Conferences and Seminars
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2025 | |
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October 3, 2025, St. Petersburg, 12th Annual International Scientific Conference "Economics and Management" (EMC 2025), paper on: "ESG Factors in the Russian Practice and Protection against Downside Risk: A New Perspective Using Explanatory AI (in Russian), T.V. Teplova, T.V. Sokolova, D.S. Kissa, S.V. Gurov |
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July 17, 2025, Spain, Meloneras, 11th International Conference on Time Series and Forecasting (ITISE 2025), paper on: "New Evidence on the Impact of Implicit Trading Costs on Asset Prices in the Russian Stock Market," S.V. Gurov, T.V. Teplova
July 10, 2025, China, Beijing, International Doctoral Forum 2025, presentation: RedditSI and NFT Hype Index: Is it possible to capture investor sentiment in the crypto markets?, V.S. Baklanova |
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April 18, 2025, Moscow, XXV Yasinskaya (April) International Scientific Conference on Economic and Social Development, presentation: Do ESG factors prove significant predictors of systematic and downside risks in the Russian market after controlling for stock liquidity?, T.V. Teplova, T.V. Sokolova, S.V. Gurov |
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2024 | |
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May 30-31, 2024 - 8th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), May 30-31, 2024, Paris, France. Conference Website: http://www.fmnd.fr/ Conference Program: Program-V7 (PDF, 757 KB) CFIA Research Fellow S.V. Gurov and CFIA Director T.V. Teplova presented the report "Media Sentiment, News, and Liquidity of Chinese Property Developer Stocks Amidst the Shadow of a Mortgage Crisis in China." Media_sentiment Report (PDF, 114 KB) |
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May 17, 2024 - Conference "Financial Markets in a Changing Environment: Challenges, Resources, Solutions." https://spb.hse.ru/scem/financialmarket/program The following papers were presented: 1) "A Ready-Made Management Solution Based on Explanatory AI: Analysis of the Benefits and Risks of Russian Companies' ESG Policies." Authors: T.V. Teplova, T.V. Sokolova, D.S. Kissa, I.V. Panteleeva, S.V. Gurov A Ready-Made Management Solution Based on Explanatory AI ESG Teplova 2024 (PDF, 884 KB) 2) "Analytical Tools for Analyzing the Information Field of Private Investors: Identifying Market Failures and Using AI to Forecast the Dynamics of Asset Stock Performance." Author: M.S. Fayzulin Fayzulin Conference (PDF, 1.85 MB) |
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2023 | |
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August 5-6, 2023 - T.V. Teplova and S.V. Gurova presented their paper "Nonlinear Intraday Trading Invariance in the Russian Stock Market" at the World Finance Conference 2023 (Kristiansand).
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June 8, 2023, a workshop was held, at which: a) A paper was presented on the monograph by T.V. Teplova, T.V. Sokolova, M.S. Fayzulina, and A.V. Kurkin (2022)."Investor Sentiment and Anomalies in the Behavior of Stock Market Characteristics of Investment Assets." INFRA-M, Moscow. The monograph was among the winners in the "Best Scientific Publication in Russian" category of the HSE University Competition for the Best Russian-Language Scientific and Popular Science Works. b) Data collection issues for the second edition of the aforementioned monograph were discussed. c) A paper was presented by D.V. Belyaev on the results of his work under the civil-law contract "Preparation of a Scientific Text on the Topic of Analyzing the Mutual Influence of Stock Investments Based on Religious and Ethical Principles and Investments in Cryptocurrency." d) A. Kurkin presented a report on his presentation at the "Fintech School" organized by the HSE Faculty of Computer Science. The "Fintech School" presented the center's work and presented a report on current research in the field of cryptocurrencies and digital assets. https://cs.hse.ru/fintechschool/2023/ |
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May 11-12, 2023 - T.V. Teplova, T.V. Sokolova, and I.V. Panteleeva presented their paper "ESG and Russian Company-Specific Risk: Evidence from Explainable AI Models" at the 19th ASECU International Scientific Conference "Priorities and Challenges of Economic Development" (Yerevan). |
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April 11, 2023 - The following papers were presented at the XXIV Yasin (April) International Scientific Conference on Economic and Social Development (Moscow): - T.V. Teplova, M.S. Fayzulin, and T.V. Sokolova. "Artificial Intelligence in Forecasting Russian Stock Market Price Movements: Supplementing Technical Indicators with Proprietary Metrics of Investor Attention and Opinion Divergence in Messengers and Social Media." - A. Kurkin and T.V. Teplova. "Analysis of Nonlinear Effects of Investor Sentiment on NFT Asset Returns." |
