Alex Plastun, Sr. : Citation Profile


Are you Alex Plastun, Sr.?

Sumy State University

5

H index

2

i10 index

124

Citations

RESEARCH PRODUCTION:

21

Articles

39

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 13
   Journals where Alex Plastun, Sr. has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 35 (22.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl82
   Updated: 2021-03-01    RAS profile: 2021-02-06    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (29)

Gil-Alana, Luis (14)

Wohar, Mark (9)

GUPTA, RANGAN (9)

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

Is cited by:

Gil-Alana, Luis (10)

Caporale, Guglielmo Maria (10)

masciandaro, donato (7)

girardin, eric (6)

Caselli, Stefano (5)

Cillo, Alessandra (5)

Madigu, Godfrey (4)

Spagnolo, Nicola (4)

YAYA, OLAOLUWA (4)

Phiri, Andrew (4)

Salimi Namin, Fatemeh (4)

Cites to:

Caporale, Guglielmo Maria (36)

Gil-Alana, Luis (24)

Fama, Eugene (15)

Velasco, Carlos (12)

Makarenko, Inna (11)

Thaler, Richard (10)

Fortune, Peter (8)

GUPTA, RANGAN (8)

Granger, Clive (7)

French, Kenneth (7)

Titman, Sheridan (7)

Main data


Where Alex Plastun, Sr. has published?


Journals with more than one article published# docs
Journal of Economic Studies3
Computational Economics3
Finance Research Letters2
Financial Markets and Portfolio Management2
Research in International Business and Finance2
The North American Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo15
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research11
MPRA Paper / University Library of Munich, Germany8
Working Papers / University of Pretoria, Department of Economics5

Recent works citing Alex Plastun, Sr. (2021 and 2020)


YearTitle of citing document
2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2020Calendar Effect and Returns of Listed Companies on the Ghana Stock Exchange: A DOLS and GARCH Modelling. (2020). Asare-Adu, Anthony ; Atuah, Theophilus Sakyiamah ; Agyapong, Daniel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:920-935.

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2020Modeling Long-Term Relationships in Philippine Stock Market (PSE) Indices: A Cointegration Analysis. (2020). Bije, Eugene ; Sucuahi, William. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:989-998.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020A Proposed System for Securing Cryptocurrency Via the Integration of Internet of Things with Blockchain. (2020). Sayed, Amr ; Ouf, Shimaa ; Ghalwesh, Atef. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-21.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2020Research and development of economic crisis data simulation teaching analysis system based on fractional calculus equation. (2020). Zhao, Yuting. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919304060.

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2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Intraday efficiency-frequency nexus in the cryptocurrency markets. (2020). Sensoy, Ahmet ; Aslan, Aylin. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319308025.

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2020Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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2020Seasonality in the Cross-Section of Cryptocurrency Returns. (2020). Demir, Ender ; Long, Huaigang ; Vasenin, Mikhail ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461232030235x.

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2020An idea of risk-neutral momentum and market fear. (2020). Schadner, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302399.

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2020The prevalence of price overreactions in the cryptocurrency market. (2020). Czudaj, Robert ; Borgards, Oliver. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780.

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2020Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. (2020). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303472.

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2021The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). Brandi, Giuseppe ; Antoniades, I P ; di Matteo, T ; Magafas, L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2020How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101.

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2021Day-of-the-week effect and spread determinants: Some international evidence from equity markets. (2021). Wohar, Mark E ; Babalos, Vassilios ; Vortelinos, Dimitrios I ; Gkillas, Konstantinos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:268-288.

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2020The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions. (2020). Klarin, Anton. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300558.

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2020Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472.

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2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020ICO Tokens as an Alternative Financial Instrument: A Risk Measurement. (2020). Kurylek, Zbigniew . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:512-530.

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2020Efficiency of the Brazilian Bitcoin: A DFA Approach. (2020). Ferreira, Paulo ; Burnquist, Heloisa ; Campoli, Jessica ; Quintino, Derick. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:25-:d:347854.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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2020Classifier Based Stock Trading Recommender Systems for Indian stocks: An Empirical Evaluation. (2020). Kumar, P N ; Nair, Binoy B ; Malavika, C N ; Alekhya, A ; Pooja, K R ; Vismayaa, V. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09922-x.

