Tamara Teplova
- Professor:Faculty of Economic Sciences / Department of Financial Market Infrastructure
- Director :Faculty of Economic Sciences / Centre for Financial Research & Data Analytics
- Programme Academic Supervisor:Financial Markets and Institutions
- Tenured Professor (2022)
- Tamara Teplova has been at HSE University since 1993.
Education, Degrees and Academic Titles
- 2011Professor
- 2007
Doctor of Sciences* in Finance, Monetary Circulation and Credit
- 1995Associate Professor
- 1989
Candidate of Sciences* (PhD)
- 1987
Candidate of Sciences* (PhD) in Mathematical and Instrumental Methods in Economics
- 1985
Degree
Lomonosov Moscow State University - 1985
Degree
Lomonosov Moscow State University
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Professional Interests
- Assets pricing, multifactoral models.
- Fundamental analysis in capital markets (financial assets valuation, ERP, CRP).
- Valuation and Company value management in emerging markets.
- Bond market.
Courses (2023/2024)
Data Analysis and Crypto Asset Market Modeling (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 2 year, 1, 2 module)Rus
- Data Analysis and Crypto Asset Market Modeling (Mago-Lego; 1, 2 module)Rus
- Data Analysis and Crypto Asset Market Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 2 year, 1, 2 module)Rus
- Fundamental and Technical Analysis (Mago-Lego; 1, 2 module)Rus
Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 1 year, 1, 2 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 2 year, 1-4 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
- Past Courses
Courses (2022/2023)
- Analysis and Evaluation of Investment Projects (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Analysis of financial markets (fundamental analysis) (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- Analysis of financial markets (fundamental analysis) (Mago-Lego; 3 module)Rus
- Evaluation of Investment Projects and Programmes (Optional course (faculty); 3 module)Rus
- Financial Management (Bachelor’s programme; Graduate School of Business; 2 year, 3, 4 module)Rus
Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 1 year, 1, 2 module)Rus
- Fundamental and Technical Analysis (Mago-Lego; 1, 2 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
Courses (2021/2022)
- Analysis and Evaluation of Investment Projects (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Data Mining and Artificial Intelligence for Finance (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Eng
- Financial Markets Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Courses (2020/2021)
- Analysis and Evaluation of Investment Projects (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Financial Markets Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Исследовательский проектный семинар (НИС) (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
Courses (2019/2020)
- Analysis and Evaluation of Investment Projects (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Financial Markets Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Fundamental and Technical Analysis (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Research Seminar 1 (Master’s programme; Faculty of Economic Sciences; 2 year, 1-3 module)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
- Research Seminar "Financial Markets and Financial Institutions 1" (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Other publications78
- Article Choi S., Phiri A., Teplova T., Umar Z. Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis // International Review of Economics and Finance. 2024. Vol. 91. P. 348-363. doi
- Article Teplova T., Sokolova T., Gurov S. Do ESG Factors Prove Significant Predictors of Systematic and Downside Risks in the Russian Market after Controlling for Stock Liquidity? // Journal of Risk and Financial Management. 2024. Vol. 17. No. 4. Article 172. doi
- Article Mensi W., Gubareva M., Al-Yahyaee K. H., Teplova T., Kang S. H. Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications // Financial Innovation. 2024. Vol. 10. Article 71. doi
- Article Huang S., Bossman A., Gubareva M., Teplova T. International transmission of shocks and African forex markets // Energy Economics. 2024. Vol. 131. Article 107382. doi
- Article Usman M., Umar Z., Choi S., Teplova T. Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 // Quarterly Review of Economics and Finance. 2024. Vol. 94. P. 281-293. doi