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2022 | |
| December 12, 2022 - Master class teaching the students and research fellows how to work with the RU Data database. | |
| November 10, 2022 - Master class by Teplova T.V. for applicants to the HSE FMI program and for all persons interested in the problems of financial markets and investing. The master class presented statistical data and emerging trends in the global financial market and local markets such as China and Russia. An analysis of the main threats to investor portfolios was carried out. An overview of how the segments of the financial market feel during periods of high inflation and armed conflicts was presented. We compared the opinions of experts and analysts regarding the possible development of events in the financial markets, as well as those recommendations that are given taking into account risk acceptance. Particular attention was paid to the events in the bond market of the Russian Federation and the corrections that investors are forced to make with their portfolios. | |
| May 24, 2022 - First International Conference on Market Sentiment and Investment in Emerging Markets (MSIEM-2022), organized by CFD&DA. Khan A., Munir Q. Subnational public debt: Vertical fiscal imbalance, decentralization and growth. Munir Q., Teplova T.V., Hammad U. Connectedness among oil market, equity markets, precious commodity and global economic policy uncertainty: Evidence from major South Asian countries. Kok C., Munir Q. The Saving-Growth nexus in selected ASEAN countries: The evidence from non-linear panel ARDL approach. Hammad U., Munir Q., Teplova T. Conditional volatility and correlations between sukuks, stocks and gold in the GCC region. Munir Q., Teplova T., Khan A. Causality and dependence between commodities prices, forex markets, economic uncertainty, and equity market for BRICS countries: Evidence from quantile causality and cointegration method. Emrouznejad A. Relevant problems and research issues in the area of Artificial Intelligence and big data. Teplova T., Gurov S. New evidence on the impact of implicit trading costs on asset prices in the Russian stock market. Tomtosov A., Babkin A. Rethinking the threshold between selectivity and market timing. An opportunities approach. Teplova T., Sokolova T., Panteleeva I., Kissa D. Analysis of ESG determinants of company-specific risk by means of Explainable Artificial Intelligence. Faizulin M. The impact of retail investors' sentiment on Russian equity returns: Determinants of platform strength and sentiment divergence. Kurmashov A. The effect of macroeconomic surprises on the Russian bond and stock markets. | |
| 2021 | |
| December 5-6, 2021 - International Conference on Sustainable Islamic Business and Finance. Teplova T., Mulyukova Е., Munir К. Does Singapore's Secondary Housing Market Confirm Traditional Set of Pricing Determinants? Тeplova T., Sokolova Т., Lysenko V. Government Bond Yields Dominant Determinants in Emerging Markets: The Resource-Based Case of Brazil. Sokolova Т., Khaniev А. The Nonparametric DEA Method for Portfolio Constructions in the US Stock Market. | |
| August 3-6, 2021 - World Finance Conference 2021. Teplova Т., Sokolova Т., Tomtosov А. A Nonlinearity of Social Networks Influence on Stock Trade Characteristics: The Case of the Russian Market. Teplova T., Sokolova Т. What Are the Key Drivers of Financial Constraints in the Former Communist Bloc Countries? | |
| May 24 - June 1, 2021 - Summer School for Students and PhD Students of HSE «Testing of Factor Investing Strategies with Application of Python: Specifics of Work with Data and Academic Methods of Analysis». Lecturers: Teplova T.V., Sokolova T.V., Tomtosov A.F. | |
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April 13-30, 2021 - XXII April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE): | |
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2019 | |
| April 10 - XX April international scientific conference on the problems of economic and social development (Moscow, HSE). Fasano, A., Teplova, T., Sokolova, T. Active share and closet indexing in emerging markets. Rodina V.A., Teplova T.V. Reinvestment risk premium in the UK and US bond market: evolution and dynamics. | |
| 2018 | |
| April 26 - 31st IBIMA International Conference (Italy, Milan, International Business Information Management Association) Teplova, T.V., Sokolova T.V., Galenskaya, K.V. Ownership Structure and Obstacle to Finance under Control of Institutional Environment and Bond Market Development. | |
