Alex Plastun

Sumy State University

Professor

Rymskyi-Korsakov str., 2

Sumy, 40000

Ukraine

SCHOLARLY PAPERS

57

DOWNLOADS
Rank 7,285

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Top 7,285

in Total Papers Downloads

12,709

TOTAL CITATIONS
Rank 9,452

SSRN RANKINGS

Top 9,452

in Total Papers Citations

99

Scholarly Papers (57)

The Day of the Week Effect in the Crypto Currency Market

CESifo Working Paper Series No. 6716
Number of pages: 22 Posted: 05 Dec 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 534 (110,971)
Citation 16

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efficient market hypothesis, day of the week effect, crypto currency, BitCoin, anomaly, trading strategy

The Day of the Week Effect in the Crypto Currency Market

DIW Berlin Discussion Paper No. 1694
Number of pages: 23 Posted: 20 Oct 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 261 (249,885)
Citation 2

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Efficient market hypothesis, day of the week effect, crypto currency, BitCoin, anomaly, trading strategy

The Day of the Week Effect in the Crypto Currency Market

Brunel University London, Department of Economics and Finance, Working Paper No. 17-19
Number of pages: 21 Posted: 21 Oct 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 200 (323,025)
Citation 3

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Efficient Market Hypothesis, day of the week effect, crypto currency, BitCoin, anomaly, trading strategy

2.
Downloads 741 (74,145)
Citation 26

Persistence in the Cryptocurrency Market

DIW Berlin Discussion Paper No. 1703
Number of pages: 19 Posted: 08 Dec 2017
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 596 (96,569)
Citation 4

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Crypto currency, BitCoin, persistence, long memory, R/S analysis, fractional integration

Persistence in the Cryptocurrency Market

CESifo Working Paper Series No. 6811
Number of pages: 19 Posted: 21 Feb 2018
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 145 (430,130)
Citation 22

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crypto currency, BitCoin, persistence, long memory, R/S analysis, fractional integration

3.

Price Overreactions in the Forex and Trading Strategies

Brunel University London, Economics and Finance Working Paper Series, No. 19-09
Number of pages: 49 Posted: 30 Apr 2019
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 662 (85,608)

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FOREX, Anomalies, Overreactions, Abnormal Returns, Patterns

4.

ESG Disclosure Regulation: In Search of a Relationship with the Countries Competitiveness

Alex Plastun, Inna Makarenko, Olena Kravchenko, Natalia Ovcharova and Zhanna Oleksich (2019). ESG disclosure regulation: in search of a relationship with the countries’ competitiveness. Problems and Perspectives in Management, 17(3), 76-88. doi:10.21511/ppm.17(3).2019.06
Number of pages: 14 Posted: 10 Oct 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, Sumy State University and Sumy State University
Downloads 630 (91,230)

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country’s competitiveness, CSER, ESG disclosure, regulation

5.
Downloads 619 (93,275)
Citation 7

Price Overreactions in the Cryptocurrency Market

DIW Berlin Discussion Paper No. 1718
Number of pages: 26 Posted: 31 Jan 2018
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 492 (122,638)
Citation 3

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Cryptocurrency market, Bitcoin, overreaction, momentum, abnormal returns, contrarian strategy, trading strategy, trading robot

Price Overreactions in the Cryptocurrency Market

CESifo Working Paper Series No. 6861
Number of pages: 25 Posted: 20 Mar 2018
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 127 (479,542)
Citation 4

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cryptocurrency market, Bitcoin, overreaction, momentum, abnormal returns, contrarian strategy, trading strategy, trading robot

6.

Price Gaps: Another Market Anomaly?

Brunel University London, Dept. of Economics and Finance Working Paper No. 16-16
Number of pages: 25 Posted: 11 Oct 2016
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 499 (122,101)
Citation 1

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Price Gaps, Trading Strategy, Technical Analysis, FOREX, Stock Market, Commodities, Anomaly, Efficient Market Hypothesis

7.

Price Gap Anomaly in the US Stock Market: The Whole Story

Number of pages: 39 Posted: 10 Oct 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 482 (127,321)

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Price Gap Anomaly, Trading Strategy, Stock Market, Momentum Effect, Efficient Market Hypothesis

8.

Is There a Friday Effect in Financial Markets?