- Article Bossman A., Teplova T., Umar Z. What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis // Applied Economics. 2024 doi (in press)
- Article Omrani H., Oveysi Z., Emrouznejad A., Teplova T. 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. 2023. Vol. 74. No. 4. P. 1150-1165. doi
- Article Omrani H., Shamsi M., Emrouznejad A., Teplova T. A robust DEA model under discrete scenarios for assessing bank branches // Expert Systems with Applications. 2023. Vol. 219. Article 119694. doi
- Article Hanif W., Andraz J. M., Gubareva M., Teplova T. Are REITS hedge or safe haven against oil price fall? // International Review of Economics and Finance. 2023 doi (in press)
- Article Bossman A., Gubareva M., Teplova T. Asymmetric effects of market uncertainties on agricultural commodities // Energy Economics. 2023. Vol. 127. Article 107080. doi
- Article Teplova T., Mikova E., Munir Q., Pivnitskaya N. Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints // Economic Change and Restructuring. 2023. Vol. 56. No. 1. P. 515-535. doi
- Article Ghosh B., Pham L., Teplova T., Umar Z. COVID-19 and the quantile connectedness between energy and metal markets // Energy Economics. 2023. Vol. 117. Article 106420. doi
- Article Omrani H., Yang Z., Karbasian A., Teplova T. Combination of Top-down and Bottom-up DEA models using PCA: A Two-Stage Network DEA with Shared Input and Undesirable Output for Evaluation of the Road Transport Sector // Socio-Economic Planning Sciences. 2023. Vol. 89. Article 101706. doi
- Article Yousaf I., Gubareva M., Teplova T. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals // North American Journal of Economics and Finance. 2023. Vol. 68. Article 101995. doi
- Article Agyei S. K., Umar Z., Bossman A., Teplova T. Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities // Emerging Markets Review. 2023. Vol. 56. Article 101049. doi
- Article Bossman A., Gubareva M., Teplova T. EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions // Resources Policy. 2023. Vol. 82. Article 103515. doi
- Article Bossman A., Gubareva M., Teplova T. Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors // Eurasian Economic Review. 2023. Vol. 13. P. 321-372. doi
- Article Ghosh B., Pham L., Gubareva M., Teplova T. Energy transition metals and global sentiment: Evidence from extreme quantiles // Resources Policy. 2023. Vol. 86. Article 104170. doi
- Article Gubareva M., Umar Z., Teplova T., Vo X. V. Flights-to-quality from EM bonds to safe-haven US Treasury securities: A time-frequency analysis // Emerging Markets Finance and Trade. 2023. Vol. 59. No. 2. P. 338-362. doi
- Article Bossman A., Gubareva M., Teplova T. Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis // Applied Economics. 2023 doi (in press)
- Article Hanif W., Mensi W., Gubareva M., Teplova T. Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets // Resources Policy. 2023. Vol. 80. Article 103196. doi
- Article Baklanova V., Kurkin A., Teplova T. Investor sentiment and the NFT hype index: to buy or not to buy? // China Finance Review International. 2023 doi (in press)
- Article Teplova T., Kurkin A., Baklanova V. Investor sentiment and the NFT market: Prediction and interpretation of daily NFT sales volume // Annals of Operations Research. 2023 doi (in press)
- Article Gurov S., Teplova T. Media sentiment, news and liquidity of Chinese property developer stocks amidst the shadow of a mortgage crisis in China // International Journal of Emerging Markets. 2023 doi (in press)
- Article Umar Z., Riaz Y., Shahab Y., Teplova T. Network connectedness of the term structure of yield curve and global Sukuks // Pacific-Basin Finance Journal. 2023. Vol. 80. Article 102056. doi
- Article Umar Z., Bossman A., Iqbal N., Teplova T. Patterns of unconventional monetary policy spillovers during a systemic crisis // Applied Economics. 2023 doi (in press)
- Article Tamara Teplova, Tatiana Sokolova, David Kissa. Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic // Resources Policy. 2023. Vol. 86. No. B. Article 104253. doi
- Article Teplova T., Gubareva M., Nikolai Kudriavtsev. Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours // Eurasian Economic Review. 2023. Vol. 13. P. 753-802. doi
- Article Mensi W., Gubareva M., Teplova T., Kang S. H. Spillover and connectedness among G7 Real Estate Investment Trusts: The effects of Investor Sentiment and global factors // North American Journal of Economics and Finance. 2023. Vol. 66. Article 101919. doi
