Publications in Top Russian and Foreign Journals and Monographs

Publications in Scopus and WoS Journals

Umar Z., Bossman A., Choi S., Teplova T. (2023). The relationship between global risk aversion and returns from safe-haven assets. Finance Research Letters, 51. № 103444.

Hanif W., Mensi W., Gubareva M., Teplova T. (2023). Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. Resources Policy, 80. № 103196.

Ghosh B., Pham L., Teplova T., Umar Z. (2023). COVID-19 and the quantile connectedness between energy and metal markets. Energy Economics, 117. № 106420. 

Bossman A., Umar Z., Agyei S. K., Teplova T. (2023). The impact of the US yield curve on sub-Saharan African equities.  Finance Research Letters . In Press.

Umar Z., Gubareva M., Teplova T., Tran D. (2022). Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis. Finance Research Letters, 47. № 102725.

Teplova T., Sokolova T., Gubareva M., Suhih V. (2022). The multifaceted sustainable development and export intensity of emerging market firms under financial constraints: The role of ESG and innovative activity. Complexity, 2022. № 3295364.

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, 189. № 116021.

Teplova T., Tomtosov A., Sokolova T. (2022). A retail investor in a cobweb of social networks. PLoS One, 17 (12). №e0276924. https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0276924

Bossman А., Teplova T., Umar Z. (2022). Do local and world COVID-19 media coverage drive stock markets? Time-frequency analysis of BRICS.  Complexity, 2022. № 2249581. https://doi.org/10.1155/2022/2249581

Omrani H., Alizadeh A., Emrouznejad A., Teplova T. (2022). Robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance. Expert Systems with Applications, 189. № 116021.

Omrani H., Oveysi Z., Emrouznejad A., Teplova T. (2022). A mixed-integer network DEA with shared inputs and undesirable outputs for performance evaluation: Efficiency measurement of bank branches. Journal of the Operational Research Society. Published online.

Teplova T., Mikova E., Munir Q., Pivnitskaya N. (2022). Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints. Economic Change and Restructuring. Published online.

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.

Umar Z., Gubareva M., Teplova T., Tran D. (2022). Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis. Finance Research Letters, 47. № 102725.

Umar Z., Bossman A., Choi S., Teplova T. (2022). Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression. Finance Research Letters, 48. № 102991. 

Gubareva M., Umar Z., Teplova T., Vo X.V. (2022). Flights-to-quality from EM bonds to safe-haven US Treasury securities: A time-frequency analysis.  Emerging Markets Finance and Trade. Published online.

Bossman A., Umar Z., Teplova T. (2022). Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. Journal of Economic Asymmetries, 26. № e00257. 

Umar Z., Abrar A., Zaremba A., Teplova T., Vo X.V. (2022). Network connectedness of environmental attention — Green and dirty assets.  Finance Research Letters, 50. № 103209.

Umar Z., Gubareva M., Teplova T., Alwahedi W. (2022). Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission. Annals of Operations Research. Published online.

Teplova T., Sokolova T., Gubareva M., Suhih V. (2022). The multifaceted sustainable development and export intensity of emerging market firms under financial constraints: The role of ESG and innovative activity. Complexity, 2022. № 3295364.

Umar Z., Abrar A., Zaremba A., Teplova T., Vo X.V. (2022). Finance Research Letters, 49. № 103031.

Bentes S., Gubareva M., Teplova T. (2022). The impact of COVID-19 on gold seasonality. Applied Economics, 54 (40). P. 4700-4710.

Umar Z., Polat O., Teplova T., Choi S. (2022). Finance Research Letters, 48. № 102976.

Teplova T.V., Gurov S. (2022). Nonlinear intraday trading invariance in the Russian stock market. Annals of Operations Research. Published online.

 2022_Article_ (PDF, 3.05 Мб) 

Teplova T.V., Gurov S. (2022). New evidence on the impact of implicit trading costs on asset prices in the Russian stock market. Applied Economics, 54 (51). P. 5943-5955.

