• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Centre for Financial Research & Data Analytics

Publications
Article
The impact of the Covid-19 related media coverage upon the five major developing markets

Umar Z., Gubareva M., Sokolova T.

Plos One. 2021. Vol. 16. No. 7.

Article
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

Umar Z., Gubareva M., Tran D. K. et al.

Research in International Business and Finance. 2021. No. 58. P. 1-7.

The purpose of the Сentre's research is the development of modern methods and models of data analysis, including the use of artificial intelligence, through empirical research on the objects of financial markets.


On May, 24th the First International Conference on Market Sentiment and Investment in Emerging Markets (MSIEM-2022) was organized by CFR&DA

At the conference, the papers were presented by staff of CFR&DA prof. Teplova T.V., Sokolova T.V., Faizulin M.S., Gurov S.V., a post-graduate student of FES Kurmashov A., as well as by leading foreign researchers prof. Munir Q. (Institute of Business Administration, Karachi, Pakistan), prof. Khan A.B. (Institute of Business Administration, Karachi, Pakistan), prof. Hammad W. (Faculty of Economics and Finance, University of Bahrain, Bahrain), prof. Kock C.S. (Faculty of Business and Economics and Accounting, Malaysia), prof. Emrouznejad A. (University of Surrey, UK), prof. Munir R. (Macquarie Business School, Australia).

The paper 'The impact of the Russia-Ukraine conflict on the connectedness of financial markets' by Umar Z., Polat O., Choi S.-Y., Teplova T. is published in Finance Research Letters

The following paper is published: Umar Z., Polat O., Choi S.-Y., Teplova T. (2022). The impact of the Russia-Ukraine conflict on the connectedness of financial markets, Finance Research Letters, 48, 102976. https://doi.org/10.1016/j.frl.2022.102976

The paper 'Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression' by Umar Z., Bossman A., Choi S.-Y., Teplova T. is published in Finance Research Letters

The following paper is published: Umar Z., Bossman A., Choi S.-Y., Teplova T. (2022). Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression. Finance Research Letters. https://doi.org/10.1016/j.frl.2022.102991 

The paper 'A robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance' by Omrani H., Alizadeh A., Emrounejad A., Teplova T. is published in Expert Systems with Applications

The following paper is published: Omrani H., Alizadeh A., Emrounejad A., Teplova T. (2022). A robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance. Expert Systems with Applications, Vol.189, 116021. DOI: 10.1016/j.eswa.2021.116021

The paper 'Nonlinear intraday trading invariance in the Russian stock market' by Teplova T. and Gurov S. is published in Annals of Operations Research

The following paper is published: Teplova T., Gurov S. (2022). Nonlinear intraday trading invariance in the Russian stock market. Annals of Operations Research. doi: 10.1007/s10479-022-04683-7
https://trebuchet.public.springernature.app/get_content/0377f14e-e372-4aba-bb1a-a740125b311b 

The paper "Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis" is published in Complexity

Teplova T., Sokolova T., Galenskaya K., Gubareva M. (2022). Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis. Complexity, 2022, 9608649. 13 pages.
https://doi.org/10.1155/2022/9608649

The full text in open access is publushed:
https://www.hindawi.com/journals/complexity/2022/9608649/

First International Conference on Market Sentiment and Investment in Emerging Markets (MSIEM-2022)

Organized by: National Research University, Higher School of Economics (HSE), Russia and Centre for Financial Research & Data Analytics (CFR&DA).
Address: 11 Pokrovsky Bulvar, Moscow 109028 Russia
This Conference is organized within the framework of the basic research program at HSE university.
Email: munirqaiser1968@gmail.com

Important Dates:
Abstract submission (1 to 2 Pages): 15 March 2022.
Notice for acceptance: 16 March 2022.
Full Paper submission: 30 March 2022
Registration (Free for all presenters and participants): Until 14 April 2022.
Conference Program booklet: 15 April 2022.
Conference date: 24 May 2022, 9 AM to 5 PM (Moscow time) Virtual/Online

Forthcoming Publication

Our plans for 2021 on publications are successfully performed.

The first forthcoming publication for 2022 is:
Omrani H., Alizadeh A., Emrouznejad A., Teplova T. (2022). A Robust Credibility DEA Model with Fuzzy Perturbation Degree: An Application to Hospitals Performance. Expert Systems with Applications. Vol. 189. Article 116021.

The employees of the Laboratory of Financial Market Analysis have presented a report at the 33rd EBES Conference - Madrid

Report by T.V. Teplova, A.F. Tomtosov. and Sokolova T.V. "Sentiment of Retail Investors on the Internet Anonymous Messengers in Explaining Differences in the Emerging Market Stock Characteristics" has been presented at the 33rd EBES Conference - Madrid by Alexander Tomtosov, the HSE LFMA analyst.
The discussion has been made by a well-known researcher from France (Montpellier Business School) Associate Professor Adam Zaremba. Positive comments have been received on the ongoing topic of the relationship between the sentiment of private investors and the characteristics of assets in emerging capital markets.

Publication in Energy Systems

Teplova T., Lysenko V., Sokolova T. (2019). Shocks of supply and demand in the oil market, the equilibrium oil price and country responses of economic indicators. Energy Systems. Vol. 10. No. 4. P. 843-869.