- Article Gubareva M., Bossman A., Teplova T. Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets // North American Journal of Economics and Finance. 2023. Vol. 68. Article 101979. doi
- Article Bossman A., Umar Z., Agyei S. K., Teplova T. The impact of the US yield curve on sub-Saharan African equities // Finance Research Letters. 2023. Vol. 53. Article 103636. doi
- Article Umar Z., Bossman A., Choi S., Teplova T. The relationship between global risk aversion and returns from safe-haven assets // Finance Research Letters. 2023. Vol. 51. Article 103444. doi
- Article Umar Z., Adekoya O. B., Oliyide J. A., Teplova T. The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic // Applied Economics. 2023 doi (in press)
- Article Hanif W., Teplova T., Rodina V., Alomari M., Mensi W. Volatility spillovers and frequency dependence between oil price shocks and green stock markets // Resources Policy. 2023. Vol. 85. No. B. Article 103860. doi
- Article 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. doi
- Article Teplova T., Tomtosov A., Sokolova T. A retail investor in a cobweb of social networks // Plos One. 2022. Vol. 17. No. 12. Article e0276924. doi
- Article Teplova T., Sokolova T., Galenskaya K., Gubareva M. Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis // Complexity. 2022. Vol. 2022. Article 9608649. doi
- Article 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. doi
- Article Bossman A., Teplova T., Umar Z. Do local and world COVID-19 media coverage drive stock markets? Time-frequency analysis of BRICS // Complexity. 2022. Vol. 2022. Article 2249581. doi
- Article Umar Z., Bossman A., Choi S., Teplova T. Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression // Finance Research Letters. 2022. Vol. 48. Article 102991. doi
- Article Umar Z., Onur P., Choi S., Teplova T. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework // Pacific-Basin Finance Journal. 2022. Vol. 76. Article 101876. doi
- Article Bossman A., Umar Z., Teplova T. Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis // Journal of Economic Asymmetries. 2022. Vol. 26. Article e00257. doi
- Article Umar Z., Abrar A., Zaremba A., Teplova T., Vo X. V. Network connectedness of environmental attention—Green and dirty assets // Finance Research Letters. 2022. Vol. 50. Article 103209. doi
- Article Teplova T., Gurov S. New evidence on the impact of implicit trading costs on asset prices in the Russian stock market // Applied Economics. 2022. Vol. 54. No. 51. P. 5943-5955. doi
- Article Teplova T., Gurov S. Nonlinear intraday trading invariance in the Russian stock market // Annals of Operations Research. 2022 doi (in press)
- Article Umar Z., Gubareva M., Teplova T., Alwahedi W. 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. 2022 doi (in press)
- Article 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. doi
- Article Umar Z., Abrar A., Zaremba A., Teplova T., Vo X. V. The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic // Finance Research Letters. 2022. Vol. 49. Article 103031. doi
- Article Bentes S., Gubareva M., Teplova T. The impact of COVID-19 on gold seasonality // Applied Economics. 2022. Vol. 54. No. 40. P. 4700-4710. doi
- Article Umar Z., Polat O., Teplova T., Choi S. The impact of the Russia-Ukraine conflict on the connectedness of financial markets // Finance Research Letters. 2022. No. 48. Article 102976. doi
- Article Teplova T., Tomtosov A. 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. 2021. No. 80. P. 210-223. doi
- Article Omrani H., Alizadeh A., Emrouznejad A., Teplova T. Data Envelopment Analysis model with decision makers’ preferences: A robust credibility approach // Annals of Operations Research. 2021 doi
- Chapter Teplova T., Lysenko Vladimir, Sokolova T. Government Bond Yields Dominant Determinants in Emerging Non-Islamic Markets: The Resource-Based Case of Brazil, in: 2021 International Conference on Sustainable Islamic Business and Finance. IEEE, 2021. doi P. 1-6.
- Article Umar Z., Gubareva M., Tran D. K., Teplova T. 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. 2021. No. 58. P. 1-7. doi
- Chapter Teplova T., Muliukova E., Munir Q. Price Features of the Singapore's Secondary Housing Market in the Islamic Region, in: 2021 International Conference on Sustainable Islamic Business and Finance. IEEE, 2021. doi P. 1-6.
