EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Russian stock market"
Narrow search

Narrow search

Year of publication
Subject
All
Russian stock market 23 Russia 16 Russland 13 Aktienmarkt 12 Stock market 12 financial market integration 6 oil 6 Russian Stock Market 5 news 5 ARCH model 4 ARCH-Modell 4 Börsenkurs 4 Share price 4 emerging markets 4 stock market returns 4 transition economies 4 CEE Stock markets 3 Capital income 3 Cointegration 3 Kapitaleinkommen 3 Portfolio selection 3 Portfolio-Management 3 Spillover effect 3 Spillover-Effekt 3 Stock Market Integration 3 Volatility 3 Volatilität 3 Bourse 2 Börse 2 CAPM 2 Cokurtosis 2 Conditional CAPM 2 Coskewness 2 Downside CAPM 2 Estimation 2 Financial market 2 Finanzmarkt 2 Higher Moment CAPM 2 International financial market 2 Internationaler Finanzmarkt 2
more ... less ...
Online availability
All
Free 11 Undetermined 11
Type of publication
All
Article 16 Book / Working Paper 12
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Konferenzbeitrag 1
more ... less ...
Language
All
English 17 Undetermined 10 Russian 1
Author
All
Korhonen, Iikka 3 Peresetsky, Anatoly 3 Voronkova, Svitlana 3 Balaev, Alexey I. 2 Caporale, Guglielmo Maria 2 Kalyagin, V. 2 Kim, Oksana 2 Koldanov, A. 2 Koldanov, P. 2 Pereseckij, Anatolij A. 2 Shutova, Evgeniya 2 Teplova, Tamara V. 2 Vizgunov, A. 2 Abilov, Nurdaulet 1 Abramov, Aleksandr 1 Costola, Michele 1 Erkol, Narod 1 Fantazzini, Dean 1 Goldengorin, B. 1 Goldengorin, Boris 1 Goriaev, Alexei 1 Goriaev, Alexei P. 1 Kang, Chang-Mo 1 Kang, Hyoung Goo 1 Lorusso, Marco 1 Lucey, Brian 1 Lucey, Brian M. 1 M. Lucey, Brian 1 Mikova, Evgeniya 1 Nazarov, Nikolai 1 Pardalos, P. 1 Parshakov, Petr 1 Peresetsky, A. A. 1 Radygin, Aleksandr 1 Rösch, Angi 1 Schmidbauer, Harald 1 Sonin, Konstantin 1 Suvanova, Kurkam 1 Teplova, Tamara 1 Uluceviz, Erhan 1
more ... less ...
Institution
All
Siirtymätalouksien tutkimuslaitos, Suomen Pankki 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 C.E.P.R. Discussion Papers 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1 National Research University Higher School of Economics 1
Published in...
All
BOFIT Discussion Papers 4 Economics and finance working paper series 2 International Journal of Computational Economics and Econometrics 2 International journal of computational economics and econometrics 2 MPRA Paper 2 CEPR Discussion Papers 1 Computational Management Science 1 Computational Management Science : CMS 1 Eastern European economics : EEE 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Eurasian Economic Review 1 Eurasian economic review : a journal of the Eurasia Business and Economics Society 1 Finance a úvěr 1 HSE Working papers 1 Journal of commodity markets 1 Review of Pacific Basin financial markets and policies 1 The Institute for International Integration Studies Discussion Paper Series 1 The international journal of accounting : TIJA 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Ėkonomičeskaja politika 1
more ... less ...
Source
All
ECONIS (ZBW) 14 RePEc 12 EconStor 2
Showing 1 - 10 of 28
Cover Image
Race for immunity : the Russian stock market during the COVID-19 pandemic
Suvanova, Kurkam; Kang, Hyoung Goo; Kang, Chang-Mo - In: Eastern European economics : EEE 61 (2023) 5, pp. 554-570
Persistent link: https://www.econbiz.de/10014339245
Saved in:
Cover Image
Spillovers among energy commodities and the Russian stock market
Costola, Michele; Lorusso, Marco - In: Journal of commodity markets 28 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014335253
Saved in:
Cover Image
The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria; Abilov, Nurdaulet - 2017
Persistent link: https://www.econbiz.de/10011893082
Saved in:
Cover Image
Determinanty povedenija častnych investorov na rossijskom fondovom rynke
Abramov, Aleksandr; Radygin, Aleksandr; Černova, Marija - In: Ėkonomičeskaja politika 15 (2020) 3, pp. 8-43
Persistent link: https://www.econbiz.de/10012404156
Saved in:
Cover Image
Calendar anomalies in the Russian stock market
Caporale, Guglielmo Maria; Zakirova, Valentina - 2016
Persistent link: https://www.econbiz.de/10011536787
Saved in:
Cover Image
Russian Mutual Funds: Skill vs. Luck
Parshakov, Petr - National Research University Higher School of Economics - 2014
Our work is focused on Russian mutual funds managers' skills versus luck testing. Using the bootstrap procedure of Kosowski et al. (2007) we test Jensen's alpha signicance for each fund. We found that only 5% of equity mutual funds do have skills. These results for the emerging Russian market...
Persistent link: https://www.econbiz.de/10011098903
Saved in:
Cover Image
Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
Fantazzini, Dean - Volkswirtschaftliche Fakultät, … - 2014
This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on...
Persistent link: https://www.econbiz.de/10011114387
Saved in:
Cover Image
What determines stock market behavior in Russia and other emerging countries?
Korhonen, Iikka; Peresetsky, Anatoly - 2013
We empirically test the dependence of the Russian stock market on the world stock market and world oil prices in the … stock market after 2006. A TGARCH-BEKK model is employed to assess the degree of correlation between markets, taking into … prices or stock indices in the US and Japan were important. Surprisingly, oil prices are not significant for the Russian …
Preview
Preview
Persistent link: https://www.econbiz.de/10012148690
Saved in:
Cover Image
What determines stock market behavior in Russia and other emerging countries?
Korhonen, Iikka; Peresetsky, Anatoly - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2013
We empirically test the dependence of the Russian stock market on the world stock market and world oil prices in the … stock market after 2006. A TGARCH-BEKK model is employed to assess the degree of correlation between markets, taking into … prices or stock indices in the US and Japan were important. Surprisingly, oil prices are not significant for the Russian …
Persistent link: https://www.econbiz.de/10010818553
Saved in:
Cover Image
Stop losses momentum strategy : from profit maximization to risk control under White's Bootstrap reality check
Teplova, Tamara V.; Mikova, Evgeniya; Nazarov, Nikolai - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 240-258
Persistent link: https://www.econbiz.de/10011792865
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...