Victoria Dobrynskaya

National Research University Higher School of Economics

Assistant professor of Finance

26, Shabolovka st.

Moscow, 119017

Russia

http://www.hse.ru

SCHOLARLY PAPERS

10

DOWNLOADS
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5,589

CITATIONS
Rank 20,075

SSRN RANKINGS

Top 20,075

in Total Papers Citations

23

Scholarly Papers (10)

1.

LEGO - The Toy of Smart Investors

Number of pages: 27 Posted: 17 Dec 2018
Victoria Dobrynskaya and Julia Kishilova
National Research University Higher School of Economics and RB Partners
Downloads 2,839 (3,933)

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

2.
Downloads 1,210 ( 15,997)
Citation 2

Upside and Downside Risks in Momentum Returns

Number of pages: 67 Posted: 22 Feb 2014 Last Revised: 25 Jun 2017
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 732 (32,623)

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momentum, 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
Number of pages: 66 Posted: 25 Nov 2015
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 478 (57,193)
Citation 2

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

3.
Downloads 788 ( 29,950)
Citation 1

Dynamic Momentum and Contrarian Trading

Number of pages: 28 Posted: 30 Mar 2017
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 601 (42,604)
Citation 1

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
National Research University Higher School of Economics
Downloads 187 (159,389)

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

4.

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
National Research University Higher School of Economics
Downloads 229 (131,735)
Citation 21

Abstract:

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

5.

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
National Research University Higher School of Economics and Université Paris
Downloads 149 (194,105)
Citation 4

Abstract:

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Russia, Dutch disease, economic development, monetary policy

6.

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 National Research University Higher School of Economics
Downloads 131 (215,326)

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

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Number of pages: 24 Posted: 25 Nov 2014
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 90 (282,397)
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
National Research University Higher School of Economics
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8.

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
National Research University Higher School of Economics
Downloads 66 (335,477)
Citation 1

Abstract:

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

9.

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
National Research University Higher School of Economics
Downloads 47 (393,473)
Citation 8

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

10.

Implications of Asymmetric Price Rigidity for Monetary Policy

Number of pages: 31 Posted: 06 Apr 2009 Last Revised: 23 Nov 2012
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 40 (418,882)

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