Vitali Alexeev

Associate Professor

University of Technology, Sydney
Country flagAustralia

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About

Vitali Alexeev is an Associate Professor at the University of Technology Sydney, Australia. His research areas include quantifying extreme risks in high-frequency financial and commodity markets, reproducibility in management science, and dependence modeling in insurance. He has published recent articles on topics such as sentiment analysis in stock markets, integrated variance of high-frequency data, and modeling financial contagion. His work aims to advance understanding of complex financial systems and the impact of information sources on market behavior.

Articles (8)

Year:

2025

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2021

Year:

2020

Year:

2020

Collaborators (59)

Grzegorz Pawlina

University of Lancaster

UNITED KINGDOM
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Christoph Huber

Aalto University

FINLAND
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Lee Smales

University of Western Australia

AUSTRALIA
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Leonie Gerhards

King’s College London

UNITED KINGDOM
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Wenying Yao

Assistant Professor

University of Melbourne

AUSTRALIA
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Roel van Veldhuizen

Associate Professor

Lund University

SWEDEN
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Sascha Füllbrunn

Associate Professor

Radboud University

NETHERLANDS
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Michael Frömmel

Professor of Finance

Ghent University

BELGIUM
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Sean Foley

Macquarie University

AUSTRALIA
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Liangyi Mu

Queen's University Belfast

UNITED KINGDOM
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Alex Young

Associate Professor

Hofstra University

UNITED STATES
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Adriaan Soetevent

Professor of Microeconomics

University of Groningen

NETHERLANDS
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Christoph Merkle

Aarhus University

DENMARK
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Azizjon Alimov

-

FRANCE
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Qiang Kang

Florida International University

UNITED STATES
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Jonas Nygaard Eriksen

VIP, Associate Professor

Aarhus University

DENMARK
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Ester Felez Vinas

University of Sydney

AUSTRALIA
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Victor Gonzalez-Jimenez

Erasmus University Rotterdam

NETHERLANDS
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Tina Prodromou

Lecturer

University of Wollongong

AUSTRALIA
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S. Sarah Zhang

The University of Manchester

UNITED KINGDOM
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Niels Holtrop

University of Maastricht

NETHERLANDS
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Nikolai Sheung-Chi Chow

Australian National University

AUSTRALIA
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Miloš Fišar

assistant professor

Masaryk University

CZECH REPUBLIC
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Anna Calamia

Associate Professor

TBS Education

FRANCE
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Rainer Michael Rilke

Professor

WHU - Otto Beisheim School of Management

GERMANY
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Markus Walzl

Full Professor

University of Innsbruck

AUSTRIA
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Nick Taylor

University of Bristol

UNITED KINGDOM
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Jonathan Luffarelli

Associate Professor

Montpellier Business School

FRANCE
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Tae-Youn Park

Associate Professor

Sungkyunkwan University

SOUTH KOREA
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Bart Frijns

Open Universiteit

NETHERLANDS
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Hossein Jahanshahloo

Assistant Professor

Cardiff University Business School

UNITED KINGDOM
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Zeyang Zhou

University of Wollongong

AUSTRALIA
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Kejia Hu

University of Oxford

UNITED KINGDOM
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Anthony Sanford

Assistant Professor

HEC Montréal

CANADA
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Alper Darendeli

Assistant Professor

Nanyang Technological University (NTU)

SINGAPORE
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Felix Holzmeister

Assistant Professor (Tenure-Track)

University of Innsbruck

AUSTRIA
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David Tannenbaum

University of Utah

UNITED STATES
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Paolo Pasquariello

John C. and Sally S. Morley Professor of Finance

University of Michigan–Ann Arbor

UNITED STATES
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Philipp Schuster

University of Stuttgart

GERMANY
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Jin Wook Chang

Korea University

SOUTH KOREA
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Stefan Voigt

Københavns Universitet

DENMARK
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Peter O'Neill

Senior Lecturer

University of New South Wales

AUSTRALIA
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Ariadna Dumitrescu

Associate Professor

ESADE Business School

SPAIN
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Egle Karmaziene

University of Amsterdam

NETHERLANDS
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Erik Theissen

University of Mannheim

GERMANY
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Elif E. Demiral Saglam

East Tennessee State University

UNITED STATES
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Katja Ignatieva

Associate Professor

UNSW Australia Business School

AUSTRALIA
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Wolfgang Luhan

Reader in Behavioural Economics

-

UNITED KINGDOM
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Andre Augusto Cire

University of Toronto

CANADA
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Tingting Ding

James Madison University

UNITED STATES
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Anna Bernard

Assistant Professor

Universidade Católica Portuguesa Católica Porto Business School

PORTUGAL
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Danny Yeung

University of Sydney

AUSTRALIA
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Klaus R. Schenk-Hoppé

The University of Manchester

UNITED KINGDOM
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Daniel E. Chavez

Assistant Professor

The University of Tennessee Knoxville

UNITED STATES
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S. ter Ellen

Associate professor

Vrije Universiteit Amsterdam

NETHERLANDS
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Per Östberg

University of Zurich

SWITZERLAND
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Magnus Johannesson

Professor

Stockholm School of Economics

SWEDEN
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Nebojsa Davcik

Associate Professor of Marketing

EM Normandie Business School

UNITED KINGDOM
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Angelo Ranaldo

Chair professor

University of Basel

SWITZERLAND
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