About
5
Publications
256
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Introduction
My areas of expertise include factor investing and portfolio performance evaluation.
Current institution
Additional affiliations
August 2019 - April 2022
June 2016 - March 2018
Family office
Position
- Portfolio Manager
Education
September 2015 - June 2018
September 2011 - June 2015
Publications
Publications (5)
In this study, using AI, we empirically examine the irrational behaviour, specifically attention-driven 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 m...
In our paper, for the first time, we examine the influence of the sentiment of
private investors in social networks on the trade characteristics of stocks in the Russian market. Monthly return rates and trading volumes are analyzed under the control of financial indicators and indicators of the quality of corporate governance of stock issuers, as w...
Factor momentum and high volume separately work well in developed markets, but they have shown poor results in extremely volatile and illiquid emerging markets. Guided by the characteristics of illiquid markets, we combined momentum and high volume into a composite factor by a unique technique. The stability of momentum winners was improved by an i...
