This study focuses on the behavior of non-resident investors during the Russian financial crisis of 1997–1998. Two hypotheses that explain the destabilizing behavior of non-residents were considered and tested. First, non-residents had relatively more attractive alternative investment...

The project will focus on the microstructure of Russian stock market. The main question to be asked: is there any fundamental information in the market? In order to answer this question we will carry out a study of investor behavior in the leading organized exchange (MICEX) and the determinants...