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Details about Vitali Alexeev

E-mail:
Homepage:http://valexeev.yolasite.com/
Postal address:UTS Business School University of Technology Sydney PO Box 123 Broadway NSW 2007 Australia
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)
School of Economics and Finance, Tasmanian School of Business and Economics, University of Tasmania, (more information at EDIRC)
Department of Economics and Finance, College of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Vitali Alexeev.

Last updated 2017-09-08. Update your information in the RePEc Author Service.

Short-id: pal430


Jump to Journal Articles

Working Papers

2014

  1. Concurrent momentum and contrarian strategies in the Australian stock market
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    See also Journal Article in Australian Journal of Management (2016)
  2. How many stocks are enough for diversifying Canadian institutional portfolios?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads

2013

  1. Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
  2. Equity portfolio diversification with high frequency data
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)
    See also Journal Article in Quantitative Finance (2015)
  3. What Australian investors need to know to diversity their portfolios
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads

2012

  1. Exchange Rate Risk Exposure and the Value of European Firms
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads

2010

  1. Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks
    Working Papers, University of Guelph, Department of Economics and Finance Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2012)
  2. Testing Weak Form Efficiency on the Toronto Stock Exchange
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
    See also Journal Article in Journal of Empirical Finance (2011)

Journal Articles

2017

  1. Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
    Journal of Empirical Finance, 2017, 40, (C), 1-19 Downloads View citations (1)

2016

  1. Concurrent momentum and contrarian strategies in the Australian stock market
    Australian Journal of Management, 2016, 41, (1), 77-106 Downloads
    See also Working Paper (2014)
  2. Continuous and Jump Betas: Implications for Portfolio Diversification
    Econometrics, 2016, 4, (2), 1-15 Downloads View citations (1)

2015

  1. Equity portfolio diversification with high frequency data
    Quantitative Finance, 2015, 15, (7), 1205-1215 Downloads
    See also Working Paper (2013)

2012

  1. Localized level crossing random walk test robust to the presence of structural breaks
    Computational Statistics & Data Analysis, 2012, 56, (11), 3322-3344 Downloads View citations (1)
    See also Working Paper (2010)

2011

  1. Testing weak form efficiency on the Toronto Stock Exchange
    Journal of Empirical Finance, 2011, 18, (4), 661-691 Downloads View citations (8)
    See also Working Paper (2010)
 
Page updated 2017-09-19