Sergei Seleznev

INECO Capital Ltd

Cyprus

  • INECO Capital Ltd

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Does Index Arbitrage Distort the Market Reaction to Shocks?

CERGE-EI Working Paper Series No. 651
Number of pages: 50 Posted: 05 Mar 2020
Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
New Economic School, INECO Capital Ltd and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 58 (425,318)

Abstract:

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high-frequency data, stock market, ETF, arbitrage intensity, oil shock, market efficiency

2.

How does the financial market update beliefs about the real economy? Evidence from the oil market

Number of pages: 42 Posted: 23 Jul 2018 Last Revised: 29 Apr 2020
Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
New Economic School, INECO Capital Ltd and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 41 (492,456)
Citation 1

Abstract:

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oil market, ultra high frequency data, futures returns, inventory surprises, term structure curve, theory of storage