Details about Victoria V. Dobrynskaya

Access statistics for papers by Victoria V. Dobrynskaya.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pdo150

Working Papers

2022

1. Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships
   HSE Working papers, National Research University Higher School of Economics View citations (1)

2020

2. Is Downside Risk Priced In Cryptocurrency Market?
   HSE Working papers, National Research University Higher School of Economics View citations (1)
   See also Journal Article Is downside risk priced in cryptocurrency market?, International Review of Financial Analysis, Elsevier (2024) View citations (1) (2024)
3. Lego - The Toy Of Smart Investors
   HSE Working papers, National Research University Higher School of Economics View citations (3)
   See also Journal Article LEGO: THE TOY OF SMART INVESTORS, Research in International Business and Finance, Elsevier (2022) View citations (5) (2022)

2019

4. Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences View citations (6)
   See also Journal Article Avoiding momentum crashes: Dynamic momentum and contrarian trading, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (6) (2019)

2017

5. Dynamic Momentum and Contrarian Trading
   HSE Working papers, National Research University Higher School of Economics

2015

6. Upside and Downside Risks in Momentum Returns
   HSE Working papers, National Research University Higher School of Economics View citations (7)

2011

7. Downside risk and flight to quality in the currency market
   Working Papers, International Network for Economic Research - INFER

2009

8. Is Russia Sick with the Dutch Disease?
   Working Papers, CEPII research center View citations (6)

Journal Articles

2024

1. Is downside risk priced in cryptocurrency market?
   International Review of Financial Analysis, 2024, 91, (C) View citations (1)
   See also Working Paper Is Downside Risk Priced In Cryptocurrency Market?, HSE Working papers (2020) View citations (1) (2020)

2023

2. Financial returns in reward-based crowdfunding
   Economic Analysis Letters, 2023, 2, (3), 1-9

2022

3. Does Momentum Trading Generate Extra Downside Risk?
   Quarterly Journal of Finance (QJF), 2022, 12, (02), 1-32
4. LEGO: THE TOY OF SMART INVESTORS
   Research in International Business and Finance, 2022, 59, (C) View citations (5)
   See also Working Paper Lego - The Toy Of Smart Investors, HSE Working papers (2020) View citations (3) (2020)

2020

5. Asymmetric Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia
   Emerging Markets Finance and Trade, 2020, 56, (6), 1402-1422

2019

6. Avoiding momentum crashes: Dynamic momentum and contrarian trading
   Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) View citations (6)
   See also Working Paper Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading, Proceedings of International Academic Conferences (2019) View citations (6) (2019)

2018

7. Pricing within and across asset classes
   Finance Research Letters, 2018, 25, (C), 10-15

2015

8. Currency Exposure to Downside Risk: Which Fundamentals Matter?
   Review of International Economics, 2015, 23, (2), 345-360 View citations (2)

2014

9. Downside Market Risk of Carry Trades
   Review of Finance, 2014, 18, (5), 1885-1913 View citations (62)

2010

10. Economic diversification and Dutch disease in Russia
    Post-Communist Economies, 2010, 22, (3), 283-302 View citations (21)

2008

11. Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US
    Journal of Policy Modeling, 2008, 30, (5), 713-724 View citations (2)
12. The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity
    Journal of Innovation Economics, 2008, n° 1, (1), 29-62 View citations (4)