Vitali Alexeev
Cited by
Cited by
Testing weak form efficiency on the Toronto Stock Exchange
V Alexeev, F Tapon
Journal of Empirical Finance 18 (4), 661-691, 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
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
Sensitivity to sentiment: News vs social media
B Gan, V Alexeev, R Bird, D Yeung
International Review of Financial Analysis 67, 101390, 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
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
Equity portfolio diversification with high frequency data
V Alexeev, M Dungey
Quantitative Finance 15 (7), 1205-1215, 2015
Equity portfolio diversification: how many stocks are enough
V Alexeev, F Tapon
Evidence from five developed markets, 2012
Predictive blends: Fundamental Indexing meets Markowitz
S Pysarenko, V Alexeev, F Tapon
Journal of Banking & Finance 100, 28-42, 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
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
Continuous and jump betas: Implications for portfolio diversification
V Alexeev, M Dungey, W Yao
Econometrics 4 (2), 27, 2016
How many stocks are enough for diversifying Canadian institutional portfolios?
V Alexeev, F Tapon
University of Tasmania, 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
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
Modelling financial contagion using high frequency data
W Yao, M Dungey, V Alexeev
Economic Record 96 (314), 314-330, 2020
To Rebalance or Not to Rebalance: Portfolio risk may be larger than you think!
V Alexeev, K Ignatieva
Working Paper, UTAS, 2014
M&A Announcements in Australia and Their Impact on Competitors
F Parlapiano, V Alexeev
Available at SSRN 2980654, 2013
Biases in variance of decomposed portfolio returns
V Alexeev, K Ignatieva
International Review of Finance 21 (4), 1152-1178, 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
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