Yury Dranev

National Research University Higher School of Economics (Moscow)

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

SCHOLARLY PAPERS

6

DOWNLOADS

1,018

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Does Green Bonds Placement Create Value For Firms?

Higher School of Economics Research Paper No. WP BRP 101/STI/2019
Number of pages: 24 Posted: 01 Nov 2019
Institute for Statistical Studies and Economics of Knowledge National Research University Higher School of Economics, National Research University Higher School of Economics (Moscow), National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow) - Institute for Statistical Studies and Economics of Knowledge
Downloads 599 (84,023)
Citation 1

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green bonds; stock returns; event study; bonds issuance

2.

The Impact of Innovation Capital on Firm Values

Higher School of Economics Research Paper No. WP BRP 79/STI/2018
Number of pages: 21 Posted: 26 Jan 2018
National Research University Higher School of Economics (Moscow), National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 117 (432,081)

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innovation capital; intellectual capital; cost of equity; asset pricing; emerging markets

3.

An Asymmetric Approach to the Cost of Equity Estimation: Empirical Evidence from Russia

Higher School of Economics Research Paper No. WP BPR 12/FE/2012
Number of pages: 15 Posted: 28 Feb 2013
Yury Dranev and Sofya Fomkina
National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 94 (503,992)

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rate of return, cost of equity, CAPM, entropic variance

4.

The Impact of Currency Risk on Firm’s Value in Emerging Countries

Journal of Corporate Finance Research, Vol. 13, No. 1, pp. 7-27, 2019
Number of pages: 21 Posted: 22 Jul 2020
Ilia Kuchin, Mariia Elkina and Yury Dranev
Institute for Statistical Studies and Economics of Knowledge National Research University Higher School of Economics, National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 88 (525,390)

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exchange rate exposure, cost of equity, currency markets, stock returns, emerging markets

5.

Asymmetric Exchange-Rate Exposure in BRIC Countries

Higher School of Economics Research Paper No. WP BRP 27/FE/2014
Number of pages: 16 Posted: 05 Feb 2014
Yury Dranev and Maxim Babushkin
National Research University Higher School of Economics (Moscow) and Ernst & Young LLP
Downloads 86 (532,954)
Citation 1

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exchange rate exposure, currency markets, stock returns, asymmetric model, emerging markets

6.

COLOG Asset Pricing

Number of pages: 17 Posted: 08 Sep 2022
Yury Dranev and Dmitri Chupin
National Research University Higher School of Economics (Moscow) and The National Research University - Higher School of Economics
Downloads 34 (818,581)

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asset pricing models; risk measures; asymmetric investor’s preferences; risk premium anomalies; market collapse