Brunel University London, Department of Economics and Finance Working Paper Series No. 17-04
Number of pages: 23 Posted: 06 Feb 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 415 (151,978)

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Calendar Anomalies, Day-of-the-Week Effect, Stock Market, Efficient Market Hypothesis

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

DIW Berlin Discussion Paper No. 1386
Number of pages: 22 Posted: 03 Oct 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 198 (326,162)
Citation 3

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Efficient Market Hypothesis; weekend effect; trading strategy

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

CESifo Working Paper Series No. 4849
Number of pages: 20 Posted: 09 Jul 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 100 (576,709)

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efficient market hypothesis, weekend effect, trading strategy

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

DIW Berlin Discussion Paper No. 1386
Number of pages: 22 Posted: 19 Jun 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 85 (641,053)

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Efficient Market Hypothesis; weekend effect; trading strategy

10.

Momentum Effects in the Cryptocurrency Market after One-Day Abnormal Returns

CESifo Working Paper No. 7917
Number of pages: 39 Posted: 27 Nov 2019
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 357 (179,848)

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cryptocurrencies, anomalies, momentum effect, overreactions, abnormal returns, patterns

11.

Detecting 'Fake' Price Movements: A Convergence/Divergence Indicator

Brunel University London, Economics and Finance Working Paper No. 15-15
Number of pages: 24 Posted: 26 Mar 2016 Last Revised: 16 Jun 2018
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 355 (180,956)

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Pair trading, oscillator, trading strategy, convergence/divergence indicator (CDI)

12.

Market Efficiency of Traditional Stock Market Indices and Social Responsible Indices: The Role of Sustainability Reporting

Henry Mynhardt, Inna Makarenko and Alex Plastun (2017). Market efficiency of traditional stock market indices and social responsible indices: the role of sustainability reporting. Investment Management and Financial Innovations, 14(2), 94-106. doi:10.21511/imfi.14(2).2017.09
Number of pages: 14 Posted: 15 Jun 2017
Ronald Mynhardt, Inna Makarenko and Alex Plastun
University of South Africa (UNISA), National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Downloads 340 (189,697)
Citation 2

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corporate social responsibility, sustainability reporting, long-term memory, social responsible indices, efficient market hypotheses (EMH)

Indicators DZ and RDZ: Essence, Methods of Calculation, Signals and Rules of Trading

Investment Management and Financial Innovations, Volume 8, Issue 3, 2011
Number of pages: 8 Posted: 21 Oct 2013
Serhiy Kozmenko and Alex Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 169 (377,235)

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technical analysis, indicator, oscillator, normal distribution

Indicators DZ and RDZ: Essence, Methods of Calculation, Signals and Rules of Trading

Investment Management and Financial Innovations, Volume 8, Issue 3, 2011
Number of pages: 8 Posted: 03 Oct 2014
Alex Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 159 (397,907)

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technical analysis, indicator, oscillator, normal distribution

14.

Environmental, Social and Governance Investment Standardization: Moving Towards Sustainable Economy

Alex Plastun, Inna Makarenko, Yulia Yelnikova and Serhiy Makarenko (2019). Environmental, social and governance investment standardization: moving towards sustainable economy. Environmental Economics, 10(1), 12-22. doi:10.21511/ee.10(1).2019.02
Number of pages: 12 Posted: 31 Jul 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University and АF LLC «Sumycoop-audit»
Downloads 310 (209,505)
Citation 1

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ESG investment, standardization, sustainable economy

15.

Is Market Fear Persistent? A Long-Memory Analysis?

CESifo Working Paper Series No. 6534
Number of pages: 20 Posted: 20 Jul 2017
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 298 (218,462)
Citation 4

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market fear, VIX, persistence, long memory, R/S analysis, fractional integration

16.

Rise and Fall of Calendar Anomalies over a Century

University of Pretoria Department of Economics Working Paper Series (2019)
Number of pages: 45 Posted: 25 Apr 2019 Last Revised: 08 May 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 291 (224,116)
Citation 2

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Calendar Anomalies, Day of the Week Effect, Turn of the Month Effect, Turn of the Year Effect, Holiday Effect, Stock Market, Dow Jones Industrial Average Index

17.

