Svitlana Voronkova

Centre for European Economic Research (ZEW)

Researcher

P.O. Box 10 34 43

L 7,1

D-68034 Mannheim, 68034

Germany

http://www.zew.de/de/mitarbeiter/mitarbeiter.php3?action=mita&kurz=sva

  • Centre for European Economic Research (ZEW)

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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27

CROSSREF CITATIONS

5

Scholarly Papers (9)

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1.

Institutional Traders' Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors

The Pensions Institute Discussion Paper No. PI-0310
Number of pages: 35 Posted: 22 Sep 2003
Martin T. Bohl and Svitlana Voronkova
University of Muenster and Centre for European Economic Research (ZEW)
Downloads 483 (109,387)
Citation 21

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Pension funds, Herding, Feedback trading, Polish stock market

2.

Linkages and Relationships between Emerging European and Developed Stock Markets Before and after the Russian Crisis of 1997-1998

Number of pages: 35 Posted: 02 Dec 2004
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 274 (204,779)
Citation 3

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Stock Market Integration, CEE Stock markets, Russian Stock Market, Cointegration, DCC GARCH

3.

Integration Among G7 Equity Markets: Evidence from Ishares

Number of pages: 32 Posted: 31 May 2005
Mahua Barari, Brian M. Lucey and Svitlana Voronkova
Missouri State University - Department of Economics, Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 229 (244,238)

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Stock Market Integration, G7 Stock markets, Cointegration, GARCH

4.

Russian Equity Market Linkages Before and After the 1998 Crisis: Evidence from Time-Varying and Stochastic Cointegration Tests

BOFIT Discussion Paper No. 12/2005
Number of pages: 43 Posted: 26 Jul 2007
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 220 (253,792)
Citation 3

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stock market integration, CEE stock markets, Russian stock market, cointegration

5.

Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary

Downloads 212 (263,832)

Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary

Number of pages: 24 Posted: 06 Dec 2009
Martin T. Bohl, Judith Lischewski and Svitlana Voronkova
University of Muenster, University of Muenster and Centre for European Economic Research (ZEW)
Downloads 125 (414,497)

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Pension fund management, investment and performance regulation, performance measurement, Central European stock markets, Emerging Markets

Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary

ZEW - Centre for European Economic Research Discussion Paper No. 10-076
Number of pages: 28 Posted: 18 Dec 2010
Martin T. Bohl, Judith Lischewski and Svitlana Voronkova
University of Muenster, University of Muenster and Centre for European Economic Research (ZEW)
Downloads 87 (533,352)

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Pension fund management, investment and performance regulation, performance measurement, Central European stock markets, Emerging Markets

6.

Linkages Between International Securitized Real Estate Markets: Further Evidence from Time-Varying and Stochastic Cointegration

ZEW - Centre for European Economic Research Discussion Paper No. 10-051
Number of pages: 79 Posted: 25 Aug 2010
Felix Schindler and Svitlana Voronkova
Steinbeis University Berlin - Center for Real Estate Studies and Centre for European Economic Research (ZEW)
Downloads 210 (265,000)
Citation 2

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International Securitized Real Estate Markets, Diversification, Time-Varying Cointegration, Stochastic Cointegration

7.

Size, Value and Liquidity: Do They Really Matter on an Emerging Stock Market?

ZEW - Centre for European Economic Research Discussion Paper No. 10-070
Number of pages: 32 Posted: 17 Oct 2010
Judith Lischewski and Svitlana Voronkova
University of Muenster and Centre for European Economic Research (ZEW)
Downloads 208 (267,366)
Citation 3

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Liquidity, Size E ect, Value E ect, Expected Stock Returns, Eastern Central European Stock Markets, Emerging Markets

8.

Stock Market Prices and Institutional Trades: Evidence on Trading by Pension Funds in Poland

Number of pages: 24 Posted: 27 Jan 2004
Svitlana Voronkova
Centre for European Economic Research (ZEW)
Downloads 119 (425,799)

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Institutional Investors, Stock Returns, Pension Funds, Polish Stock Market

9.

Price Limits on a Call Auction Market: Evidence from the Warsaw Stock Exchange

International Review of Economics and Finance, Vol. 14, No. 4, pp. 439-453
Posted: 17 Jun 2004 Last Revised: 01 Dec 2009
Harald Henke and Svitlana Voronkova
European University Viadrina, Frankfurt (Oder) and Centre for European Economic Research (ZEW)

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Price limits, Call auction, Return autocorrelation, Volatility, Polish stock market

Other Papers (1)

Total Downloads: 34
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1.

Does Regulation Hurt Pension Funds' Performance? Evidence from Strongly Regulated Pension Fund Industries

Number of pages: 22 Posted: 08 Mar 2008
Martin T. Bohl, Judith Lischewski and Svitlana Voronkova
University of Muenster, University of Muenster and Centre for European Economic Research (ZEW)
Downloads 34

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Pension fund management, investment and performance regulation, performance measurement, Eastern Central European stock markets, Emerging Markets