Alex Plastun, Sr. : Citation Profile


Are you Alex Plastun, Sr.?

Sumy State University

2

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

10

Articles

33

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 5
   Journals where Alex Plastun, Sr. has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 23 (34.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl82
   Updated: 2019-10-15    RAS profile: 2019-07-31    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (29)

Gil-Alana, Luis (20)

Makarenko, Inna (6)

GUPTA, RANGAN (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Plastun, Sr..

Is cited by:

masciandaro, donato (7)

Cillo, Alessandra (5)

Phiri, Andrew (4)

Neuenkirch, Matthias (2)

YAYA, OLAOLUWA (2)

Ogbonna, Ahamuefula (2)

Caporale, Guglielmo Maria (2)

Dobrescu, Emilian (1)

GUPTA, RANGAN (1)

Shen, Dehua (1)

Chatziantoniou, Ioannis (1)

Cites to:

Caporale, Guglielmo Maria (22)

Gil-Alana, Luis (15)

Velasco, Carlos (12)

Makarenko, Inna (9)

Fama, Eugene (7)

Thaler, Richard (7)

Granger, Clive (7)

Keim, Donald (5)

TINIC, SEHA (5)

Jensen, Michael (5)

Baum, Christopher (4)

Main data


Where Alex Plastun, Sr. has published?


Journals with more than one article published# docs
Computational Economics3

Working Papers Series with more than one paper published# docs
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research11
CESifo Working Paper Series / CESifo Group Munich11
MPRA Paper / University Library of Munich, Germany8
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Alex Plastun, Sr. (2019 and 2018)


YearTitle of citing document
2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2017BEYOND BITCOIN AND CASH: DO WE LIKE A CENTRAL BANK DIGITAL CURRENCY? A FINANCIAL AND POLITICAL ECONOMICS APPROACH. (2017). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1765.

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2018BETWEEN CASH, DEPOSIT AND BITCOIN: WOULD WE LIKE A CENTRAL BANK DIGITAL CURRENCY? MONEY DEMAND AND EXPERIMENTAL ECONOMICS. (2018). masciandaro, donato ; Cillo, Alessandra ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1875.

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2018Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). Cillo, Alessandra ; Rabitti, Giovanno ; Masciandaro, Donato ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895.

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2018Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumol–Friedman Demand for Money. (2018). masciandaro, donato. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:540-550.

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2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan . In: Working Papers. RePEc:clg:wpaper:2019-09.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia ; Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236.

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2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227.

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2017Calendar anomalies in the Russian stock market. (2017). Caporale, Guglielmo Maria ; Zakirova, Valentina . In: Russian Journal of Economics. RePEc:eee:rujoec:v:3:y:2017:i:1:p:101-108.

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2018Brexit and Uncertainty in Financial Markets. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:21-:d:131390.

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2019Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2018Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets. (2018). Škrinjarić, Tihana. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:140-:d:188230.

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2019“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912.

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2019Analysis of the stock market anomalies in the context of changing the information paradigm. (2019). Anashkina, Marina ; Yu, Elena ; Malyshenko, Vadim . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:239-270.

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2018Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting. (2018). Th, D ; Papaschinopoulos, G ; Schinas, C J. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9640-x.

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2017The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine. (2017). Neuenkirch, Matthias ; Hoffmann, Manuel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0321-3.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya. In: Working Papers. RePEc:mnd:wpaper:1904.

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2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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2018Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, PAUL ; Boako, Gidoen ; Omane-Adjepong, Maurice. In: MPRA Paper. RePEc:pra:mprapa:86617.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?. (2019). YAYA, OLAOLUWA ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91429.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalay. In: MPRA Paper. RePEc:pra:mprapa:94712.

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2018Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201810.

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2019Price Gap Anomaly in the US Stock Market: The Whole Story. (2019). Wohar, Mark E ; Gupta, Rangan ; Sibande, Xolani ; Plastun, Alex. In: Working Papers. RePEc:pre:wpaper:201963.

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Works by Alex Plastun, Sr.:


YearTitleTypeCited
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
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2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
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2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series.
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2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
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2014Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin.
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2018Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics.
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This paper has another version. Agregated cites: 1
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2016Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series.
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2016Calendar Anomalies in the Ukrainian Stock Market.(2016) In: Discussion Papers of DIW Berlin.
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2017Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series.
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2017Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin.
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2017Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series.
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2017Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin.
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2018Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters.
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2017The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series.
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2017The Day of the Week Effect in the Crypto Currency Market.(2017) In: Discussion Papers of DIW Berlin.
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2017Persistence in the Cryptocurrency Market In: CESifo Working Paper Series.
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2017Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin.
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2018Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance.
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2018Price Overreactions in the Cryptocurrency Market In: CESifo Working Paper Series.
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2018Price Overreactions in the Cryptocurrency Market.(2018) In: Discussion Papers of DIW Berlin.
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2018On the Frequency of Price Overreactions In: CESifo Working Paper Series.
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2018Bitcoin Fluctuations and the Frequency of Price Overreactions In: CESifo Working Paper Series.
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2015Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin.
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2015The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin.
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2016The weekend effect: an exploitable anomaly in the Ukrainian stock market?.(2016) In: Journal of Economic Studies.
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2017The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives.
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2017Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics.
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2019Bitcoin fluctuations and the frequency of price overreactions In: Financial Markets and Portfolio Management.
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2011Mutual influence of exchange assets: analysis and estimation In: MPRA Paper.
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2012Mutual influence of the exchange assets: practical aspects In: MPRA Paper.
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2012The necessity of stock markets information incorporation into the methodology of credit rating agencies In: MPRA Paper.
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2011Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading In: MPRA Paper.
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2013The Overreaction Hypothesis: The Case of Ukrainian Stock Market In: MPRA Paper.
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2014Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009 In: MPRA Paper.
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2013Force-majeure events and financial market’s behavior In: MPRA Paper.
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2013Long memory in the ukrainian stock market and financial crises In: MPRA Paper.
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2019Rise and Fall of Calendar Anomalies over a Century In: Working Papers.
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2019Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers.
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2019Historical Evolution of Monthly Anomalies in International Stock Markets In: Working Papers.
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2012The Development Of Inter-Budgetary Relations On The Basis Of Assessment Of Regions’ Financial Potential In: Ukrainian Journal Ekonomist.
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2016Quasi-Competitiveness of the Audit Services Market in Ukraine: The Aspect of European Integration In: Visnyk of the National Bank of Ukraine.
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