eCite Digital Repository

Author: Alexeev, V (Dr Vitali Alexeev)

Number of items: 10

Journal Article
Parlapiano, F and Alexeev, V and Dungey, M, Exchange rate risk exposure and the value of European Firms, The European Journal of Finance, 23, (2) pp. 111-129. ISSN 1351-847X (2017) [Refereed Article] 
Alexeev, V and Dungey, M and Yao, W, Time-varying continuous and jump betas: the role of firm characteristics and periods of stress, Journal of Empirical Finance, 40 pp. 1-19. ISSN 0927-5398 (2017) [Refereed Article] 
Alexeev, V and Dungey, M and Yao, W, Continuous and jump betas: implications for portfolio diversification, Econometrics, 3, (27) pp. 1-15. ISSN 2225-1146 (2016) [Refereed Article]
Alexeev, V and Dungey, M, Equity portfolio diversification with high frequency data, Quantitative Finance, 15, (7) pp. 1205-1215. ISSN 1469-7688 (2015) [Refereed Article] 
Doan, MP and Alexeev, V and Brooks, R, Concurrent momentum and contrarian strategies in the Australian stock market, Australian Journal of Management, 41, (1) pp. 77-106. ISSN 0312-8962 (2014) [Refereed Article] 
Alexeev, V and Tapon, F, How many stocks are enough for diversifying Canadian institutional portfolios?, Canadian Investment Review pp. 1-12. ISSN 0840-6863 (2014) [Refereed Article]
Alexeev, V and Tapon, F, The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets, The Journal of Investment Strategies, 4, (1) pp. 43-82. ISSN 2047-1238 (2014) [Refereed Article] 
Alexeev, V and Tapon, F, What Australian Investors need to know to diversify their portfolios, JASSA, (4) pp. 14-20. ISSN 0313-5934 (2013) [Refereed Article] 
Alexeev, V and Maynard, A, Localized level crossing random walk test robust to the presence of structural breaks, Computational Statistics and Data Analysis, 56, (11) pp. 3322-3344. ISSN 0167-9473 (2012) [Refereed Article] 
Alexeev, V and Tapon, F, Testing weak form efficiency on the Toronto Stock Exchange, Journal of Empirical Finance, 18, (4) pp. 661-691. ISSN 0927-5398 (2011) [Refereed Article]

This list was generated on Fri Jan 27 14:51:24 2023.