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Международный фондовый рынок
Гл. 5. С. 131–166.
In book
Бурлачков В. К., Воронкова Е. К., Galanov V. A., Galanova A., Гришина О. А., Егоров А. В., Звонова Е. А., Савина О. В., Слепов В. А., Хоминич И. П., Громова Е. И., Потапская М. А., Арсланов А. Ф., Ивановский Е. Л., Саруханян Г. А., Тихонова М. Н., Трохов М. М. М.: ИНФРА-М, 2014.
Fayzulin M., Teplova T., Kurkin A., Прикладная эконометрика 2025 Т. 79 С. 99–121
The paper analyses the dynamic connectedness between trading volumes in the Russian stock market and the global cryptocurrency (Bitcoin) market during periods of external shocks (the COVID‑19 crisis and the Russia‑Ukraine conflict) from 2019. Using the TVP‑VAR model and estimates of system variable connectivity, liquidity spillovers (cash flows) are identified between the considered asset classes. For the first time, we analyse the network connectedness of investor sentiment for the most popular Russian stocks and Bitcoin and estimate the role of sentiment in liquidity spillovers. The results demonstrate that Bitcoin’s daily trading volume predominantly acts as a recipient of shocks from the Russian stock market. Meanwhile, the overall coherence in the system was higher during the COVID‑19 crisis period compared to the Special Military Operation (SMO). The study confirms the existence of a correlation between investor sentiment on the Russian stock and cryptocurrency markets. At the beginning of the analyzed period,in 2019, when interest in crypto assets investing began to grow rapidly, this correlation was strongly pronounced.
There is a connectedness between two sentiment indices: on the stock market and crypto‑assets. The intensity of the correlation prevails in the COVID‑19 inception period, significantly exceeding the level observed in the SMO period. This sentiment metrics behaviour may imply adaptation of the Russian stock market to external shocks, as well as retail investors’ expectations of short‑term SMO in early 2022. ...
Added: February 6, 2026
Sizykh N., Кудрявцева Н. С., Управление большими системами: сборник трудов 2025 № 118 С. 250–285
Numerous studies in the field of forecasting securities prices, particularly stock prices, are aimed at finding more accurate and effective models. However, attention to multivariate forecasting, which allows for more accurate forecasts, remains underappreciated, as its implementation requires a significant increase in computing resources. Therefore, the selection of more simplified yet effective models is relevant. ...
Added: February 3, 2026
Morychev G., Sizykh D., Sizykh N., IEEE Access 2025 Vol. 13 P. 213194–213210
One of the main tools for analyzing large volumes of financial data is the use of clustering methods and models, which allow the identification of various patterns. This study examines the problem of clustering time series that reflect the behavior of prices, yields, modes, trends, and a number of related stock indicators. The relevance and ...
Added: February 3, 2026
Soldatova A., Сберегательное дело за рубежом 2025 № 1 С. 21–33
The article is devoted to the peculiarities of the functioning of the Chinese stock market, its development prospects and opportunities for investors. Key aspects of regulation, classification of shares, stock exchanges and specifics of market participants are considered. Various types of shares, features of each class and access rules for foreign investors are described. The ...
Added: January 21, 2026
Lysenok N., Фундаментальная и прикладная математика 2025 Т. 25 № 4 С. 90–107
The aim of the study is to assess to what extent modern machine learning methods can improve the accuracy of forecasting the volatility of Russian stocks and whether such improvements lead to real advantages when applied in investment strategies. The work combines a review of theoretical approaches to volatility analysis with empirical research based on ...
Added: January 16, 2026
Галанов В. А., Galanova A., Вестник Российского экономического университета им. Г.В. Плеханова 2025 Т. 22 № 2(140) С. 153–159
The article advances an alternative approach to studying correlation between time and risk in investing into
securities portfolio. This risk is usually identified with risks of short-term trading on stock market. However, in case
securities portfolio is kept for rather a long period of time, then portfolio risk changes in quality, as it becomes
relatively independent from time ...
Added: November 10, 2025
Kosov M., Вестник экономической безопасности 2023 № 6 С. 213–221
The basis of the international financial market is foreign exchange flows arising from the functioning of the world economy. The main task of financial flows is to exchange the results of the activities of world economies. Therefore, the essence of the international financial market is to support the movement of foreign currency flows between financial ...
Added: October 22, 2025
Свиридов О. И., Вопросы статистики 2025 Т. 32 № 4 С. 37–48
The article is devoted to analyzing the stability of the causal relationship between changes in oil prices and the dynamics of the Russian
stock market, whose primary indicator is the RTS Index. The main goal of the research is to test the hypothesis of the persistence of a stable
influence of oil price shocks (driven by fluctuations ...
