7
H index
4
i10 index
248
Citations
Sumy State University | 7 H index 4 i10 index 248 Citations RESEARCH PRODUCTION: 34 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Plastun, Sr.. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CESifo Working Paper Series / CESifo | 20 |
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research | 11 |
MPRA Paper / University Library of Munich, Germany | 8 |
Working Papers / University of Pretoria, Department of Economics | 7 |
Year | Title of citing document |
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2023 | Bibliometric Characteristics of Cryptocurrency through Citation Network Analysis. (2023). Mamilla, Rajesh ; Lavanya, Reganti. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:46-74. Full description at Econpapers || Download paper |
2022 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. Full description at Econpapers || Download paper |
2023 | Multi-Factor Inception: What to Do with All of These Features?. (2023). Zohren, Stefan ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.13832. Full description at Econpapers || Download paper |
2023 | An Empirical Study on the Holiday Effect of Chinas Time-Honored Companies. (2023). Wang, Lei ; Zhong, YU ; Ma, Yunxuan ; Xu, Haoxuan ; Li, Xianyang. In: Papers. RePEc:arx:papers:2308.00702. Full description at Econpapers || Download paper |
2023 | Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. (2023). , Robert ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2309.10546. Full description at Econpapers || Download paper |
2022 | Stock Indices as Indicators of Market Efficiency and Interaction. (2022). Blahun, Semen ; Dmytryshyn, Lesia. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:8:p:87-106. Full description at Econpapers || Download paper |
2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper |
2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035. Full description at Econpapers || Download paper |
2022 | Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489. Full description at Econpapers || Download paper |
2022 | Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232. Full description at Econpapers || Download paper |
2022 | Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033. Full description at Econpapers || Download paper |
2022 | Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436. Full description at Econpapers || Download paper |
2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004. Full description at Econpapers || Download paper |
2022 | The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892. Full description at Econpapers || Download paper |
2022 | The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379. Full description at Econpapers || Download paper |
2022 | Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies. (2022). Eichel, Ron ; Aharon, David Y ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003597. Full description at Econpapers || Download paper |
2022 | More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Jeong, Jiin ; Fung, Kennard. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005079. Full description at Econpapers || Download paper |
2022 | The Groundhog Day stock market anomaly. (2022). Fedorova, Svetlana ; Shuraeva, Arina ; Shanaev, Savva. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005766. Full description at Econpapers || Download paper |
2022 | The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000307. Full description at Econpapers || Download paper |
2022 | Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093. Full description at Econpapers || Download paper |
2022 | Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data. (2022). Karim, Sitara ; Lucey, Brian M ; Iqbal, Najaf ; Naeem, Muhammad Abubakr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001676. Full description at Econpapers || Download paper |
2022 | Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy. (2022). Neto, David. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000299. Full description at Econpapers || Download paper |
2022 | Speculative trading in Bitcoin: A Brazilian market evidence. (2022). Neto, Giacomo Balbinotto ; Smaniotto, Emanuelle Nava. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:47-54. Full description at Econpapers || Download paper |
2022 | The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields. (2022). Poza, Carlos ; Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:118-123. Full description at Econpapers || Download paper |
2022 | A generalised seasonality test and applications for cryptocurrency and stock market seasonality. (2022). Ghimire, Binam ; Shanaev, Savva. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:172-185. Full description at Econpapers || Download paper |
2022 | Irregularities in forward-looking volatility. (2022). Eichel, Ron ; Nisani, Doron ; Qadan, Mahmoud. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:489-501. Full description at Econpapers || Download paper |
2022 | On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301. Full description at Econpapers || Download paper |
2022 | A cryptocurrency empirical study focused on evaluating their distribution functions. (2022). Muela, Sonia Benito ; Arguedas-Sanz, Raquel ; Lopez-Martin, Carmen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:387-407. Full description at Econpapers || Download paper |
2022 | Early market efficiency testing among hydrogen players. (2022). Saenz-Diez, Rocio ; Portela, Jose ; Martin-Bujack, Karin ; Santamaria, Teresa Corzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:723-742. Full description at Econpapers || Download paper |
2022 | The COVID-19 black swan crisis: Reaction and recovery of various financial markets. (2022). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422. Full description at Econpapers || Download paper |
