Alex Plastun : Citation Profile


Sumy State University

8

H index

6

i10 index

343

Citations

RESEARCH PRODUCTION:

41

Articles

46

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 24
   Journals where Alex Plastun has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 47 (12.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl82
   Updated: 2025-12-20    RAS profile: 2025-07-06    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (15)

GUPTA, RANGAN (10)

Sibande, Xolani (8)

Wohar, Mark (6)

Gil-Alana, Luis (3)

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

Is cited by:

Caporale, Guglielmo Maria (17)

Gil-Alana, Luis (15)

Spagnolo, Nicola (8)

Spagnolo, Fabio (8)

GUPTA, RANGAN (7)

masciandaro, donato (7)

Gabauer, David (5)

Czudaj, Robert (5)

Cillo, Alessandra (5)

YAYA, OLAOLUWA (5)

Gonçalves, Tiago (5)

Cites to:

Caporale, Guglielmo Maria (60)

Gil-Alana, Luis (44)

GUPTA, RANGAN (25)

Fama, Eugene (20)

Wohar, Mark (19)

Velasco, Carlos (16)

Sibande, Xolani (15)

Thaler, Richard (15)

Makarenko, Inna (13)

Fortune, Peter (10)

Titman, Sheridan (10)

Main data


Where Alex Plastun has published?


Journals with more than one article published# docs
Research in International Business and Finance4
The North American Journal of Economics and Finance4
Journal of Economic Studies3
Computational Economics3
Financial Markets and Portfolio Management3
Journal of Economics and Finance2
Finance Research Letters2
JRFM2
Journal of Applied Economics2
Cogent Economics & Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo20
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 Economics7

Recent works citing Alex Plastun (2025 and 2024)


YearTitle of citing document
2024Calendar Anomalies in NFT Coins. (2024). Ergun, Zeliha Can. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:1:p:43-60.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2025Stock Market Calendar Anomalies in Sub-Saharan Africa Stock Markets. (2025). Murekachiro, Dennis. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:2:p:42-49.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024Influence of ESG on Sustainability Reporting: Mediation Rule of Green Innovation and Investor Sentiment. (2024). Ismail, Tubagus ; Soleha, Nurhayati ; Taqi, Muhammad ; Siregar, Inova Fitri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-50.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2024Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700.

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2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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2025The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2024Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2024Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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2025To outperform: Sell-in-May enhanced with bond investments. (2025). Lien, Donald ; Hsu, Chih-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003639.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

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2025Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161.

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2025On the return distributions of a basket of cryptocurrencies and subsequent implications. (2025). Brner, Christoph J ; Schmitz, Tim ; Krzinger, Lars M ; Hoffmann, Ingo. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000055.

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2024Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006506.

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2025Cryptocurrency research: Bibliometric review and content analysis. (2025). Tripathy, Naliniprava ; Atree, Manish Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001030.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Bitcoin forks: What drives the branches?. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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2024Evaluating asset pricing anomalies: Evidence from Latin America. (2024). Lizarzaburu, Edmundo ; Berggrun, Luis ; Cardona, Emilio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001740.

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2024Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025An Assessment of the Roles of the Government, Regulators, and Investors in ESG Implementation in South Africa: A Scoping Review. (2025). Mamvura, Kuziva ; Sibanda, Mabutho ; Chawarura, Wilfreda Indira. In: Administrative Sciences. RePEc:gam:jadmsc:v:15:y:2025:i:6:p:220-:d:1672237.

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2025Optimisation of Cryptocurrency Trading Using the Fractal Market Hypothesis with Symbolic Regression. (2025). Blackledge, Jonathan. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:22-:d:1764730.

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2024Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID-19 Pandemic. (2024). Sahu, Sonal ; Kim, Jong-Min ; Ramirez, Alejandro Fonseca. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:351-:d:1454951.

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2025Price Gaps and Volatility: Do Weekend Gaps Tend to Close?. (2025). van Zyl, Terence ; van Rensburg, Marnus Janse. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:132-:d:1604237.

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2025Is Bitcoin’s Market Maturing? Cumulative Abnormal Returns and Volatility in the 2024 Halving and Past Cycles. (2025). Lima, Fabiano Guasti ; Magnani, Vincius Medeiros ; Veloso, Vincius ; Gatsios, Rafael Confetti. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:242-:d:1647669.

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2024Optimizing Cryptocurrency Returns: A Quantitative Study on Factor-Based Investing. (2024). Seabe, Phumudzo Lloyd ; Pindza, Edson ; Bambe, Claude Rodrigue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:9:p:1351-:d:1385677.

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2024Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis. (2024). OZCAN, Rasim ; Iftikhar, Sundas ; Ul, Asad. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132.

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2025Price Gap Anomaly: Empirical Study of Opening Price Gaps and Price Disparities in Chinese Stock Indices. (2025). Nadarajah, Saralees ; Si, Yuancheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09461-y.

