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Showing results 7 to 17 of 17
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Issue Date
Title
Author(s)
2015-01-01
Equity portfolio diversification with high frequency data
Alexeev, V
;
Dungey, M
2017
Exchange rate risk exposure and the value of European firms
Parlapiano, F
;
Alexeev, V
;
Dungey, M
2023
Integrated Variance of Irregularly Spaced High-Frequency Data: A State Space Approach Based on Pre-Averaging
Alexeev, V
;
Chen, J
;
Ignatieva, K
2012-11-01
Localized level crossing random walk test robust to the presence of structural breaks
Alexeev, V
;
Maynard, A
2020
Modelling Financial Contagion Using High Frequency Data
Yao, W
;
Dungey, M
;
Alexeev, V
2014-12-01
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets
Alexeev, V
;
Tapon, F
2019-03-01
Predictive blends: Fundamental Indexing meets Markowitz
Pysarenko, S
;
Alexeev, V
;
Tapon, F
2020-01-01
Sensitivity to sentiment: News vs social media
Gan, B
;
Alexeev, V
;
Bird, R
;
Yeung, D
2011-09-01
Testing weak form efficiency on the Toronto Stock Exchange
Alexeev, V
;
Tapon, F
2017-01-01
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
Alexeev, V
;
Dungey, M
;
Yao, W
2013-01-01
What Australian investors need to know: To Diversity their portfolios
Alexeev, V
;
Tapon, F