2022 | The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137. Full description at Econpapers || Download paper |
2022 | Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228. Full description at Econpapers || Download paper |
2022 | Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter. (2022). Zhang, Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000447. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2022 | Cryptocurrency: Not far from equilibrium. (2022). Choi, M Y ; Ahn, Kwangwon ; Yi, Eojin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:177:y:2022:i:c:s0040162521008556. Full description at Econpapers || Download paper |
2023 | Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers || Download paper |
2022 | The Keys to Clean Energy Technology: Impact of Environmental Taxes on Biofuel Production and Consumption. (2022). Tenytska, Iryna ; Strzelec, Marcin ; Lyeonov, Serhiy ; Samusevych, Yaryna ; Bilan, Yuriy. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:24:p:9470-:d:1002967. Full description at Econpapers || Download paper |
2023 | Stock Price Forecasting of IBEX35 Companies in the Petroleum, Electricity, and Gas Industries. (2023). Lasheras, Fernando Sanchez ; Todorov, Ivan Borisov. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3856-:d:1137364. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A Sustainable Development Evaluation Framework for Chinese Electricity Enterprises Based on SDG and ESG Coupling. (2023). Lu, Zhirui ; Xin, Shuqi ; Shao, Chaofeng ; Dong, Ruiyu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8960-:d:1162139. Full description at Econpapers || Download paper |
2023 | Social Responsibility: Opportunities for Integral Assessment and Analysis of Connections with Business Innovation. (2023). Kozma, Katalin ; Vasa, Laszlo ; Mishchuk, Halyna ; Oliinyk, Olena. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5608-:d:1104685. Full description at Econpapers || Download paper |
2023 | Stock returns seasonality in emerging asian markets. (2023). Jha, Mithilesh Kumar ; Aggarwal, Khushboo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09370-y. Full description at Econpapers || Download paper |
2022 | Early Warning of Chinese Yuan’s Exchange Rate Fluctuation and Value at Risk Measure Using Neural Network Joint Optimization Algorithm. (2022). Xu, Zhaoyi ; Zeng, Yuqing ; Xue, Yangrong ; Yang, Shenggang. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10144-3. Full description at Econpapers || Download paper |
2023 | Intraday algorithmic trading strategies for cryptocurrencies. (2023). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01139-2. Full description at Econpapers || Download paper |
2022 | Percepcja kryptowalut przez m?odych uczestników rynku finansowego na przyk?adzie Polski i Niemiec. (2022). Poskart, Robert ; Maciejasz, Marta. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:53:y:2022:i:6:p:625-650. Full description at Econpapers || Download paper |
2022 | Herding in different states and terms: evidence from the cryptocurrency market. (2022). Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00265-1. Full description at Econpapers || Download paper |
2022 | Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market. (2022). Schmitz, Tim ; Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00267-z. Full description at Econpapers || Download paper |
2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
2023 | Signals influencing corporate credit ratings—a systematic literature review. (2023). Chauhan, Ajay Kumar ; Vij, Madhu ; Kaur, Jaspreet. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:50:y:2023:i:1:d:10.1007_s40622-023-00341-4. Full description at Econpapers || Download paper |
2022 | Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6. Full description at Econpapers || Download paper |
2023 | Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x. Full description at Econpapers || Download paper |
2022 | Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model. (2022). Rounaghi, Mohammad Mahdi ; Arashi, Mohammad. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00125-9. Full description at Econpapers || Download paper |
2022 | Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis. (2022). Das, Chandrabhanu ; Kar, Brajaballav. In: Springer Proceedings in Business and Economics. RePEc:spr:prbchp:978-981-19-0357-1_2. Full description at Econpapers || Download paper |
2023 | A new grey system approach to forecast closing price of Bitcoin, Bionic, Cardano, Dogecoin, Ethereum, XRP Cryptocurrencies. (2023). Bose, S C ; Pandey, Alok Kumar ; Singh, Pawan Kumar. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01463-0. Full description at Econpapers || Download paper |
2022 | On false discoveries of standard t-tests in investment management applications. (2022). Auer, Benjamin R. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:3:d:10.1007_s11846-021-00453-0. Full description at Econpapers || Download paper |
2023 | The adaptive market hypothesis and the return predictability in the cryptocurrency markets. (2023). Jacek, Karasiski. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:1:p:94-118:n:2. Full description at Econpapers || Download paper |
2022 | Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum. (2022). Katarzyna, Wosik ; Wojciech, Wider ; Konrad, Sobaski ; Blanka, T. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:58:y:2022:i:4:p:351-370:n:6. Full description at Econpapers || Download paper |
2022 | Cryptocurrencies trading algorithms: A review. (2022). Junior, Eli Hadad ; Balbi, Pedro Paulo ; Roque, Isabela Ruiz. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:8:p:1661-1668. Full description at Econpapers || Download paper |
2023 | Trading cryptocurrencies using algorithmic average true range systems. (2023). Cohen, Gil. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:212-222. Full description at Econpapers || Download paper |
2023 | Early prediction of Ibex 35 movements. (2023). Lozano, Jose A ; Mori, Usue ; Segoviavargas, Maria Jesus ; Miranda, Marta I. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1150-1166. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Corporate Transparency, Sustainable Development and SDG 2 and 12 in Agriculture: The Case of Ukraine In: AGRIS on-line Papers in Economics and Informatics. [Full Text][Citation analysis] | article | 1 |
2022 | Transparency of agriculture companies: rationale of responsible investment for better decision making under sustainability In: Agricultural and Resource Economics: International Scientific E-Journal. [Full Text][Citation analysis] | article | 1 |
2022 | Persistence in High Frequency Financial Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Seven Pitfalls of Technical Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2016 | Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Calendar Anomalies in the Ukrainian Stock Market.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2017 | Long Memory and Data Frequency in Financial Markets.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 45 |
2017 | The Day of the Week Effect in the Crypto Currency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2019 | The day of the week effect in the cryptocurrency market.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 97 |
2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | article | |
2018 | Price Overreactions in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2018 | Price Overreactions in the Cryptocurrency Market.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Price overreactions in the cryptocurrency market.(2019) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2018 | On the Frequency of Price Overreactions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Bitcoin Fluctuations and the Frequency of Price Overreactions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2019 | Bitcoin fluctuations and the frequency of price overreactions.(2019) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2019 | Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns.(2020) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2020 | The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | The frequency of one-day abnormal returns and price fluctuations in the forex.(2021) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Gold and oil prices: abnormal returns, momentum and contrarian effects.(2021) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Persistence in ESG and conventional stock market indices.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2021 | Witching Days and Abnormal Profits in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Persistence in the Passion Investment Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 3 |
2020 | Halloween Effect in developed stock markets: A historical perspective.(2020) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2015 | Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 5 |
2019 | Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2015 | The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market?.(2016) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2019 | Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2020 | Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Evolution of price effects after one-day abnormal returns in the US stock market In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Historical evolution of monthly anomalies in international stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2022 | Calendar anomalies in passion investments: Price patterns and profit opportunities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
In: . [Full Text][Citation analysis] | article | 0 | |
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2020 | Daily abnormal price changes and trading strategies in the FOREX In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2022 | Price Forecasting in Energy Market In: Energies. [Full Text][Citation analysis] | article | 0 |
2022 | Is There Any Witching in the Cryptocurrency Market? In: JRFM. [Full Text][Citation analysis] | article | 0 |
2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 0 |
2017 | Searching for Inefficiencies in Exchange Rate Dynamics In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2011 | Mutual influence of exchange assets: analysis and estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Mutual influence of the exchange assets: practical aspects In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | The necessity of stock markets information incorporation into the methodology of credit rating agencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | The Overreaction Hypothesis: The Case of Ukrainian Stock Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2014 | Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009 In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2013 | Force-majeure events and financial market’s behavior In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Long memory in the ukrainian stock market and financial crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2019 | Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | On stock price overreactions: frequency, seasonality and information content In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2012 | The Development Of Inter-Budgetary Relations On The Basis Of Assessment Of Regions’ Financial Potential In: Ukrainian Journal Ekonomist. [Citation analysis] | article | 0 |
2016 | Quasi-Competitiveness of the Audit Services Market in Ukraine: The Aspect of European Integration In: Visnyk of the National Bank of Ukraine. [Full Text][Citation analysis] | article | 0 |
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