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Regular version of the site

Publications

2022 .
Umar Z., Gubareva M., Teplova T., Tran D. Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis // Finance Research Letters. 2022. Vol. 47. Article 102725.

Teplova T., Sokolova T., Gubareva M., Suhih V. The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity // Complexity. 2022. Vol. 2022. Article 3295364

Omrani H., Alizadeh A., Emrouznejad A., Teplova T. A Robust Credibility DEA Model with Fuzzy Perturbation Degree: An Application to Hospitals Performance // Expert Systems with Applications. 2022. Vol. 189. Article 116021.

A retail investor in a cobweb of social networks
Teplova T., Tomtosov A., Sokolova T.
PLoS One. Vol. 17, No 12. Article ID e0276924.
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0276924
Do local and world COVID-19 media coverage drive stock markets? Time-frequency analysis of BRICS

Bossman А., Teplova T., Umar Z.
Complexity. Vol. 2022. Article ID 2249581.
https://doi.org/10.1155/2022/2249581
Robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance

Omrani H., Alizadeh A., Emrouznejad A., Teplova T. 
Expert Systems with Applications. Vol. 189. Article 116021.
A mixed-integer network DEA with shared inputs and undesirable outputs for performance evaluation: Efficiency measurement of bank branches
Omrani H., Oveysi Z., Emrouznejad A., Teplova T. 
Journal of the Operational Research Society. 
Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints 
Teplova T., Mikova E., Munir Q., Pivnitskaya N.
Economic Change and Restructuring. 
Complex interplay of Eastern bloc SMEs trade credit determinants: Changes due to the global financial crisis
Teplova T., Sokolova T., Galenskaya K., Gubareva M. 
Complexity. Vol. 2022. Article 9608649.
Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis
Umar Z., Gubareva M., Teplova T., Tran D.
Finance Research Letters. Vol. 47. Article 102725.
Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression
Umar Z., Bossman A., Choi S., Teplova T. 
Finance Research Letters. Vol. 48. Article 102991. 
Flights-to-quality from EM bonds to safe-haven US Treasury securities: A time-frequency analysis
Gubareva M., Umar Z., Teplova T., Vo X.V. 
Emerging Markets Finance and Trade. 
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis
Bossman A., Umar Z., Teplova T.
Journal of Economic Asymmetries. Vol. 26. Article e00257. 
Network connectedness of environmental attention — Green and dirty assets
Umar Z., Abrar A., Zaremba A., Teplova T., Vo X.V. 
Finance Research Letters. Vol. 50. Article 103209.
Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission
Umar Z., Gubareva M., Teplova T., Alwahedi W. 
Annals of Operations Research. 
The multifaceted sustainable development and export intensity of emerging market firms under financial constraints: The role of ESG and innovative activity 
Teplova T., Sokolova T., Gubareva M., Suhih V. 
Complexity. Vol. 2022. Article 3295364.
The return and volatility connectedness of NFT segments and media coverage: Fresh evidence based on news about the COVID-19 pandemic
Umar Z., Abrar A., Zaremba A., Teplova T., Vo X.V. 
Finance Research Letters. Vol. 49. Article 103031.
The impact of COVID-19 on gold seasonality
Bentes S., Gubareva M., Teplova T.
Applied Economics. Vol. 54. No. 40. P. 4700-4710.
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Umar Z., Polat O., Teplova T., Choi S.
Finance Research Letters. No. 48. Article 102976.

Nonlinear intraday trading invariance in the Russian stock market
Teplova T.V., Gurov S.
Annals of Operations Research

DOI: https://doi.org/10.1007/s10479-022-04683-7

 2022_Article_ (PDF, 3.05 Мб) 

New evidence on the impact of implicit trading costs on asset prices in the Russian stock market

Teplova T.V., Gurov S.
Applied Economics. Vol. 54. No. 51. P. 5943-5955
DOI: https://doi.org/10.1080/00036846.2022.2055743