- Article Tamara V.Teplova, Victoria A.Rodina. The Reinvestment Risk Premium in the Valuation of British and Russian Government Bonds // Research in International Business and Finance. 2021. Vol. 55. No. C. P. 101319. doi
- Article Umar Z., Gubareva M., Teplova T. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels // Resources Policy. 2021. No. 73. P. 1-11. doi
- Article Пивницкая Н. А., Теплова Т. В. Суверенные кредитные рейтинги и эффекты заражения на финансовых рынках развивающихся стран: мгновенное и долгосрочное влияние // Экономика и математические методы, Россия, Российская Академия Наук. 2021. № 1 (in press)
- Book Teplova T., Sokolova T., Munir Q. Emerging Bond Markets: Shedding Light on Trends and Patterns. NY : Routledge, 2020.
- Article Teplova T., Sokolova T., Gubareva M., Galenskaya K., Teplov A. Perception and Drivers of Financial Constraints for the Sustainable Development // Sustainability. 2020. No. 12. P. 1-38.
- Article Mikova E., Teplova T., Munir Q. Puzzling Premiums on FX Markets: Carry Trade, Momentum, and Value Alone and Strategy Diversification // Emerging Markets Finance and Trade. 2020. Vol. 56. No. 1. P. 126-148. doi
- Article Teplova T., Munir Q., Kapichnikova M. The Ex-Dividend-Day Behavior of Stock Prices and Volume: The Case of Pharmaceutical Dividend Aristocrats // Singapore Economic Review. 2020. Vol. 65. No. 4. P. 889-915. doi
- Article Teplova T., Sokolova T. Building the Index of Efficiency of FDI Transformation: Economic Development and Intellectual Capital // Emerging Markets Finance and Trade. 2019. Vol. 55. No. 10. P. 2164-2184. doi
- Article Teplova T., Ruzanov D. One Approach for Backtesting VaR Specifications in the Russian Stock Market // Engineering Economics. 2019. Vol. 30. No. 1. P. 32-40. doi
- Article Teplova T., Lisenko V., Sokolova T. Shocks of supply and demand in the oil market, the equilibrium oil price and country responses of economic indicators // Energy Systems. 2019. Vol. 10. No. 4. P. 843-869. doi
- Article Teplova T., Sokolova T. Surprises of corporate governance and Russian firms debt // Journal of Economics and Business. 2019. Vol. 102. No. March–April 2019. P. 39-56. doi
- Article Teplova T., Sokolova T. Market Development Determinants for Corporate Bonds in National Currencies: Emerging Markets Review // Journal of East-West Business. 2018. Vol. 24. No. 1. P. 50-80. doi
- Chapter Teplova T., Sokolova T., Galenskaya K., Teplov A. Ownership Structure and Obstacle to Finance under Control of Institutional Environment and Bond Market Development, in: Proceedings of the 31st International Business Information Management Association Conference. Milan : International Business Information Management Association (IBIMA), 2018. P. 1926-1938.
- Chapter Teplova T., Sokolova T., Teplov A. S., Volgina N. A. Are Institutions a Driver or an Obstacle to Development of Local Currency Corporate Bond Markets?, in: Proceedings of the 30th International Business Information Management Association Conference (IBIMA). Madrid : International Business Information Management Association (IBIMA), 2017. P. 380-393.
- Chapter Teplova T., Mikova E. Decomposition of Cross-Sectional Momentum and Contrarial Strategy Returns: Behavior or Rational Explanation on Russia Capital Market, in: XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2016. P. 742-753.
- Article Tamara V. TEPLOVA, Tatiana V. SOKOLOVA. Bond Liquidity Indicators: Can New Thomson Reuters Indices Explain Difference in Bond Returns? // Journal of Applied Economic Sciences. 2015. Vol. X. No. 6(36). P. 897-913.
- Chapter Teplova T., Rodina V. Liquidity Performance pre and post RTS and MICEX Consolidation, in: XV Апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2015. Ch. Книга 1. P. 434-440.
- Article Konstantin ASATUROV, Tamara TEPLOVA, HARTWELL C. A. Volatility Spillovers and Contagion in Emerging Europe // Journal of Applied Economic Sciences. 2015. Vol. X. No. 6(36). P. 929-945.
- Chapter Teplova T., Asaturov K. ARMA-DCC-GARCH Model for the Analysisof Integration Processes by Volatility Spillover Effects in the Capital Markets of the Three Regions, in: XIV Апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах. Книга 1 / Отв. ред.: Е. Г. Ясин. М. : Издательский дом НИУ ВШЭ, 2014. P. 571-580.
