Tag "publications"

Economists from HSE University, together with colleagues from international universities, have analysed stock market movements over almost a century and proposed an investment strategy that could have delivered returns nearly twice as high as the market average. Their research suggests following a momentum strategy during periods of sustained market growth and switching to a value strategy after prolonged market declines. The study has been published in the Journal of Banking and Finance.

The Journal of Corporate Finance Research has confirmed its status as a third-quartile (Q3) journal in the international Scopus database in the Economics, Econometrics and Finance (miscellaneous) subject area.

A research team comprising Zheng Wei, Huiyan Sang, Artem Prokhorov, and Yu Ma has published a paper titled “Shape-Aware Deep Learning for Models of Production” in Journal of Productivity Analysis.
The study proposes a breakthrough method that combines the power of Deep Neural Networks (DNNs) with fundamental economic principles.

The first issue of 2025 features research on ESG ratings across BRICS countries, the impact of new technologies on the performance of vertically integrated Russian oil companies, the development of digital ecosystem resilience indices, financial inclusion, and more.

In competitions, esports players, like other athletes, face stress and show worse results due to pressure. A substantial decrease takes place in the performance of esports players during overtime. This effect, however, is significantly mitigated in online competitions compared to live events—the difference can reach 30%. A study by a team of authors from HSE University’s Moscow and Perm campuses and European University Viadrina (Germany) explores the phenomenon of choking under pressure within the context of esports. The study was published in the Journal of Economic Behavior & Organization.

The 2nd issue of 2024 includes papers on the impact of artificial Intelligence on corporate governance, the Russian green bond market, the development trends of the digital assets segment in Russia and abroad, etc.

Sergey Stepanov is an Associate Professor at ICEF and the School of Finance. He is also the Academic Supervisor of the HSE/NES Programme in Economics, a joint programme that teaches students fundamental knowledge of economics, modern methods of economic analysis, and mathematical methods for solving economic tasks. Sergey spoke to Olga Krylova about the joint programme, his research work with colleagues and students, and his second big passion—running.

Faculty of Economic Sciences and Department of Theoretical Economics is very pleased to congratulate Oleg Baranov with getting tenured position at the HSE!

The monograph Russian and Western Economic Thought has been published under the editorship of the HSE Faculty of Economic Sciences and the University of Hohenheim, Stuttgart (Germany). Written by a selection of respected experts, the monograph examines the interrelations and mutual influence of Russian and Western economic thinking. The book is edited by Prof. Vladimir Avtonomov, HSE Faculty of Economic Sciences, and Prof. Harald Hagemann, the University of Hohenheim.