?
Работа по созданию фондового рынка начиналась в Министерстве финансов СССР
С. 55–83.
Алексеев М. Ю.
Language:
Russian
Keywords: российский фондовый рынок
In book
Кротов Н. И., Никульшин О. В. Кн. 2. , М.: АНО "Экономическая летопись", 2007.
Berzon N. I., Якушова О. В., Финансы и бизнес 2025 Т. 21 № 4 С. 27–37
Российский фондовый рынок в последние годы переживает масштабную
трансформацию, обусловленную не только макроэкономическими и политическими
изменениями, но и активным притоком розничных инвесторов. Особенно
интенсивный рост наблюдается с 2020 г., что отражает растущую вовлеченность
населения в инвестиционную деятельность. ...
Added: March 10, 2026
Sizykh N., Sizykh D., , in: 2025 18th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2025. P. 1–4.
This paper examines methods for analyzing structural changes in investment portfolios and proposes new approaches for assessing turnover and the effectiveness of their rebalancing. The study aims to systematize and adapt statistical indicators of structural shifts for analyzing the dynamics of securities portfolios, as well as to develop methodologies for assessing the proportion of changes ...
Added: February 1, 2026
Rechmedina S., Haniev A., Suhih V., Вестник Московского университета. Серия 6: Экономика 2025 Т. 60 № 3 С. 40–62
Periods of high market volatility put investors in a situation where conventional decision- making methods are less reliable. To improve returns, market participants need to understand which factors play a big role in portfolio formation. This article analyzes the determinants of Russian stock returns during the Covid-19 and the rise in geopolitical tension in 2022. ...
Added: December 11, 2025
Fayzulin M., Финансовый журнал 2024 Т. 16 № 4 С. 95–113
In this paper, the sentiment of private investors and the divergence of opinions of users of online investment platforms are analyzed as factors in the emergence of herd behavior on the stock market in different clusters. This clusters are formed on the basis of stock exchange information on shares of Russian issuers. The relevance of ...
Added: August 28, 2024
Nazarova V., Churakova I., Suvorova M., The Journal of the New Economic Association 2024 No. 2 (63) P. 117–143
This research investigates the Russian stock market response to COVID-19 pandemic and compares how the reactions to it varied among the industries. The event study and Wavelet coherence were applied to answer the research question. It was discovered that the Russian stock market in general had a strong negative reaction to the COVID-19 outbreak. However ...
Added: July 1, 2024
Ruzhanskaya L., Voytenkov V., Urazbaeva A. et al., Journal of Corporate Finance Research 2022 Vol. 16 No. 2 P. 44–55
In the face of complex sanctions, Russian companies are looking for new mechanisms to ensure sustainability. An over - crowded corporate news backdrop could be the source for a significant decline in a company’s market value or growth. Given the importance of information disclosure and corporate news for investors’ expectations, we estimate the effect that ...
Added: December 29, 2023
Nazarova V., Лещев С. И., Финансовый журнал 2023 Т. 15 № 1 С. 58–73
In this paper, the momentum effect is viewed as a price anomaly whereby portfolios of assets of the same return class exhibit a systematic outperformance in profit generation relative to a given benchmark (e.g., a market index). The study contributes to a better understanding of the momentum effect in the Russian stock market. Using data ...
Added: March 7, 2023
Teplova T., Tomtosov A., Sokolova T., Plos One 2022 Vol. 17 No. 12 Article e0276924
In this study, using AI, we empirically examine the irrational behaviour, specifically attentiondriven trading and emotion-driven trading such as consensus trading, of retail investors in an emerging stock market. We used a neural network to assess the tone of messages on social media platforms and proposed a novel Hype indicator that integrates metrics of investor ...
Added: January 16, 2023
Nazarova V., Анисина Д. В., Вестник Московского университета. Серия 6: Экономика 2021 № 21(3) С. 240–270
An initial public offer (IPO) involves new financial opportunities for the issuing company such as: gaining access to capital markets, expanding the investor base, increasing the company's market value. In most primary placements, there is an underestimation of companies entering the market, which may be due to the influence of both external and internal factors. ...
Added: November 4, 2021
Dmitri Trifonov, / Series WP BRP "Basic research program". 2020. No. 230/EC/2020.
This paper provides comprehensive empirical evidence on political connections of Russian corporations based on a sample of companies for the period 2011 – 2015, divided into subsamples before and after the events in Ukraine. Specifically, the study (1) evaluates how common political connections are for Russian corporate environment, and (2) investigates the impact of political ...
Added: March 24, 2021
Алексеев М. Ю., Шовиков С. Н., Финансовая газета (Российская Федерация) 1994 № 3 С. 9
О фоновом рынке России в 1993 г. ...
Added: December 12, 2019
Кротов Н. И., Никульшин О. В., М.: АНО "Экономическая летопись", 2007.
Книга знакомит читателя с материалами, рассказывающими о процессе становления современной расчетно-учетной системы на российском фондовом рынке. В основе книги лежат документы и интервью с непосредственными участниками всех событий, связанных с созданием депозитариев и регистраторов: представителями государственных законодательных и регулирующих органов, саморегулируемых организаций и самих организаций, составляющих инфраструктуру российского рынка ценных бумаг. ...