- Chapter Teplova T., Mikova E. Momentum effect on the Russian stock market. Whether emerging markets are not profitable for Momentum Strategies (WP World Finance & Banking Symposium, Singapore 2014), in: World Finance & Banking Symposium. Singapore : World Finance & Banking Symposium, 2014.
- Article Teplova T., Mikova E. Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market // Economic Alternatives. 2014. No. 3. P. 25-42.
- Article Teplova T., Rodina V. Stock exchange consolidation: a comparative study in the Russian stock market // International Journal of Economic Research. 2014. No. 11(3). P. 729-745.
- Article Udaltsov V., Teplova T. Empirical Study of Investment Activity’s Drivers in Capital-Intensive Russian Firms // Journal of US-China Public Administration. 2010. Vol. 7. No. 3 (53). P. 32-38.
Publications
1. Teplova, T.V., Sokolova, T.V. (2018). Market Development Determinants for Corporate Bonds in National Currencies: Emerging Markets Review. Journal of East-West Business. Vol. 24. No. 1. P. 50-80.
2. Teplova, T.V., 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.
3. Teplova, T.V., Rodina, V.A. (2016). Does Stock Exchange Consolidation Improve Market Liquidity? A Study of Stock Exchange Acquisition in Russia. Research in International Business and Finance. Vol. 37. P. 375-390.
2016 Teplova Article_s Extract.pdf
4. Teplova, T.V., Sokolova, T.V. (2015). Bond Liquidity Indicators: Can New Thomson Reuters Indices Explain Difference in Bond Returns? Journal of Applied Economic Sciences (Romania). Vol. X. No. 6(36). Pp. 897-913.
Teplova Sokolova JAES.pdf
5. Teplova, T., Asaturov, K., Hartwell, C.A. (2015). Volatility Spillovers and Contagion in Emerging Europe. Journal of Applied Economic Sciences (Romania). Vol. X. No. 6(36). Pp. 929-945.
Teplova Asaturov JAES.pdf
6. Teplova T., Mikova E. (2015). New Evidence of Determinants of Price Momentum in the Japanese Stock Market. Research in International Business and Finance, №34. Pp. 84-109.
7. 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
8. 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.
9. 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=1966343, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1996432
10. 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
11. 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.
12. 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
Conferences
- 2023
XXIV Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Искусственный интеллект в прогнозировании движения цен акций российского рынка: дополнение технических индикаторов авторскими метриками внимания инвесторов и дивергенции мнений в мессенджерах и социальных сетях
XXIV Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Анализ нелинейных эффектов воздействия сентимента инвесторов на доходность NFT-активов
- 19-я Международная научная конференция ASECU «Приоритеты и вызовы экономического развития» (Ереван). Presentation: ESG and Russian Company-Specific Risk: Evidence from Explainable AI Models
- World Finance Conference 2023 (Кристиансанн). Presentation: Nonlinear Intraday Trading Invariance in the Russian Stock Market
- 202033rd EBES Conference - Madrid (Мадрид). Presentation: Sentiment of Retail Investors on the Internet Anonymous Messengers in Explaining Differences in the Emerging Market Stock Characteristics
- 201831st IBIMA International Conference (Мадрид). Presentation: Ownership Structure and Obstacle to Finance under Control of Institutional Environment and Bond Market Development
- 2017Second World Congress of Comparative Economics «1917 –2017: Revolution and Evolution in Economic Development» (St. Petersburg). Presentation: Foreign Direct Investment as a Driver of Macroeconomic Development and Accretion of Intellectual Capital
- 30th IBIMA International Conference (Мадрид). Presentation: Are Institutions a Driver or an Obstacle to Development of Local Currency Corporate Bond Markets?
