Victoria Dobrynskaya

School of Finance, HSE University

https://www.hse.ru/eng

Moscow

Russia

  • School of Finance, HSE University

SCHOLARLY PAPERS

17

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Top 21,871

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36

CROSSREF CITATIONS

13

Scholarly Papers (17)

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1.

LEGO - The Toy of Smart Investors

Downloads 7,710 ( 1,369)

LEGO - The Toy of Smart Investors

Number of pages: 42 Posted: 17 Dec 2018 Last Revised: 22 Nov 2021
Victoria Dobrynskaya and Julia Kishilova
School of Finance, HSE University and RB Partners
Downloads 7,710 (1,363)
Citation 2

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Alternative Investments, Collectible Assets, Emotional Assets, LEGO, Portfolio Diversification

Lego - The Toy of Smart Investors

Higher School of Economics Research Paper No. WP BRP 80/FE/2020
Posted: 17 Sep 2020
Victoria Dobrynskaya and Julia Kishilova
School of Finance, HSE University and RB Partners

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alternative investments, collectible assets, emotional assets, LEGO, portfolio diversification

2.

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

Downloads 1,120 (31,338)
Citation 1

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

Number of pages: 33 Posted: 30 Mar 2017 Last Revised: 18 May 2020
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 837 (46,321)

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momentum, downside risk, crash risk, trading strategy

Dynamic Momentum and Contrarian Trading

Higher School of Economics Research Paper No. WP BRP 61/FE/2017
Number of pages: 33 Posted: 25 Sep 2017
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 283 (172,056)

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Momentum, Contrarian, Downside Risk, Crash Risk, Trading Strategy

3.

Cryptocurrency Momentum and Reversal

Number of pages: 19 Posted: 31 Aug 2021 Last Revised: 31 Jan 2023
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 925 (41,055)
Citation 2

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cryptocurrency, momentum, reversal, trading strategy, alternative investments

4.

Does Momentum Trading Generate Extra Downside Risk?

Downloads 873 (44,377)
Citation 2

Does Momentum Trading Generate Extra Downside Risk?

Number of pages: 40 Posted: 22 Feb 2014 Last Revised: 22 Nov 2021
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 873 (43,734)
Citation 2

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momentum premium, momentum crashes, downside risk, downside beta, upside risk, upside beta, Downside-Risk CAPM

Upside and Downside Risks in Momentum Returns

Higher School of Economics Research Paper No. WP BRP 50/FE/2015
Posted: 25 Nov 2015
Victoria Dobrynskaya
School of Finance, HSE University

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momentum, downside risk, downside beta, upside risk, upside beta, Downside-Risk CAPM

5.

Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships

Downloads 526 (85,917)

Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships

Higher School of Economics Research Paper No. WP BRP 86/FE/2022
Number of pages: 20 Posted: 02 Mar 2022
Victoria Dobrynskaya and Mikhail Dubrovskiy
School of Finance, HSE University and National Research University Higher School of Economics (Moscow), Students
Downloads 293 (165,876)

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cryptocurrency, asset pricing; risk factors, factor models, alternative investments

Cryptocurrencies Meet Equities: Risk Factors and Asset Pricing Relationships

Number of pages: 17 Posted: 08 Jul 2021 Last Revised: 22 Oct 2021
Victoria Dobrynskaya and Mikhail Dubrovskiy
School of Finance, HSE University and National Research University Higher School of Economics (Moscow), Students
Downloads 233 (209,147)

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cryptocurrency, asset pricing; risk factors, factor models, alternative investments

6.

Is Downside Risk Priced in Cryptocurrency Market

Number of pages: 28 Posted: 02 Jul 2020 Last Revised: 07 Jun 2021
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 321 (151,578)

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Cryptocurrency, Coins, Crypto-finance, Alternative Investments, Downside Risk, DR-CAPM

7.

Downside Market Risk of Carry Trades

Review of Finance, Vol. 18, No. 5, 2014.
Number of pages: 52 Posted: 25 Nov 2012 Last Revised: 11 Nov 2014
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 274 (178,856)
Citation 19

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carry trades, currency risk, downside risk, downside beta, disaster risk

8.

Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia

Number of pages: 32 Posted: 06 Sep 2016
E. Gorbatikov and Victoria Dobrynskaya
Gaidar Institute for Economic Policy and School of Finance, HSE University
Downloads 236 (207,283)

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depository receipts, EDR, cross-listed stocks, arbitrage, market efficiency

9.

LEGO Secondary Market Price Data

Number of pages: 4 Posted: 03 Mar 2022
Victoria Dobrynskaya and Julia Kishilova
School of Finance, HSE University and RB Partners
Downloads 210 (231,603)

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alternative investments, non-financial assets, collectible assets, emotional assets, investments of passion, toys, portfolio diversification

10.

Economic Diversification and Dutch Disease in Russia

Post-Communist Economies, Vol. 22, No. 3, 2010
Number of pages: 22 Posted: 24 Nov 2012
Victoria Dobrynskaya and Edouard Turkisch
School of Finance, HSE University and Université Paris
Downloads 195 (247,692)
Citation 1

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Russia, Dutch disease, economic development, monetary policy

11.

Is Downside Risk Priced In Cryptocurrency Market?

Downloads 119 (370,866)

Is Downside Risk Priced In Cryptocurrency Market?

Higher School of Economics Research Paper No. WP BRP 79/FE/2020
Number of pages: 28 Posted: 17 Sep 2020
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 73 (514,178)

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cryptocurrency, coins, cryptofinance, alternative investments, downside risk, DR-CAPM

Is Downside Risk Priced in Cryptocurrency Market?

Number of pages: 40 Posted: 30 Nov 2022
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 46 (647,044)

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cryptocurrencies, alternative investments, Downside risk, DR-CAPM, multifactor model

12.

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Number of pages: 24 Posted: 25 Nov 2014
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 108 (397,379)
Citation 1

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currency risk, downside risk, downside beta, carry trades

13.

Pricing Within and Across Asset Classes

Finance Research Letters, Forthcoming
Number of pages: 16 Posted: 08 Dec 2016 Last Revised: 11 Nov 2017
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 107 (400,044)

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Momentum, Value, Asset Classes, Cross-Sectional Asset Pricing

14.

Financial Returns in Reward-Based Crowdfunding

Downloads 99 (430,919)

Financial Returns in Reward-Based Crowdfunding

Number of pages: 16 Posted: 14 May 2020 Last Revised: 26 May 2023
Victoria Dobrynskaya and Julia Grebennikova
School of Finance, HSE University and National Research University Higher School of Economics
Downloads 96 (434,190)

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Crowdfunding, Investor Motivation, Alternative Investments, Alternative Finance, Entrepreneurial Finance

Financial Returns in Reward-Based Crowdfunding

Number of pages: 16 Posted: 31 May 2023
Victoria Dobrynskaya and Julia Grebennikova
School of Finance, HSE University and HSE University
Downloads 3 (1,007,129)

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crowdfunding, investor motivation, alternative investments, alternative finance, entrepreneurial finance

15.

Buying Beauty? On Rarity and Returns in Non-Fungible Tokens

Number of pages: 39 Posted: 31 Jan 2023
Victoria Dobrynskaya and Daniele Bianchi
School of Finance, HSE University and School of Economics and Finance, Queen Mary University of London
Downloads 91 (445,887)

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Non-fungible tokens, NFT, Digital art, Bored Apes, Cryptocurrency markets, Alternative investments

16.

Asymmetric Price Rigidity and the Optimal Interest Rate Defense of the Exchange Rate: Some Evidence for the US

Journal of Policy Modeling, Vol. 30, No. 5, 2008
Number of pages: 12 Posted: 06 Apr 2009
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 68 (527,744)

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Monetary policy, Non-linear interest rate rule, Exchange rate pass-through effect, Asymmetric price rigidity

17.

Implications of Asymmetric Price Rigidity for Monetary Policy

Number of pages: 31 Posted: 06 Apr 2009 Last Revised: 23 Nov 2012
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 56 (581,189)

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