8
H index
6
i10 index
298
Citations
Alex Plastun : Citation Profile
Sumy State University | RESEARCH PRODUCTION: 39 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
13 years (2011 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Plastun. | Is cited by:
| Cites to:
|
Main data
Where Alex Plastun has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 |
Recent works citing Alex Plastun (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Understanding 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. Full description at Econpapers || Download paper |
| 2024 | Climate 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. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper |
| 2024 | Connectedness 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. Full description at Econpapers || Download paper |
| 2024 | Volatility 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. Full description at Econpapers || Download paper |
| 2024 | Dynamics 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. Full description at Econpapers || Download paper |
| 2024 | Unveiling 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. Full description at Econpapers || Download paper |
| 2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
| 2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, S R ; Rai, Anish ; Mukhia, Kundan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046. Full description at Econpapers || Download paper |
| 2024 | Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611. Full description at Econpapers || Download paper |
| 2024 | Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539. Full description at Econpapers || Download paper |
| 2024 | Connectedness 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. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency 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. Full description at Econpapers || Download paper |
| 2025 | Price 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Whether 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). Iftikhar, Sundas ; Ul, Asad ; Zcan, Rasim. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132. Full description at Econpapers || Download paper |
| 2024 | Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong ; Barson, Zynobia ; Junior, Peterson Owusu. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | A Riskmas Carol. (2024). Angelini, Eliana ; Foglia, Matteo. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137. Full description at Econpapers || Download paper |
| 2025 | Analysing the financial innovation-based characteristics of stock market efficiency using fuzzy decision-making technique. (2025). Mikhaylov, Alexey ; Firli, Anisah ; Rahadian, Dadan ; Yksel, Serhat ; Diner, Hasan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00716-1. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by Alex Plastun:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 2 |
| 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 7 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother version. Agregated cites: 5 | paper | |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2017 | Is Market Fear Persistent? A Long-Memory Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Is market fear persistent? A long-memory analysis.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2017 | The Day of the Week Effect in the Crypto Currency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 46 |
| 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 nother version. Agregated cites: 46 | paper | |
| 2019 | The day of the week effect in the cryptocurrency market.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 111 |
| 2017 | Persistence in the Cryptocurrency Market.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2018 | Persistence in the cryptocurrency market.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
| 2018 | Price Overreactions in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Price Overreactions in the Cryptocurrency Market.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Price overreactions in the cryptocurrency market.(2019) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 4 |
| 2019 | Bitcoin fluctuations and the frequency of price overreactions.(2019) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 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 nother version. Agregated cites: 8 | 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 nother 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 | 1 |
| 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 nother version. Agregated cites: 1 | 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 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | ||
| 2021 | Persistence in ESG and Conventional Stock Market Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Persistence in ESG and conventional stock market indices.(2022) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2021 | Witching Days and Abnormal Profits in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Witching days and abnormal profits in the us stock market.(2023) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Persistence in the Passion Investment Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Halloween Effect in developed stock markets: A historical perspective.(2020) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Long-Term Price Overreactions: Are Markets Inefficient? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Long-term price overreactions: are markets inefficient?.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
| 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 nother version. Agregated cites: 3 | 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 | 11 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | 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 nother 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 nother 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 | 8 |
| 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 nother version. Agregated cites: 8 | 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 nother 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 | 4 |
| 2024 | Price effects after one-day abnormal returns and crises in the stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 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 |
| 2024 | Transformation of the Ukrainian Stock Market: A Data Properties View In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 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 | 2 |
| 2024 | Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team