3322-3344, 2012 | 2 | 2012 |
| Modelling financial contagion using high frequency data W Yao, M Dungey, V Alexeev Economic Record 96 (314), 314-330, 2020 | 1 | 2020 |
| To Rebalance or Not to Rebalance: Portfolio risk may be larger than you think! V Alexeev, K Ignatieva Working Paper, UTAS, 2014 | 1 | 2014 |
| M&A Announcements in Australia and Their Impact on Competitors F Parlapiano, V Alexeev Available at SSRN 2980654, 2013 | 1 | 2013 |
| Biases in variance of decomposed portfolio returns V Alexeev, K Ignatieva International Review of Finance 21 (4), 1152-1178, 2021 | | 2021 |
| Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals V Alexeev, K Ignatieva, T Liyanage Studies in Nonlinear Dynamics & Econometrics 25 (2), 2021 | | 2021 |
Francis TaponDepartment of Economics and Finance, University of GuelphVerified email at uoguelph.ca
