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

13

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Top 6,445

in Total Papers Downloads

8,335

SSRN CITATIONS
Rank 26,898

SSRN RANKINGS

Top 26,898

in Total Papers Citations

20

CROSSREF CITATIONS

14

Scholarly Papers (13)

1.
Downloads 5,452 ( 1,705)

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 5,452 (1,682)
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
National Research University Higher School of Economics 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
National Research University Higher School of Economics
Downloads 725 (42,161)

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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 236 (157,444)

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

3.
Downloads 806 ( 36,961)
Citation 2

Does Momentum Trading Generate Extra Downside Risk?

Number of pages: 57 Posted: 22 Feb 2014 Last Revised: 07 Jul 2020
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 806 (36,436)
Citation 2

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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
Posted: 25 Nov 2015
Victoria Dobrynskaya
National Research University Higher School of Economics

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

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 251 (148,853)
Citation 19

Abstract:

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

5.

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 204 (181,388)

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

6.

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 171 (212,174)
Citation 1

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Russia, Dutch disease, economic development, monetary policy

7.

Is Downside Risk Priced in Cryptocurrency Market

Number of pages: 28 Posted: 02 Jul 2020 Last Revised: 07 Jun 2021
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 125 (273,053)

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

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 97 (327,738)
Citation 1

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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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9.

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 82 (361,092)

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

10.

Financial Returns in Reward-Based Crowdfunding

Number of pages: 16 Posted: 14 May 2020 Last Revised: 10 Jun 2020
Victoria Dobrynskaya and Julia Grebennikova
National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 59 (430,958)

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

11.

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 56 (441,810)

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

12.

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 42 (498,388)

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13.

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
National Research University Higher School of Economics
Downloads 29 (564,134)

Abstract:

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