Victoria Dobrynskaya

School of Finance, HSE University

https://www.hse.ru/eng

Moscow

Russia

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 4,934

in Total Papers Downloads

14,865

SSRN CITATIONS
Rank 20,372

SSRN RANKINGS

Top 20,372

in Total Papers Citations

48

CROSSREF CITATIONS

13

Scholarly Papers (18)

1.
Downloads 8,438 ( 1,356)
Citation 2

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 8,438 (1,347)
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

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 872 (49,150)
Citation 3

Abstract:

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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 307 (175,667)

Abstract:

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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 1,136 (34,359)
Citation 4

Abstract:

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cryptocurrency, momentum, reversal, trading strategy, alternative investments

4.
Downloads 890 (48,452)
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 890 (47,732)
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
School of Finance, HSE University

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

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 315 (171,481)

Abstract:

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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 271 (200,124)
Citation 1

Abstract:

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

6.

Value Bubbles

Number of pages: 37 Posted: 01 Jul 2019 Last Revised: 21 Dec 2023
Messaoud Chibane, Victoria Dobrynskaya and Samuel Ouzan
Neoma Business School, School of Finance, HSE University and Neoma Business School
Downloads 401 (132,178)
Citation 1

Abstract:

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Biases; Contrarian; Market Anomalies; Market Efficiency; Market States, Over-reaction; Value Premium

7.

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 335 (161,158)

Abstract:

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

8.

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 325 (166,512)

Abstract:

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

9.

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 282 (193,176)
Citation 19

Abstract:

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

10.

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 252 (217,087)

Abstract:

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

11.

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 207 (260,871)
Citation 1

Abstract:

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Russia, Dutch disease, economic development, monetary policy

12.

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 163 (323,983)

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

Financial Returns in Reward-Based Crowdfunding

Number of pages: 16 Posted: 14 May 2020 Last Revised: 28 Jul 2023
Victoria Dobrynskaya and Julia Grebennikova
School of Finance, HSE University and National Research University Higher School of Economics (Moscow)
Downloads 111 (443,083)

Abstract:

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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 42 (752,737)

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

14.
Downloads 147 (351,155)
Citation 1

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 84 (528,909)

Abstract:

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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 63 (623,826)

Abstract:

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

15.

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Number of pages: 24 Posted: 25 Nov 2014
Victoria Dobrynskaya
School of Finance, HSE University
Downloads 119 (413,109)
Citation 1

Abstract:

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currency risk, downside risk, downside beta, carry trades

16.

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 118 (415,738)

Abstract:

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

17.

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 73 (567,966)

Abstract:

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

18.

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 61 (623,546)

Abstract:

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