Victoria Dobrynskaya

affiliation not provided to SSRN

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 5,465

in Total Papers Downloads

10,927

SSRN CITATIONS
Rank 26,716

SSRN RANKINGS

Top 26,716

in Total Papers Citations

20

CROSSREF CITATIONS

14

Scholarly Papers (16)

1.
Downloads 6,734 ( 1,464)

LEGO - The Toy of Smart Investors

Number of pages: 42 Posted: 17 Dec 2018 Last Revised: 22 Nov 2021
Victoria Dobrynskaya and Julia Kishilova
affiliation not provided to SSRN and RB Partners
Downloads 6,734 (1,450)
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
affiliation not provided to SSRN and RB Partners

Abstract:

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

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

Number of pages: 33 Posted: 30 Mar 2017 Last Revised: 18 May 2020
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 793 (43,275)

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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
affiliation not provided to SSRN
Downloads 262 (161,448)

Abstract:

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

3.
Downloads 840 ( 40,610)
Citation 2

Does Momentum Trading Generate Extra Downside Risk?

Number of pages: 40 Posted: 22 Feb 2014 Last Revised: 22 Nov 2021
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 840 (40,052)
Citation 2

Abstract:

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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
affiliation not provided to SSRN

Abstract:

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

4.

Cryptocurrency Momentum and Reversal

Number of pages: 15 Posted: 31 Aug 2021 Last Revised: 22 Nov 2021
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 580 (65,940)

Abstract:

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cryptocurrency, momentum, reversal, trading strategy, 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
affiliation not provided to SSRN and National Research University Higher School of Economics (Moscow), Students
Downloads 185 (224,365)

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

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
affiliation not provided to SSRN and National Research University Higher School of Economics (Moscow), Students
Downloads 121 (316,779)

Abstract:

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

6.

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
affiliation not provided to SSRN
Downloads 259 (163,919)
Citation 19

Abstract:

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

7.

Is Downside Risk Priced in Cryptocurrency Market

Number of pages: 28 Posted: 02 Jul 2020 Last Revised: 07 Jun 2021
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 244 (173,725)

Abstract:

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

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 affiliation not provided to SSRN
Downloads 221 (190,836)

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

9.

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
affiliation not provided to SSRN and Université Paris
Downloads 180 (229,720)
Citation 1

Abstract:

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Russia, Dutch disease, economic development, monetary policy

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Number of pages: 24 Posted: 25 Nov 2014
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 98 (366,598)
Citation 1

Abstract:

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currency risk, downside risk, downside beta, carry trades

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Review of International Economics, Vol. 23, Issue 2, pp. 345-360, 2015
Number of pages: 16 Posted: 09 Apr 2015
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 0

Abstract:

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11.

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
affiliation not provided to SSRN
Downloads 90 (383,557)

Abstract:

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

12.

LEGO Secondary Market Price Data

Number of pages: 4 Posted: 03 Mar 2022
Victoria Dobrynskaya and Julia Kishilova
affiliation not provided to SSRN and RB Partners
Downloads 81 (408,562)

Abstract:

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

13.

Financial Returns in Reward-Based Crowdfunding

Number of pages: 16 Posted: 14 May 2020 Last Revised: 10 Jun 2020
Victoria Dobrynskaya and Julia Grebennikova
affiliation not provided to SSRN and National Research University Higher School of Economics
Downloads 81 (408,562)

Abstract:

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

14.

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
affiliation not provided to SSRN
Downloads 57 (490,491)

Abstract:

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

15.

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
affiliation not provided to SSRN
Downloads 56 (494,383)

Abstract:

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

16.

Implications of Asymmetric Price Rigidity for Monetary Policy

Number of pages: 31 Posted: 06 Apr 2009 Last Revised: 23 Nov 2012
Victoria Dobrynskaya
affiliation not provided to SSRN
Downloads 45 (542,373)

Abstract:

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