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2020Initial coin offerings (ICOs): market cycles and relationship with bitcoin and ether. (2020). Neuenkirch, Matthias ; Masiak, Tobias ; Block, Joern H ; Pielen, Katja N. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:4:d:10.1007_s11187-019-00176-3.

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2020Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model. (2020). Farias, Graciela Gonzalez ; Garcia-Medina, Andres. In: PLOS ONE. RePEc:plo:pone00:0227269.

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2020Non-linear adjustment of the Bitcoin–US dollar exchange rate. (2020). Moussa, Wajdi ; Othmani, Abdelhafidh ; Regaieg, Rym ; Mgadmi, Nidhal. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00020-4.

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2020Distributed ledger technology for securities clearing and settlement: benefits, risks, and regulatory implications. (2020). Priem, Randy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0169-6.

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2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680.

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2020Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis. (2020). Chamil, Senarathne. In: Financial Sciences. Nauki o Finansach. RePEc:vrs:finsci:v:25:y:2020:i:1:p:35-53:n:4.

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2021Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Abu, Nuruddeen ; Mudida, Robert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335.

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2021Bitcoin spot and futures market microstructure. (2021). Mizrach, Bruce ; Aleti, Saketh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:194-225.

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2020Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747.

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2020Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x.

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2020Classifier Based Stock Trading Recommender Systems for Indian stocks: An Empirical Evaluation. (2020). Kumar, P N ; Nair, Binoy B ; Malavika, C N ; Alekhya, A ; Pooja, K R ; Vismayaa, V. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09922-x.

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Works by Alex Plastun, Sr.:


YearTitleTypeCited
2020???? ????????? ????????????? ???????? ?? ??????????????? ???????????? ? ???????????? ??????? ???????? In: Agricultural and Resource Economics: International Scientific E-Journal.
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article0
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
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paper8
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 8
paper
2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
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This paper has another version. Agregated cites: 8
article
2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series.
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paper4
2014The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 4
paper
2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
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paper1
2014Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 1
paper
2018Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics.
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This paper has another version. Agregated cites: 1
article
2016Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series.
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paper2
2016Calendar Anomalies in the Ukrainian Stock Market.(2016) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 2
paper
2017Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series.
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paper5
2017Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 5
paper
2017Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series.
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paper5
2017Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 5
paper
2018Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters.
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This paper has another version. Agregated cites: 5
article
2017The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series.
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paper24
2017The Day of the Week Effect in the Crypto Currency Market.(2017) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 24
paper
2019The day of the week effect in the cryptocurrency market.(2019) In: Finance Research Letters.
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This paper has another version. Agregated cites: 24
article
2017Persistence in the Cryptocurrency Market In: CESifo Working Paper Series.
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paper51
2017Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 51
paper
2018Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance.
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This paper has another version. Agregated cites: 51
article
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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This paper has another version. Agregated cites: 3
paper
2019Price overreactions in the cryptocurrency market.(2019) In: Journal of Economic Studies.
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This paper has another version. Agregated cites: 3
article
2018On the Frequency of Price Overreactions In: CESifo Working Paper Series.
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paper1
2018Bitcoin Fluctuations and the Frequency of Price Overreactions In: CESifo Working Paper Series.
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paper1
2019Bitcoin fluctuations and the frequency of price overreactions.(2019) In: Financial Markets and Portfolio Management.
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This paper has another version. Agregated cites: 1
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2019Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns In: CESifo Working Paper Series.
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2020Momentum effects in the cryptocurrency market after one-day abnormal returns.(2020) In: Financial Markets and Portfolio Management.
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This paper has another version. Agregated cites: 0
article
2020The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX In: CESifo Working Paper Series.
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2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects In: CESifo Working Paper Series.
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2020Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets 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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2019Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance.
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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 2
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2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
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2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2020Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance.
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2019Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
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2020Historical evolution of monthly anomalies in international stock markets In: Research in International Business and Finance.
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2019Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2020Daily abnormal price changes and trading strategies in the FOREX 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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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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paper7
2019Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers.
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paper0
2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market In: Working Papers.
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2019Эффект месяца года на рынке криптовалют и портфельный менеджмент // Ефект місяця року на ринку криптовалют і РIn: European Journal of Management Issues.
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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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