Short-Term Price Overreactions: Identification, Testing, Exploitation

CESifo Working Paper Series No. 5066
Number of pages: 28 Posted: 02 Dec 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 289 (225,709)
Citation 2

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efficient market hypothesis, anomaly, overreaction hypothesis, abnormal returns, contrarian strategy, trading strategy, trading robot, t-test

18.
Downloads 277 (235,872)
Citation 1

Calendar Anomalies in the Ukrainian Stock Market

CESifo Working Paper Series No. 5877
Number of pages: 36 Posted: 20 May 2016
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 163 (389,366)

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calendar anomalies, Day of the Week Effect, Turn of the Month Effect, Month of the Year Effect, January Effect, Holiday Effect, Halloween Effect

Calendar Anomalies in the Ukrainian Stock Market

Guglielmo Maria Caporale and Alex Plastun (2017). Calendar anomalies in the Ukrainian stock market. Investment Management and Financial Innovations (open-access), 14(1), 104-114. doi:10.21511/imfi.14(1).2017.11
Number of pages: 11 Posted: 19 Dec 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 70 (718,167)

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Calendar Anomalies, Day of the Week Effect, Turn of the Month Effect, Month of the Year Effect, January Effect, Holiday Effect, Halloween Effect

Calendar Anomalies in the Ukrainian Stock Market

Guglielmo Maria Caporale and Alex Plastun (2017). Calendar anomalies in the Ukrainian stock market. Investment Management and Financial Innovations, 14(1), 104-114. doi:10.21511/imfi.14(1).2017.11
Number of pages: 12 Posted: 15 Jun 2017
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 44 (907,615)
Citation 1

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calendar anomalies, day-of-the-week effect, turn-of-the-month effect, month-of-the-year effect, January effect, Holiday effect, Halloween effect

19.

Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets

CESifo Working Paper No. 8783
Number of pages: 54 Posted: 28 Dec 2020
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 245 (267,000)

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Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

CESifo Working Paper Series No. 4752
Number of pages: 22 Posted: 09 May 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 145 (430,130)
Citation 1

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efficient market hypothesis, intraday patterns, time of the day anomaly, trading strategy

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

DIW Berlin Discussion Paper No. 1377
Number of pages: 24 Posted: 07 May 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 97 (588,676)
Citation 1

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Efficient Market Hypothesis, intraday patterns, time of the day anomaly, trading strategy

21.

Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects

CESifo Working Paper No. 8445
Number of pages: 40 Posted: 28 Jul 2020
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 237 (275,802)

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commodities, anomalies, momentum effect, contrarian effect, abnormal returns

22.

Long Memory and Data Frequency in Financial Markets

DIW Berlin Discussion Paper No. 1647
Number of pages: 21 Posted: 10 Mar 2017
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 206 (315,527)

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Persistence, Long Memory, R/S Analysis, Fractional Integration

23.

Halloween Effect in Developed Stock Markets: A US Perspective

University of Pretoria, Department of Economics Working Paper Series, No. 2019-14
Number of pages: 49 Posted: 30 Apr 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 188 (343,389)
Citation 1

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Calendar Anomalies, Halloween Effect, Stock Market, Efficient Market Hypothesis

24.

Seven Pitfalls of Technical Analysis

CESifo Working Paper No. 10213
Number of pages: 10 Posted: 25 Jan 2023
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 181 (355,492)

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technical analysis, data snooping, financial markets, price forecasting, trading

The Frequency of One-Day Abnormal Returns and Price Fluctuations in the Forex

Brunel Economics and Finance Working Paper No. 2005
Number of pages: 42 Posted: 15 Apr 2020
Brunel University London - Department of Economics and Finance, Sumy State University and Sumy State University
Downloads 111 (533,131)

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FOREX, anomalies, price dynamics, frequency of abnormal returns

The Frequency of One-Day Abnormal Returns and Price Fluctuations in the Forex

CESifo Working Paper No. 8196
Number of pages: 43 Posted: 07 Apr 2020
Brunel University London - Department of Economics and Finance, Sumy State University and Sumy State University
Downloads 70 (718,167)

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FOREX, anomalies, price dynamics, frequency of abnormal returns

The Necessity of Stock Markets Information Incorporation into the Methodology of Credit Rating Agencies

Investment Management and Financial Innovations, Volume 9, Issue 3, 2012
Number of pages: 11 Posted: 10 Oct 2014
Alex Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 107 (548,215)

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credit rating agency, credit rating, stock market, financial markets

The Necessity of Stock Markets Information Incorporation into the Methodology of Credit Rating Agencies

Investment Management and Financial Innovations, Volume 9, Issue 3, 2012
Number of pages: 11 Posted: 19 Apr 2014
Serhiy Kozmenko and Alex Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 69 (723,969)

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credit rating agency, credit rating, stock market, financial markets

27.

