| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 149 | 2024 |
| Sensitivity to sentiment: News vs social media B Gan, V Alexeev, R Bird, D Yeung International Review of Financial Analysis 67, 101390, 2020 | 125 | 2020 |
| Testing weak form efficiency on the Toronto Stock Exchange V Alexeev, F Tapon Journal of Empirical Finance 18 (4), 661-691, 2011 | 93 | 2011 |
| Time-varying continuous and jump betas: The role of firm characteristics and periods of stress V Alexeev, M Dungey, W Yao Journal of Empirical Finance 40, 1-19, 2017 | 40 | 2017 |
| Exchange rate risk exposure and the value of European firms F Parlapiano, V Alexeev, M Dungey The European Journal of Finance 23 (2), 111-129, 2017 | 39 | 2017 |
| Equity portfolio diversification: how many stocks are enough? evidence from five developed markets V Alexeev, F Tapon University of Tasmania, 2013 | 39 | 2013 |
| Concurrent momentum and contrarian strategies in the Australian stock market MP Doan, V Alexeev, R Brooks Australian Journal of Management 41 (1), 77-106, 2016 | 31 | 2016 |
| Equity portfolio diversification with high frequency data V Alexeev, M Dungey Quantitative Finance 15 (7), 1205-1215, 2015 | 31 | 2015 |
| Predictive blends: fundamental indexing meets markowitz S Pysarenko, V Alexeev, F Tapon Journal of Banking & Finance 100, 28-42, 2019 | 21 | 2019 |
| Asymmetric jump beta estimation with implications for portfolio risk management V Alexeev, G Urga, W Yao International Review of Economics & Finance 62, 20-40, 2019 | 19 | 2019 |
| The number of stocks in your portfolio should be larger than you think: Diversification evidence from five developed markets V Alexeev, F Tapon Journal of Investment Strategies 4 (1), 1-40, 2014 | 11 | 2014 |
| Equity portfolio diversification: how many stocks are enough V Alexeev, F Tapon Evidence from Five Developed Markets. Available online: https://ssrn. com …, 2012 | 10 | 2012 |
| How many stocks are enough for diversifying Canadian institutional portfolios? V Alexeev, F Tapon University of Tasmania, 2014 | 8 | 2014 |
| Market reaction to negative environmental events: An event study of 10 Oil and Gas Companies SR Colwell, TJ Noseworthy, VV Alexeev Ontario N1G 2W1, Canada, 2010 | 6 | 2010 |
| Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data M Leong, V Alexeev, S Kwok Journal of International Financial Markets, Institutions and Money 99, 102123, 2025 | 5 | 2025 |
| Continuous and jump betas: Implications for portfolio diversification V Alexeev, M Dungey, W Yao Econometrics 4 (2), 27, 2016 | 5 | 2016 |
| Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals V Alexeev, K Ignatieva, T Liyanage Studies in Nonlinear Dynamics & Econometrics 25 (2), 20180094, 2021 | 4 | 2021 |
| Tweets versus broadsheets: Sentiment impact on stock markets around the world B Gan, V Alexeev, D Yeung Journal of Financial Research 47 (3), 601-633, 2024 | 3 | 2024 |
| To lead or to lag? Measuring asynchronicity in financial time-series using dynamic time warping C Howard, TJ Putninš, V Alexeev | 3 | 2022 |
| To Rebalance or Not to Rebalance: Portfolio risk may be larger than you think! V Alexeev, K Ignatieva Int Rev Financ 21 (4), 1152, 2021 | 2 | 2021 |
Francis TaponDepartment of Economics and Finance, University of GuelphVerified email at uoguelph.ca