2021 год

Return and Volatility Transmission Between Emerging Markets and US Debt Throughout the Pandemic Crisis
Umar Z., Manel Y., Riaz Y., Gubareva M.
Pacific-Basin Finance Journal. Vol. 67. № 101563.
Governed by the Cycle: Interest Rate Sensitivity of Emerging Market Corporate Debt
Gubareva M., Borges M.R.
Annals of Operations Research. Published online on February, 17th, 2021.
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., Teplova T.
Research in International Business and Finance. Vol. 58. № 101493.
The Impact of the Covid-19 Related Media Coverage upon the Five Major Developing Markets
Umar Z., Gubareva M., Sokolova T.
Plos One. Vol. 16. № 7.
Astonishing Insights: Emerging Market Debt Spreads Throughout the Pandemic
Gubareva M., Umar Z., Sokolova T., Vog X.V.
Applied Economics. Published online: 03 Oct 2021
A Robust Credibility DEA Model with Fuzzy Perturbation Degree: An Application to Hospitals Performance
Omrani H., Alizadeh A., Emrouznejad A., Teplova T.
Expert Systems with Application. Published online: 6 October 21
Can High Trading Volume and Volatility Switch Boost Momentum to Show Greater Inefficiency and Avoid Crashes in Emerging Markets? The Economic Relationship in Factor Investing in Emerging Markets
Teplova T., Tomtosov A.
Quarterly Review of Economics and Finance. Vol. 80. P. 210-223.
Data Envelopment Analysis Model with Decision Makers’ Preferences: A Robust Credibility Approach
Omrani H., Alizadeh A., Emrouznejad A., Teplova T.
Annals of Operations Research. Published 25 October, 2021
Energy Efficiency and Congestion Considering Data Envelopment Analysis and Bounded Adjusted Measure: A Case of Tomato Production
Khoshroo A., Izadikhah M., Emrouznejad A.
Journal of Cleaner Production. Vol. 328. № 129639.
Lower Reversal Limit of the European Central Bank Deposit Rate and Sustainability of Traditional Banking Business Model
Gubareva M.
Journal of Financial Economic Policy. Vol. 13. №6. P. 686-697.
A Tale of Company Fundamentals vs Sentiment Driven Pricing: The Case of GameStop
Umar Z., Gubareva M., Yousaf I., Ali S.
Journal of Behavioral and Experimental Finance. Vol. 30. № 100501.

The Reinvestment Risk Premium in the Valuation of British and Russian Government Bonds

Teplova T., Rodina V.
Research in International Business and Finance. Vol. 55. No. C. № 101319.

2020 год
Emerging Bond Markets: Shedding Light on Trends and Patterns

Teplova T., Sokolova T., Munir Q.
NY: Routledge, 343 p.
 Puzzling Premiums on FX Markets: Carry Trade, Momentum, and Value Alone and Strategy Diversification
Mikova E.S., Teplova T., Munir Q.
Emerging Markets Finance and Trade. Vol. 56. No. 1. P. 126-148.
The Ex-Dividend-Day Behavior of Stock Prices and Volume: The Case of Pharmaceutical Dividend Aristocrats
Teplova T., Munir Q., Kapichnikova M.
Singapore Economic Review. Vol. 65. No. 4. P. 889-915.Perception and Drivers of Financial Constraints for the Sustainable Development
Teplova T., Sokolova T., Gubareva M., Galenskaya K., Teplov A.
Sustainability. No. 12. P. 1-382019 год
Shocks of Supply and Demand in the Oil Market, the Equilibrium Oil Price and Country Responses of Economic Indicators
Teplova T., Lysenko V., Sokolova T .
Energy Systems. Vol. 10. No. 4. P. 843-869. 
Building the Index of Efficiency of FDI Transformation: Economic Development and Intellectual Capital 
Teplova, T., Sokolova, T.
Emerging Markets Finance and Trade. Vol. 55. № 10. P. 2164-2184.
Surprises of corporate governance and Russian firms debt 
Teplova, T., Sokolova, T. 
Journal of Economics and Business. Vol. 102. № March–April. P. 39-56.One Approach for Backtesting VaR Specifications in the Russian Stock Market
Teplova, T., Ruzanov, D.
Engineering Economics. Vol . 30. No. 1. P. 32-40. 
 2018 год
Market Development Determinants for Corporate Bonds in National Currencies: Emerging Markets Review
Teplova, T.V., Sokolova, T.V. 
Journal of East-West Business. 2018. Vol. 24. No. 1. P. 50-80.
Ownership Structure and Obstacle to Finance under Control of Institutional Environment and Bond Market Development
Teplova, T., Sokolova, T., Galenskaya, K., Teplov A. 
In: Proceedings of the 31st International Business Information Management Association Conference. Milan: International Business Information Management Association (IBIMA). P. 1926-1938. 
http://ibima.org/conference/31st-ibima-conference/

2017 год

Powerful CEOs, Debt Financing, and Leasing in Chinese SMEs: Evidence from Threshold Model
Munir, Q., Ching, K.S., Teplova, T., Li, T.
North American Journal of Economics and Finance. 2017. Vol. 42. P. 487-503.
Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check
Teplova, T.V.
Mikova, E.M.Nazarov, N. 
Quarterly Review of Economics and Finance. 2017. Vol. 66 (Novemb.). P. 240-258.
https://www.sciencedirect.com/science/article/pii/S1062976917300947

Are Institutions a Driver or an Obstacle to Development of Local Currency Corporate Bond Markets?
Teplova, T.V., Sokolova, T.V., Teplov, A.S., Volgina N.A.
In: Proceedings of the 30th International Business Information Management Association Conference 'Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth'. Ed.: Soliman, K.S. 2017. P. 380-393.

