Vitali Alexeev
Personal Details
| First Name: | Vitali |
| Middle Name: | |
| Last Name: | Alexeev |
| Suffix: | |
| RePEc Short-ID: | pal430 |
| [This author has chosen not to make the email address public] | |
| https://profiles.uts.edu.au/Vitali.Alexeev | |
| UTS Business School University of Technology Sydney PO Box 123 Broadway NSW 2007 Australia | |
| Terminal Degree: | 2010 Department of Economics and Finance; Gordon Lang School of Business and Economics; University of Guelph (from RePEc Genealogy) |
Affiliation
(80%) Finance Discipline Group
Business School
University of Technology Sydney
Sydney, Australiahttp://www.business.uts.edu.au/finance/
RePEc:edi:sfutsau (more details at EDIRC)
(10%) Department of Economics and Finance
Gordon Lang School of Business and Economics
University of Guelph
Guelph, Canadahttp://www.uoguelph.ca/economics/
RePEc:edi:degueca (more details at EDIRC)
(10%) School of Economics and Finance
Tasmanian School of Business and Economics
University of Tasmania
Hobart, Australiahttp://www.utas.edu.au/economics-finance/
RePEc:edi:dutasau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024.
"Nonstandard errors,"
LSE Research Online Documents on Economics
123002, London School of Economics and Political Science, LSE Library.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Gerardo Ferrara & Simon Jurkatis, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Vitali Alexeev & Francis Tapon, 2014. "Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?," Published Paper Series 2014-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Vitali Alexeev & Francis Tapon, 2014. "The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets," Published Paper Series 2014-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Alexeev, Vitali & Tapon, Francis, 2014. "How many stocks are enough for diversifying Canadian institutional portfolios?," Working Papers 2014-08, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014.
"Concurrent momentum and contrarian strategies in the Australian stock market,"
Working Papers
2014-02, University of Tasmania, Tasmanian School of Business and Economics, revised 13 May 2014.
- Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016. "Concurrent momentum and contrarian strategies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
- Alexeev, Vitali & Dungey, Mardi, 2013.
"Equity portfolio diversification with high frequency data,"
Working Papers
2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
- Vitali Alexeev & Mardi Dungey, 2015. "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
- Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers 2013-16, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
- Alexeev, Vitali & Tapon, Francis, 2013. "What Australian investors need to know to diversity their portfolios," Working Papers 2013-17, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
- Parlapiano, Fabio & Alexeev, Vitali, 2012.
"Exchange Rate Risk Exposure and the Value of European Firms,"
Working Papers
2012-09, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2012.
- Fabio Parlapiano & Vitali Alexeev & Mardi Dungey, 2017. "Exchange rate risk exposure and the value of European firms," The European Journal of Finance, Taylor & Francis Journals, vol. 23(2), pages 111-129, January.
- Vitali Alexeev & Alex Maynard, 2010.
"Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks,"
Working Papers
1001, University of Guelph, Department of Economics and Finance.
- Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
- Vitali Alexeev & Francis Tapon, 2010.
"Testing Weak Form Efficiency on the Toronto Stock Exchange,"
Working Papers
1002, University of Guelph, Department of Economics and Finance.
- Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
repec:grz:wpsses:2021-08 is not listed on IDEAS
Articles
- Leong, Minhao & Alexeev, Vitali & Kwok, Simon, 2025. "Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024.
"Nonstandard Errors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Gerardo Ferrara & Simon Jurkatis, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alexeev Vitali & Chen Jun & Ignatieva Katja, 2023. "Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 733-763, December.
- Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021. "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
- Vitali Alexeev & Katja Ignatieva, 2021. "Biases in variance of decomposed portfolio returns," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1152-1178, December.
- Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020. "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 314-330, September.
- Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny, 2020. "Sensitivity to sentiment: News vs social media," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019. "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 20-40.
- Pysarenko, Sergiy & Alexeev, Vitali & Tapon, Francis, 2019. "Predictive blends: Fundamental Indexing meets Markowitz," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 28-42.
- Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017. "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 1-19.
- Fabio Parlapiano & Vitali Alexeev & Mardi Dungey, 2017.
"Exchange rate risk exposure and the value of European firms,"
The European Journal of Finance, Taylor & Francis Journals, vol. 23(2), pages 111-129, January.
- Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers 2012-09, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2012.
- Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016.
"Concurrent momentum and contrarian strategies in the Australian stock market,"
Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
- Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014. "Concurrent momentum and contrarian strategies in the Australian stock market," Working Papers 2014-02, University of Tasmania, Tasmanian School of Business and Economics, revised 13 May 2014.
- Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016. "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, vol. 4(2), pages 1-15, June.
- Vitali Alexeev & Mardi Dungey, 2015.
"Equity portfolio diversification with high frequency data,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
- Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
- Alexeev, Vitali & Maynard, Alex, 2012.
"Localized level crossing random walk test robust to the presence of structural breaks,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
- Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
- Alexeev, Vitali & Tapon, Francis, 2011.
"Testing weak form efficiency on the Toronto Stock Exchange,"
Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
- Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
More information
Research fields, statistics, top rankings, if available.Statistics
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This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EXP: Experimental Economics (3) 2021-12-06 2022-02-21 2022-03-14
- NEP-RMG: Risk Management (3) 2014-01-24 2014-01-24 2014-01-24
- NEP-MST: Market Microstructure (2) 2010-08-14 2014-01-24
- NEP-CFN: Corporate Finance (1) 2010-08-14
- NEP-ECM: Econometrics (1) 2010-07-24
- NEP-ETS: Econometric Time Series (1) 2010-07-24
- NEP-FMK: Financial Markets (1) 2010-08-14
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