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2024After the Split: Market Efficiency of Bitcoin Cash. (2024). Park, Taeyoung ; Ahn, Kwangwon ; Jeon, Jooyoung ; Kim, Hyeonoh ; Yi, Eojin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10427-x.

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2025COVID-19 and persistence in the stock market: a study on a leading emerging market. (2025). Bhattacharjee, Anindita ; Nandy, Monomita ; Lodh, Suman. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:2:d:10.1057_s41310-024-00250-7.

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2024Financial network communities and methodological insights: a case study for Borsa Istanbul Sustainability Index. (2024). Akguller, Omer ; Balci, Mehmet Ali ; Batrancea, Larissa M ; Nichita, Anca. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03527-y.

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2024Modeling opening price spread of Shanghai Composite Index based on ARIMA-GRU/LSTM hybrid model. (2024). Si, Yuancheng ; Nadarajah, Saralees ; Xu, Chunmin ; Zhang, Zongxin. In: PLOS ONE. RePEc:plo:pone00:0299164.

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2024Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Owusu Junior, Peterson ; Barson, Zynobia ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335.

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2025Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation. (2025). Bhatia, Parul ; Jain, Lipika. In: FIIB Business Review. RePEc:sae:fbbsrw:v:14:y:2025:i:1:p:71-88.

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2024A Riskmas Carol. (2024). Foglia, Matteo ; Angelini, Eliana. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024Assessing risk profiles of ESG portfolios in global financial markets. (2024). Roy, Vishal ; Jaiswal, Twinkle ; Gautam, Amit. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:51:y:2024:i:2:d:10.1007_s40622-024-00388-x.

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2025Investigating the evolutionary relationship of coupling coordination between the social economy and lake water environment integrating multi-source data: a case study of Hefei, China. (2025). Qin, Xuemin ; Hu, Xiaoxuan ; Xia, Wei. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04541-5.

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2024Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9.

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2024ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine. (2024). Neszveda, Gabor ; Baranyai, Eszter ; Zaremba, Adam ; Kovacs, Boglarka Bianka. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:3:d:10.1007_s40821-024-00277-4.

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2025Analysing the financial innovation-based characteristics of stock market efficiency using fuzzy decision-making technique. (2025). Mikhaylov, Alexey ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00716-1.

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2024Exploring Calendar Effects in Bitcoin Returns: An Analysis of Market Efficiency. (2024). Liu, Chen-Han. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:4:f:14_4_3.

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2024Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-13.

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2024The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?. (2024). Urszula, Augustynowicz ; Marcin, Potrykus. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:60:y:2024:i:3:p:157-172:n:1001.

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2025Cryptocurrency Management from the Beginning to the Present. (2025). Laurentiu, Ion Eduard ; Ioana, Moncea Madalina ; Razvan, Dobrea Catalin ; Cristina, Dima. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:331-340:n:1004.

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2024The Skewness‐Kurtosis plane for cryptocurrencies universe. (2024). Karagiorgis, Ariston ; Drakos, Konstantinos ; Ballis, Antonis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2543-2555.

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2024Forecasting of cryptocurrencies: Mapping trends, influential sources, and research themes. (2024). Peiulis, Tomas ; Ahmad, Nisar ; Bibi, Aqsa ; Menegaki, Angeliki N. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1880-1901.

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Works by Alex Plastun:


YearTitleTypeCited
2022Corporate Transparency, Sustainable Development and SDG 2 and 12 in Agriculture: The Case of Ukraine In: AGRIS on-line Papers in Economics and Informatics.
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article1
2022Transparency of agriculture companies: rationale of responsible investment for better decision making under sustainability In: Agricultural and Resource Economics: International Scientific E-Journal.
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article2
2022Persistence in High Frequency Financial Data In: CESifo Working Paper Series.
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paper0
2023Seven Pitfalls of Technical Analysis In: CESifo Working Paper Series.
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paper0
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series.
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paper10
2014Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 10
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2016Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics.
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This paper has nother version. Agregated cites: 10
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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 nother version. Agregated cites: 4
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2014Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series.
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paper7
2014Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 7
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2018Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics.
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This paper has nother version. Agregated cites: 7
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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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This paper has nother version. Agregated cites: 2
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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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This paper has nother version. Agregated cites: 5
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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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This paper has nother version. Agregated cites: 14
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2018Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 14
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2017The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series.
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paper59
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 nother version. Agregated cites: 59
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2019The day of the week effect in the cryptocurrency market.(2019) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 59
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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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This paper has nother version. Agregated cites: 123
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2018Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 123
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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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This paper has nother version. Agregated cites: 12
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2019Price overreactions in the cryptocurrency market.(2019) In: Journal of Economic Studies.
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This paper has nother version. Agregated cites: 12
article
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