Umar Z., Manel Y., Riaz Y., Gubareva M. (2021). Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. Pacific-Basin Finance Journal, 67. № 101563.

Gubareva M., Borges M.R. (2021). Governed by the cycle: Interest rate sensitivity of emerging market corporate debt. Annals of Operations Research. Published online on February, 17th, 2021.

Umar Z., Gubareva M., Tran D.K., Teplova T. (2021). Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. Research in International Business and Finance, 58. №101493.

Umar Z., Gubareva M., Sokolova T. (2021). The impact of the Covid-19 related media coverage upon the five major developing markets. Plos One, 16(7).

Gubareva M., Umar Z., Sokolova T., Vog X.V. Astonishing insights: Emerging market debt spreads throughout the pandemic. Applied Economics. Published online: 03 Oct 2021.

Omrani H., Alizadeh A., Emrouznejad A., Teplova T. (2021). A Robust Credibility DEA model with fuzzy perturbation degree: An application to hospitals performance.Expert Systems with Application. Published online: 6 October 21

Teplova T., Tomtosov A. (2021). 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.Quarterly Review of Economics and Finance, 80. P. 210-223.

Omrani H., Alizadeh A., Emrouznejad A., Teplova T. (2021). Data Envelopment Analysis model with decision makers’ preferences: A Robust Credibility Approach. Annals of Operations Research. Published 25 October, 2021

Khoshroo A., Izadikhah M., Emrouznejad A. (2021). Energy efficiency and congestion considering Data Envelopment Analysis and bounded adjusted measure: A case of tomato production. Journal of Cleaner Production, 328. № 129639.

Gubareva M. (2021). Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model. Journal of Financial Economic Policy, 13(6). P. 686-697.

Umar Z., Gubareva M., Yousaf I., Ali S. (2021). A tale of company fundamentals vs sentiment driven pricing: The case of GameStop.Journal of Behavioral and Experimental Finance, 30. №100501.

Teplova T., Rodina V. (2021). The reinvestment risk premium in the valuation of British and Russian government bonds. Research in International Business and Finance, 55(C). №101319.

Mikova E., Teplova T., Munir Q. (2020). Puzzling premiums on FX markets: Carry trade, momentum, and value alone and strategy diversification. Emerging Markets Finance and Trade.

Teplova T., Sokolova T. (2019). Building the index of efficiency of FDI transformation: Economic development and intellectual capital. Emerging Markets Finance and Trade, 55(10), p. 2164-2184. 

Teplova T., Ruzanov D. (2019). One approach for backtesting VaR specifications in the Russian stock market. Engineering Economics, 30(1), p. 32-40. 

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, 10(4), p. 843-869. 

Teplova T., Sokolova T. (2019). Surprises of corporate governance and Russian firms debt. Journal of Economics and Business, 102, March–April 2019, p. 39-56.

Teplova T., Sokolova T. (2018). Market development determinants for corporate bonds in national currencies: Emerging markets review. Journal of East-West Business, 24(1), p. 50-80.

Teplova T., Mikova E. M., Nazarov N. (2017). Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check. Quarterly Review of Economics and Finance, 66 (Novemb), p. 240-258.

Munir Q., Kok S. C., Teplova T., Li T. (2017). Powerful CEOs, debt financing, and leasing in Chinese SMEs: Evidence from threshold model. North American Journal of Economics and Finance, 42, p. 487-503.

Teplova T., Rodina V. (2016). Does stock exchange consolidation improve market liquidity? A study of stock exchange acquisition in Russia. Research in International Business and Finance, 37, p. 375-390.

Teplova T., Mikova E. (2015). New evidence of determinants of price momentum in the Japanese stock market. Research in International Business and Finance, 34, p. 84-109.

Chapters in Monographs Published by Foreign Publishing Houses

Teplova T., Mikova E. M. (2017). Mean Reversion Effect and Contrarian Strategy, in: Information Efficiency and Anomalies in Asian Equity Markets. L., NY: Routledge, Taylor & Francis Group. P. 89-112.

