Browsing All of EconStor by Author Plastun, Alex

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2014 The weekend effect: A trading robot and fractional integration analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex; Makarenko, Inna
2014 Intraday anomalies and market efficiency: A trading robot analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex; Makarenko, Inna
2014 Short-Term Price Overreactions: Identification, Testing, ExploitationCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex
2014 Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014 The Weekend Effect: A Trading Robot and Fractional Integration AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014 Short-term price overreaction: Identification, testing, exploitationCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2015 The weekend effect: An exploitable anomaly in the Ukrainian stock market?Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2015 Long-term price overreactions: Are markets enefficient?Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2016 Calendar anomalies in the Ukrainian stock marketCaporale, Guglielmo Maria; Plastun, Alex
2016 Calendar Anomalies in the Ukrainian Stock MarketCaporale, Guglielmo Maria; Plastun, Alex
2017 Long memory and data frequency in financial marketsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2017 Is market fear persistent? A long-memory analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2017 Long Memory and Data Frequency in Financial MarketsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2017 Is Market Fear Persistent? A Long-Memory AnalysisCaporale, Guglielmo Maria; Gil-Alaña, Luis; Plastun, Alex
2017 The day of the week effect in the crypto currency marketCaporale, Guglielmo Maria; Plastun, Alex