Browsing All of EconStor by Author Plastun, Alex


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Year of PublicationTitleAuthor(s)
2014Short-term price overreaction: Identification, testing, exploitationCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2014Intraday anomalies and market efficiency: A trading robot analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex; Makarenko, Inna
2014The Weekend Effect: A Trading Robot and Fractional Integration AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014The weekend effect: A trading robot and fractional integration analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex; Makarenko, Inna
2014Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014Short-Term Price Overreactions: Identification, Testing, ExploitationCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex
2015Long-term price overreactions: Are markets enefficient?Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2015The weekend effect: An exploitable anomaly in the Ukrainian stock market?Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2016Calendar anomalies in the Ukrainian stock marketCaporale, Guglielmo Maria; Plastun, Alex
2016Calendar Anomalies in the Ukrainian Stock MarketCaporale, Guglielmo Maria; Plastun, Alex
2017The Day of the Week Effect in the Crypto Currency MarketCaporale, Guglielmo Maria; Plastun, Alex
2017Long memory and data frequency in financial marketsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2017Long Memory and Data Frequency in Financial MarketsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2017Persistence in the cryptocurrency marketCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2017Is Market Fear Persistent? A Long-Memory AnalysisCaporale, Guglielmo Maria; Gil-Alaña, Luis; Plastun, Alex
2017Is market fear persistent? A long-memory analysisCaporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex
2017The day of the week effect in the crypto currency marketCaporale, Guglielmo Maria; Plastun, Alex
2017Persistence in the Cryptocurrency MarketCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Plastun, Alex
2018Price overreactions in the cryptocurrency marketCaporale, Guglielmo Maria; Plastun, Alex
2018Bitcoin Fluctuations and the Frequency of Price OverreactionsCaporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor