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

11

DOWNLOADS
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Top 8,186

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5,945

SSRN CITATIONS
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SSRN RANKINGS

Top 27,361

in Total Papers Citations

13

CROSSREF CITATIONS

15

Scholarly Papers (11)

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 4,256 (2,234)

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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 636 (43,492)
Citation 1

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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 213 (153,454)

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

3.

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 240 (137,146)
Citation 14

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

4.

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 165 (193,606)

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

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 159 (199,876)

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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
National Research University Higher School of Economics
Downloads 95 (295,811)
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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7.

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 72 (346,828)
Citation 1

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

8.

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 54 (401,134)

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

9.

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 (445,434)

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10.

Financial Returns in Reward-Based Crowdfunding

Number of pages: 11 Posted: 14 May 2020 Last Revised: 18 May 2020
Victoria Dobrynskaya and Julia Grebennikova
National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 13 (602,505)

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

Upside and Downside Risks in Momentum Returns

Posted: 22 Feb 2014 Last Revised: 17 May 2020
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

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

Abstract:

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