Teplova T., Mikova E. M. (2017). Momentum Effect: Pricing Paradox or New Beta Strategy, in: Information Efficiency and Anomalies in Asian Equity Markets. L., NY: Routledge, Taylor & Francis Group. P. 113-137.

Publications in Top Russian Economics and Finance Journals (in Russian)

Teplova T.V., Sokolova T.V., Tomtosov A.F., Buchko D.V., Nikulin D.D. (2022). The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks. Journal of New Economic Association. № 1 (53). P. 53-84.

Teplova T.V., Sokolova T.V., Galenskaya K.V. (2019). Drivers and Brakes for the Development of Corporate Bond Markets in Developed and Developing Countries. Voprosy Ekonomiki. № 3. P. 77-100.

Teplova T.V., Galenskaya K.V., Teplov A.S. (2018). Access to Real and Imaginary Bond Loans of the Russian Market. Search for Determinants. Applied Econometrics. No. 4 (52). P. 22-45.

Teplova T.V., Sokolova T.V., Teplov A.S. (2017). Intellectual Capital of Russian Companies as a Driver of Reducing Cost of Debt. Journal of New Economic Association. № 4(36). P. 107-134.

Teplova T.V., Demidov P.A. (2017). The Information Effect of Bank Loan Loss Provisions. Corporate Finance. № 11(3). P. 59-78.

Teplova T.V., Sokolova T.V., Teplov A.S. (2017). Quality of Institutions and Import Substitution of Capital: Cross-Country Research on the Corporate Bond Markets. Journal of Institutional Studies. № 9(2). P. 97-118.

Teplova T.V., Sokolova T.V. (2017). The Non-Parametric Data Envelopment Analysis Method for Portfolio Design in the Russian Bond Market.  Economics and Mathematical Methods. № 53(3). P. 154-172.

Teplova T.V., Budanova D. (2017). Pricing Effectiveness at the Russian Corporate Bond Market. Moscow State University Bulletin. Series 6: Economics. № 4. P. 3-28.

Teplova T.V., Zaltsman A.A. (2015). A Cross-Country Comparative Analysis of Practice of Dividend Payments: Russian and Foreign Experience.  Russian Journal of Management. №13(2). P. 29-66.

Monographs

	Teplova T. V., Sokolova T. V., Fayzulin M. S., Kurkin A. V. (2022). Sentiment of investors and anomalies in the behavior of trade characteristics of investment assets. M.: INFRA-M. In Rus.
	Teplova T., Sokolova T., Munir Q. (2020). Emerging Bond Markets: Shedding Light on Trends and Patterns. NY : Routledge, 343 p.
	Teplova T.V., Mikova E.S. (2019). Investment on Market Inefficiencies and Behavioral Distortions. M.: INFRA-M. In Rus.
	Teplova T.V., Rodina V.A. (2019). High-Yield Bonds: from the History of Formation in the USA to Russian Realities. M .: INFRA-M, 2019. In Rus.
	Teplova T.V., Sokolova T.V. (2018). Research Fields of Bond Markets. M.: INFRA-M. In Rus.
	Teplova T.V., Berzon N.I., Sokolova T.V., Stolyarov A.I., Rodionova A.V., Sulitsky E.A., Savin S.B., Sopotnitsky L.A., Guseinov R.V., Antonova E. (2016). The Bond Market: Analysis of Trends and Prospects / Ed. Teplova T.V. INFRA-M. In Rus.
	Teplova T.V., Klushnev I., Panchenko D. (2016). US Stock Market for Beginning Investors. М.: Mann, Ivanov and Ferber. In Rus.
	Innovations in Financial Markets (2013). / Ed.: Berzon N.I., Teplova T.V. М.: Publishing House HSE. In Rus.
	Teplova T.V. (2011). Effective Financial Director. М.: Urite. In Rus.