- 2016XVII Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Сравнительная оценка эффективности привлечения средств эмитентами рублевых корпоративных облигаций
- World Finance Conference (Нью-Йорк). Presentation: Momentum and Reversal Trading in Russian Stock Market: How to Limit Losses
- 2015XVI Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Decomposition of Cross-Sectional Momentum and Contrarial Strategy Returns: Behavior or Rational Explanation on Russia Capital Market
- 2014
World Finance & Banking Symposium (Сингапур). Presentation: Momentum effect on the Russian stock market. Whether emerging markets are not profitable for Momentum Strategies
- XV Апрельская международная научная конференция по проблемам развития экономики и общества. Presentation: Анализ инвестиционной привлекательности развивающихся рынков корпоративных облигаций в национальной валюте
- XV Апрельская международная научная конференция по проблемам развития экономики и общества. Presentation: Слияние РТС и ММВБ: комплексная оценка эффективности структурных изменений по параметрам макро- и микросреды
- 2013Международная научная конференция "Европа и страны Азиатско-Тихоокеанского региона: проблемы взаимодействия" (Иркутск). Presentation: Взаимодействие ОЭСР, стран АТР, России в рамках интеграционных процессов на рынках капитала
- Научно-практическая конференция «Актуальные проблемы развития финансового рынка России» (Москва). Presentation: Детерминанты доходности котируемых российских корпоративных облигаций
- XI Международная конференция "Государственное управление: Российская Федерация в современном мире" (Москва). Presentation: Россия в мировом финансовом сообществе: присоединение России к ОЭСР. Нужны ли финансово- правовые ограничения на движение капитала?
- IV Международная научно-практическая конференция «Современные финансовые рынки: стратегии развития» (Санкт-Петербург). Presentation: Либерализация движения капитала в рамках обязательств по присоединению к ОЭСР: нерешенные вопросы и последствия снятия ограничений на движение капитала
- 2011Symposium Asian Financial Management (Пекин). Presentation: Pricing assets with systematic and intuitive risk measures: Evidence from the Russian and Kazakhstan stock markets
Participation in scientific seminars, conferences, symposiums
1. Teplova T. Assets pricing with Size, Value and Momentum Effects in The Tokyo Stock Exchange. - Conference on Finance and Banking, Indonesian Financial Management Association - Indonesia, 2013.
2. Teplova T., Sokolova T. Collaboration Among OECD, APR Countries And Russia Regarding Capital Markets Integration Processes. - Conference "Europe and Asia-Pacific Countries: Problems of Interaction" - European Union Center in Siberia & Irkutsk State University - Irkutsk, Russia, 2013.
3. Teplova T., Rodina V. Liquidity Component of the Equity Premium: The Case of the Russian Equity Market in the Crisis and Post- Crisis Period. - Conference of Eurasia Business and Economics Society - EBES - Ekaterinburg, Russia, 2013.
4. Teplova T., Sokolova T. Russia in World Financial Community: Russia Joining to OECD. Financial and Legal Restrictions on Capital Movement - Are They Necessary? - XI International Conference "Public Management - Russian Federation in the Modern World" - Moscow State University - Moscow, Russia, 2013.
5. Teplova Т., Asaturov K., Sukhorukova K. Volatility spillovers on different equity markets. - Conference of Eurasia Business and Economics Society - EBES - Warsaw, Poland, 2012.
6. 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. - European Financial Management Symposium - Renmin University of China - Beijing, China, 2011.
7. Teplova T. Review of Dividend Policy on Russian Market and Determinants of Dividends. - ESSCO Seminar "Dividend Policy on Emerging Capital Markets" - Angers, France.
8. Teplova T. Revising analyst’s notes in Russian capital market (37 analytical teams, 288 researches). - UNIVERSITY FOR NATIONAL AND WORLD ECONOMY, 2010, Bulgaria.
HSE Academic Council Meets for the Last Time This Academic Year
The meeting was held in person for the first time in over two years. It was attended by Sergey Kravtsov, Russian Minister of Education, and Dmitry Smyslov, Vice President of VK. The Council discussed HSE University’s breakthrough projects in engineering and artificial intelligence and elected new distinguished and tenured professors.
The HSE Look April Issue
The second issue of 2021 presents interviews about knowledge production and exchange from various angles.
Winners of the HSE International Laboratory Proposal Competition Announced
This year’s HSE competition for the creation of international laboratories which considered proposals for the period of January 1, 2021 – December 21, 2023, was conducted from June 15 to December 15, 2020.