Victoria Dobrynskaya

School of Finance, HSE University

https://www.hse.ru/eng

Moscow

Russia

  • School of Finance, HSE University

SCHOLARLY PAPERS

19

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15,392

TOTAL CITATIONS
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Top 19,237

in Total Papers Citations

32

Scholarly Papers (19)

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1.

LEGO - The Toy of Smart Investors

Downloads 9,242 ( 1,370)
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 9,242 (1,361)
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

2.

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

Downloads 1,396 (30,330)
Citation 5

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 1,046 (45,342)
Citation 5

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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 350 (181,583)

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

3.

Does Momentum Trading Generate Extra Downside Risk?

Downloads 929 (54,346)
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 929 (53,476)
Citation 2

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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

4.

Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships

Downloads 659 (85,577)
Citation 1

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)
Downloads 353 (179,296)

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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)
Downloads 306 (209,494)
Citation 1

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

5.

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 Canadian University Dubai
Downloads 466 (131,767)
Citation 1

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

6.

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 455 (135,647)

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

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 372 (170,812)

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

8.

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 305 (211,859)
Citation 19

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

9.

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 264 (245,999)

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

10.

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 230 (282,122)
Citation 1

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Russia, Dutch disease, economic development, monetary policy

11.

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 Queen Mary University of London
Downloads 229 (283,300)

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

12.

Is Downside Risk Priced In Cryptocurrency Market?

Downloads 218 (296,988)

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 124 (485,153)

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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 94 (596,697)

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

13.

Financial Returns in Reward-Based Crowdfunding

Downloads 189 (339,431)
Citation 1

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 124 (485,153)
Citation 1

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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 65 (742,029)

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

14.

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 135 (451,478)

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

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 129 (468,282)

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currency risk, downside risk, downside beta, carry trades

16.

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 80 (650,985)

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

17.

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 72 (695,664)

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18.

Videogame Attributes as Alternative Investments

Number of pages: 26
Victoria Dobrynskaya and Vladimir Strelnikov
School of Finance, HSE University and New Economic School (NES)
Downloads 22

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digital assets, alternative investments, collectible assets, emotional assets, NFT, portfolio diversification, videogames

19.

Cryptocurrency Momentum and Reversal

The Journal of Alternative Investments, Summer 2023, 26(1) 65-76 DOI: 10.3905/jai.2023.1.189
Posted: 31 Aug 2021 Last Revised: 15 Apr 2024
Victoria Dobrynskaya
School of Finance, HSE University

Abstract:

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cryptocurrency, momentum, reversal, trading strategy, alternative investments