Added: September 15, 2025
Galanova A., Федоренко А. В., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2025 Т. 17 № 1 (57) С. 35–53
Central bank decisions to lower refinancing rates all over the world are usually the result of slowing inflation and improved economic welfare. However, this raises a question of how this affects the main "credit" participants in the financial system - banks and their stock prices. A decline in the market interest rate is a well-known ...
Added: May 28, 2025
Iudin I., Социологические исследования 2025 № 4 С. 140–146
The notion of market devices when applied to digital investment technologies suggests that they not only construct the stock market, but influence individuals’ behaviors as well. Current article aims to outline the types the types of Russian retail investors (lay participants of the stock market) based on the digital technologies and tools they use, as ...
Added: May 12, 2025
Khaziev G., Sokolova T., Экономика и математические методы 2025 Т. 61 № 1 С. 95–108
The study explores the sentiment of Russian private investors in social networks and its impact on the dynamics of the stock return of 78 companies on the Russian stock market (MOEX) in the period from 2018 to 2022. To take into account sentiment when forecasting returns, the authors RSMI index (Russian social media index) is ...
Added: April 5, 2025
Berzon N. I., Rechmedina S., Lysenok N., Финансы и бизнес 2024 Т. 20 № 4 С. 42–56
The article shows the development of asset pricing models in the stock market from the hypothesis of a random walk in 1900 to the possibility of explaining more than 90% of returns using a factorial approach nowadays. Based on a better definition of risks, researchers are better able to predict prices and form portfolios with ...
Added: March 10, 2025
Khaziev G., Финансы и бизнес 2024 Т. 20 № 4 С. 57–78
This paper examines the the eff ectiveness of artifi cial intelligence models to detect manipulation of Russian stocks based on the authors’ sample of 866 manipulation cases over the period from 2012 to 2024. We build four artifi cial intelligence classifi cation models to fi nd the most eff ective method for manipulation detection: Logistic ...
Added: February 8, 2025
Sizykh D., Tregub K., Belyakov B. et al., , in: 2024 17th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2024. P. 1–5.
Currently, a large number of studies are being conducted to improve the accuracy of the developed forecasting methods for the stock market. At the same time, multivariate models based on machine learning methods are increasingly used. Since liquidity indicators have a significant impact on asset pricing, taking them into account can improve the accuracy of ...
Added: January 15, 2025
Larin A. V., Ryabova E., Чепурова В. А., Финансы и бизнес 2024 Т. 20 № 3 С. 19–31
In recent years, there have been significant changes in the field of sustainable development, with international and national regulations regulating non-financial reporting being adopted. Quite often, stock exchanges set their own requirements for companies, including those issuing “green” instruments. Thus, an institutional environment is formed that supports and stimulates the sustainable development agenda. In such ...
Added: January 2, 2025
Свиридов О. И., Skorobogatov A., Прикладная эконометрика 2025 Т. 77 С. 5–24
Paper analyzes a causal link between oil price and the Russian stock market. One of the findings is that only price shocks related to economic activity or future oil supply expectations have persistent impacts on the stock market, while the effects of supply-related oil shocks are insignificant. In addition, jumps in oil price volatility have ...
Added: November 21, 2024
Fayzulin M., Финансы и бизнес 2024 Т. 20 № 2 С. 27–52
В работе исследуется взаимосвязь между разнородным поведением частных инвесторов и динамикой цен наиболее обсуждаемых акций российский акций, включая также динамику российского фондового рынка. На основе текстового анализа были разработаны метрики сентимента, учитывающие мнения пользователей инвестиционных онлайн-платформ и поведение биржевых характеристик рыночных активов. Такой подход позволил обнаружить ряд взаимосвязей между гетерогенным сентиментом участников рынка и отрицательной ...
Added: August 27, 2024
Galanova A., Кайгулова З. Р., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2023 Т. 15 № 4 (52) С. 44–60
The stock prices of Russian banks are influenced by an infinite number of factors including the fact of their mergers and acquisitions. Usually, the general reaction of the announcement of such transactions on the stock prices of commercial banks that have joined some other bank is investigated using the event study methodology. This reaction has ...
Added: June 24, 2024
Галанов В. А., Galanova A., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2023 Т. 15 № 3(51) С. 17–26
The development of modern computerization tools and the formation of digital information databases create opportunities for automating an increasing number of human activities in the stock market. The end result of this automation is the development of robots that replace humans in these activities. In relation to the trading process in the stock market, trading ...
Added: June 24, 2024
Lukianchenko P., Интеллектуальные системы в производстве 2023 Т. 21 № 4 С. 88–94
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Added: March 5, 2024