Added: December 12, 2019
Agata M. Lozinskaia, Anastasiia D. Saltykova, / NRU Higher School of Economics. Series FE "Financial Economics". 2019. No. 77.
This paper studies how the influence of the fundamental factors on the Russian stock market changes retrospectively. We empirically test the impact of daily values of fundamental factors (indexes of foreign stock markets, oil price, exchange rate and interest rates in Russia and the USA) on the MOEX Russia Index over long time interval from ...
Added: October 16, 2019
Nazarova V., Вестник Московского университета. Серия 6: Экономика 2017 № 4 С. 29–51
The problem of IPO underpricing became relevant in the late 1960s. Since then various theories were advanced connecting this phenomenon to many factors: from information asymmetry in the market to the cultural peculiarities of the host country. The article aims to identify factors that have a significant influence on the occurrence and magnitude of underpricing ...
Added: December 28, 2017
Sergey Nikolayevich Volodin, Gennadii Mladenovich Kuranov, Alexey Pavlovich Yakubov, Scientific Annals of Economics and Business, Romania 2017 Vol. 64 No. 3 P. 271–287
The following research is dedicated to the analysis of political events’ impact on price dynamics of Russian stock market financial assets. In recent times, in line with the sharpening of internal and external political clashes, such events significantly affect the country’s financial system. However, this issue is insufficiently considered on Russian market. Constructed econometric GARCH ...
Added: September 7, 2017
Volodin S., Зуева Е. С., Управленческий учет и финансы 2017 Т. 50 № 2 С. 96–107
Статья посвящена вопросам инвестиционной привлекательности одной из наиболее важных и социально значимых отраслей российской экономики – фармацевтики. В то время как по основным отраслям представлено немало доступной для анализа информации, оценить привлекательность и специфические риски фармацевтического сектора частному инвестору весьма непросто. На устранение данного пробела и направлено предлагаемое исследование. Полученные результаты могут быть интересны как ...
Added: June 5, 2017
Volodin S., Шамина Ю. В., Валютное регулирование. Валютный контроль 2017 № 5 С. 42–53
The sector of collective investment plays an important role in attracting private savings for most countries. In Russia mutual funds have started their elaboration 20 years ago and it is already possible to evaluate the general tendency of this segment’s development. The analysis, conducted by the authors, shows that this field has serious problems, because ...
Added: May 22, 2017
Volodin S., Дубова Е. А., Аудит и финансовый анализ 2016 № 6 С. 168–175
The proposed article is about one of the most important and interesting types of bonds – indexable ones, which coupon and nominal value depend on the changes of important macroeconomic indicators in order to secure investors from possible risks. This segment of the market spreaded widely and it is developing further now, despite crisis conditions ...
Added: December 31, 2016
Kantorovich G., Kazaryan L., В кн.: Труды 7-й Международной научно-практической конференции студентов и аспирантов «Статистические методы анализа экономики и общества» (17-20 мая 2016 г.).: М.: Национальный исследовательский университет "Высшая школа экономики", 2016. С. 129–130.
Практические эконометрические исследования давно показали, что на финансовых рынках, наблюдаемый распределения, такие как доходности акций, движение цены на фондовый индекс и распределение цен на производные финансовые инструменты не являются нормальными. Не смотря на этот факт, основные теоретические модели оценки рисков на финансовых рынка, предлагают воспользоваться стандартным или log нормальным распределениями, как бенчмарком оценки рисков. Данное ...
Added: December 8, 2016
Volodin S., Якубов А. П., Валютное регулирование. Валютный контроль 2016 № 10 С. 56–62
Thriving development of new market segment – algorithmic trading, resulted in the case that nowadays it exerts rather significant influence on the process of market’s price formation. It is noted not only in the leading world stock exchanges but also in the domestic market. Unfortunately, the development of this segment often causes the rise of ...
Added: December 3, 2016
Губков Е. А., Дмитриева Ю. В., Козюлина Ю. С. et al., В кн.: Фондовый рынок: современное состояние, инструменты и тенденции развития. Одиннадцатая межвузовская научная конференция, Москва, 16 апреля 2014 г.: Сб. науч. трудов.: М.: Бизнес Элайнмент, 2014.
Цель данной работы – на основе анализа поведения акций российских компаний, выплачивающих высокие дивиденды, определить возможности для формирования прибыльных инвестиционных вложений. Для исследования выбраны акции 19 ликвидных компаний, как наиболее привлекательные с точки зрения высокой дивидендной доходности. Были построены зависимости доходности акции в сравнении с доходностью индекса ММВБ за последние три года (отдельно за 2010, ...
Added: November 28, 2016
Volodin S., Чиркова К. А., Валютное регулирование. Валютный контроль 2016 Т. 152 № 8 С. 27–35
In order to successfully attract financial resources, the issuers should pay special attention to the competent building of private financial policy, including to the dividend payout strategy. Because Russian companies have not had a rich experience of its developing to date, this process cannot always be called effective. From this point of view, understanding of ...
Added: November 10, 2016