| April 12 - XIX April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE) Teplova T.V., Sokolova T.V., Teplov A.S., Galenskaya K.V. Drivers and Brakes for the Development of Corporate Bonds Markets in Developed and Developing Countries for the 17 Years of the XXI Century | |
| 2017 | |
| Nuvember, 8-9 - 30th IBIMA International Conference (Spain , Madrid, International Business Information Management Association) Teplova T.V., Sokolova T.V., Teplov A.S., Volgina N.A. Are Institutions a Driver or an Obstacle to Development of Local Currency Corporate Bond Markets? | |
| June, 15-17 - Second World Congress of Comparative Economics «1917 –2017: Revolution and Evolution in Economic Development» (St. Petersburg, HSE). Teplova T.V., Sokolova T.V. Foreign Direct Investment as a Driver of Macroeconomic Development and Accretion of Intellectual Capital | |
| 2016 | |
| July 26-28 - World Finance Conference (New York). Teplova T.V., Mikova E.S. Momentum and Reversal Trading in Russian Stock Market: How to Limit Losses. | |
| April 10 - XVII April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE) Teplova T.V., Sokolova T.V. Comparative Evaluation of the Efficiency of Raising Funds by Issuers of Ruble Corporate Bonds | |
| 2015 | |
| April, 9 - XVI April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE) Teplova T.V., Mikova E.S. Decomposition of Cross-Sectional Momentum and Contrarial Strategy Returns: Behavior or Rational Explanation on Russia Capital Market | |
| 2014 | |
| December, 12 - World Finance & Banking Symposium (Singapore). Teplova T.V., Mikova E.S. Momentum Effect on the Russian Stock Market. Whether Emerging Markets are not Profitable for Momentum Strategies | |
| April 3 - XV April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE) Teplova T.V., Sokolova T.V. Analysis of the Investment Attractiveness of Emerging Corporate Bond Markets in National Currency | |
| April 3 - XV April International Scientific Conference on the Problems of Economic and Social Development (Moscow, HSE) Rodina V.A., Teplova T.V. The Merger of RTS and MICEX: a Comprehensive Assessment of the Effectiveness of Structural Changes in Terms of Macro- and Microenvironment | |
| 2013 | |
December 16-17 - World Finance & Banking Symposium - Beijing, China. Atskanov, I. "Volatility Spillover and Shock Effects from South Korean and Japanese Stock Markets". | |
| December 11-12 - Conference on Finance and Banking, Indonesian Financial Management Association - Indonesia. Teplova, T. «Assets pricing with Size, Value and Momentum Effects in The Tokyo Stock Exchange». | |
| September 30 - October 1 - Conference "Europe and Asia-Pacific Countries: Problems of Interaction" - European Union Center in Siberia & Irkutsk State University - Irkutsk, Russia. Teplova T., Sokolova T. "Collaboration Among OECD, APR Countries And Russia Regarding Capital Markets Integration Processes". | |
| September 12-14 - Conference of Eurasia Business and Economics Society - EBES - Ekaterinburg, Russia Rodina V., Teplova T. "Liquidity Component of the Equity Premium: The Case of the Russian Equity Market in the Crisis and Post- Crisis Period". | |
| May 31 - XI International Conference "Public Management - Russian Federation in the Modern World" - Moscow State University - Moscow, Russia. Teplova T., Sokolova T. "Russia in World Financial Community: Russia Joining to OECD. Financial and Legal Restrictions on Capital Movement - Are They Necessary?" | |
| April 18-19 - IV International Scientific-Practical Conference «Modern Financial Markets: Development Strategies» - Saint-Petersburg State Economic University - Saint-Petersburg, Russia. Yavorskaya A. "Analytical Comparison of Effectiveness of Private Companies and Companies with State Participation ". Teplova T., Sokolova T. "Liberalisation of Capital Movement Regarding OECD Commitments: Unresolved Questions and Consequences of Removing Restrictions on Capital Movement". | |
| 2012 | |
| November 2-4 - Conference of Eurasia Business and Economics Society - EBES - Warsaw, Poland. Teplova Т., Asaturov K., Sukhorukova K. "Volatility spillovers on different equity markets". | |
| October - Conference «Augustin Cournot Doctoral Days» - Strasbourg, France. Milevskaya M. "Green Shareholder Activism as a Response to Financial Crisis" | |
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April 20-21 - International Student Scientific-Practical Conference | |
| 2011 | |
| European Financial Management Symposium - Renmin University of China - Beijing, China. Teplova T.; Mikova, E. "The Validity of the CAPM in the Russian and Kazakhstan Capital Markets with GLS risk measure, Conditional Meansemivariance and Higher-order Moments Specifications". | |
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October - ESSCO Seminar "Dividend Policy on Emerging Capital Markets" - Angers, France. | |
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