Mean Reversion Effect and Contrarian Strategy
Teplova T., Mikova E.
Chapter 6 in Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence. Edited by Q.Munir and S.C.Kok, 2017, Book Series: Routledge Studies in the Modern World Economy. Publisher: Routledge, Taylor & Francis Group, London and New York. P. 89-112.

https://www.routledge.com/Information-Efficiency-and-Anomalies-in-Asian-Equity-Markets-Theories/Munir-Kok/p/book/9781138195387

Title pages(PDF, 2,97 Мб)

 Momentum Effect: Pricing Paradox or New Beta Strategy

Teplova T., Mikova E.
Chapter 7 in Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence. Edited by Q.Munir and S.C.Kok, 2017, Book Series: Routledge Studies in the Modern World Economy, Publisher: Routledge, Taylor & Francis Group, London and New York. P. 113-137.
https://www.routledge.com/Information-Efficiency-and-Anomalies-in-Asian-Equity-Markets-Theories/Munir-Kok/p/book/9781138195387

Title pages(PDF, 2,97 Мб)

2016

Does Stock Exchange Consolidation Improve Market Liquidity? A Study of Stock Exchange Acquisition in Russia

Tamara V. Teplova, Victoria A. Rodina
Research in International Business and Finance. 2016. Vol. 37. P. 375-390
2016 Teplova Article_s Extract.pdf

Russian market of collective investments analysis
Volodin S., Kuznetcova M.
In: Risk management: perspectives and open issues. L. : McGraw-Hill Education, 2016. Ch. 1. P. 323-343

2015 год

Bond Liquidity Indicators: Can New Thomson Reuters Indices Explain Difference in Bond Returns?
Tamara V. Teplova, Tatiana V. Sokolova
Journal of Applied Economic Sciences (Romania). 2015. Vol. X. No. 6(36). P. 897-913.
Teplova Sokolova JAES.pdf

Volatility Spillovers and Contagion in Emerging Europe
Tamara Teplova, Konstantin Asaturov, C.A. Hartwell
Journal of Applied Economic Sciences (Romania). 2015. Vol. X. No. 6(36). P. 929-945.
Teplova Asaturov JAES.pdf

New evidence of determinants of price momentum in the Japanese stock market
Teplova T., Mikova E.
Research in International Business and Finance, 2015, №34. Pp. 84-109

2013

  

ARMA-DCC-GARCH model for the analysis of integration processes in the capital markets of the three regions
   Teplova Т.,  Asaturov K.
   XIV International Scientific Conference on Problems of Economy and Society Development / Editor: Е.G.Yasin. M.: Izdatelsky Dom of NRU HSE, 2013

  

Nominal Yields on the Russian Government Bond Market: The Analysis of the Fisher Effect
   
Rodionova A.   
   
10th EBES Conference - Istanbul Program and Abstract Book, 2013.

2012

  

Measures of Systematic Risk for Financial Assets with Non-normal Return Distribution: Evidence of Russia
 
   Teplova T.,  Shutova E.
    Collected Articles of New Bulgarian University "Corporate Finances", 2012, Sofia, p. 327-359.

  

Methods for Detecting Non-typical Transactions. Application for Russian Stock Market
    Tlekhugov, N., Kush, K., Stolyarov, A.
    Higher School of Economics, 2012.
Methods for detecting.docx

2011

  A Higher Moment Downside Framework for Conditional and Unconditional CAPM in The Russian Stock Market
    Teplova T.;  Shutova E.
    Eurasian Economic Review, V 2 (Fall), 156-177
http://ssrn.com/abstract=1966343http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1996432


  The Validity of the CAPM in the Russian and Kazakhstan Capital Markets with GLS risk measure, Conditional Meansemivariance and Higher-order Moments Specifications,
    Teplova T.;  Mikova E.
    European Financial Management  Symposium, RENMIN UNIVERSITY OF CHINA, BEIJING, CHINA


  

Comparing Risk Measures for Cross Section Return Explanation on Local Stock Markets of Transition Economies
    Teplova, T., Shutova E.
    Collected Articles of the 12th April International Academic Conference on Economic and Social Development, Moscow, 2011.

  

Index Arbitrage Profitability of MICEX Index Futures
     Belyakova, A., Masyutin, A., Rodina, V.
     Collected Articles of the 8th Inter-University Conference "Present State, Trends, and Instruments of the Securities Market", Moscow, 2011.
Index Arbitrage Profitability.docx


  

Determinants of dividend policy of Russian public companies
    Zaltsman A.
    Collected Articles of Conference "Perspective Developments of Science and Equipment -2011" - "Economic Sciences", 2011
http://www.rusnauka.com/28_PRNT_2011/Economics/10_94930.doc.htm

 

2010

  Discount factor in analyst’s notes in Russian capital market (37 analytical teams). Testing Predicted Beta with Liquidity Adjustment
   
Teplova T.
    Vanguard Scientific Instruments In Management, Volume 3/2010, ISSN 1314-0582, 129-150
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1973691




 

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