Short-Term Price Overreaction: Identification, Testing, Exploitation

DIW Berlin Discussion Paper No. 1423
Number of pages: 29 Posted: 19 Nov 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 174 (368,056)
Citation 1

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Efficient Market Hypothesis, anomaly, overreaction hypothesis, abnormal returns, contrarian strategy, trading strategy, trading robot, t-test

28.

Long Memory and Data Frequency in Financial Markets

CESifo Working Paper Series No. 6396
Number of pages: 22 Posted: 18 Apr 2017
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 167 (381,585)

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persistence, long memory, R/S analysis, fractional integration

29.

Force Majeure Events and Stock Market Reactions In Ukraine

Brunel University London, Economics and Finance Working Paper Series, No. 19-05
Number of pages: 24 Posted: 30 Apr 2019
Brunel University London - Department of Economics and Finance, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 160 (395,914)
Citation 1

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Ukrainian Stock Market, Force-Majeure Event, Event Study

30.

Persistence in ESG and Conventional Stock Market Indices

CESifo Working Paper No. 9098
Number of pages: 28 Posted: 03 Jun 2021
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 154 (408,950)
Citation 4

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31.

The Overreaction Hypothesis: The Case of Ukrainian Stock Market

Mynhardt, R.H., Plastun, A. "The overreaction hypothesis: The case of Ukrainian stock market" Corporate Ownership and Control Volume 11, Issue 1 E, 2013, Pages 406-422
Number of pages: 17 Posted: 27 Sep 2014 Last Revised: 20 Dec 2014
Alex Plastun and Ronald Mynhardt
Sumy State University and University of South Africa (UNISA)
Downloads 144 (431,943)
Citation 3

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efficient market hypothesis, overreaction hypothesis, abnormal returns, contrarian strategy, stock market

32.

Long-Term Price Overreactions: Are Markets Inefficient?

DIW Berlin Discussion Paper No. 1444
Number of pages: 27 Posted: 22 Jan 2015
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 126 (480,605)
Citation 1

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Efficient Market Hypothesis, anomaly, overreaction hypothesis, abnormal returns, contrarian strategy, trading strategy, trading robot, t-test

33.

Witching Days and Abnormal Profits in the US Stock Market

CESifo Working Paper No. 9360
Number of pages: 26 Posted: 28 Oct 2021
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 124 (486,633)

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witching days, abnormal returns, stock markets, anomalies, trading

34.

The Viability of Asset Price Channel Implementation to the Monetary Transmission Mechanism of Ukraine

Serhiy Kozmenko and Oleksiy Plastun (2016). The Viability of Asset Price Channel Implementation to the Monetary Transmission Mechanism of Ukraine. Investment Management and Financial Innovations, 13(4). doi:10.21511/imfi.13(4).2016.05
Number of pages: 11 Posted: 15 Jun 2017
Alex Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 118 (505,537)

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Central Bank, the asset price channel, monetary transmission mechanism, monetary policy, Tobin’s q effect

35.

Bitcoin Returns and the Frequency of Daily Abnormal Returns

Number of pages: 22 Posted: 23 Jun 2020
Brunel University London - Department of Economics and Finance, Sumy State University and Sumy State University
Downloads 115 (515,506)

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cryptocurrency, Bitcoin, anomalies, abnormal returns, frequency of abnormal returns, regression analysis

36.

Exploring Price Gap Anomaly in the Ukrainian Stock Market

Alex Plastun, Inna Makarenko, Lyudmila Khomutenko, Svitlana Shcherbak and Olha Tryfonova (2019). Exploring price gap anomaly in the Ukrainian stock market. Investment Management and Financial Innovations, 16(2), 150-158. doi:10.21511/imfi.16(2).2019.13
Number of pages: 10 Posted: 31 Jul 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, Sumy State University and Oles Honchar Dnipro National University
Downloads 108 (540,324)

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Efficient Market Hypothesis, market anomaly, momentum effect, price gaps, reversal pattern, seasonality, stock market, trading strategy

37.

Mutual Influence of Exchange Assets: Analysis and Estimation

Banks and Bank Systems, Volume 6, Issue 2, 2011
Number of pages: 6 Posted: 21 Oct 2013
Serhiy Kozmenko and Alex Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 105 (551,717)

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exchange assets, correlation analysis, forecast, price dynamic analysis, prediction, market “focus”

38.

Calendar Anomalies in the Ukrainian Stock Market

DIW Berlin Discussion Paper No. 1573
Number of pages: 37 Posted: 28 Apr 2016 Last Revised: 21 May 2016
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 104 (555,630)
Citation 3

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Calendar anomalies, day of the week effect, turn of the month effect, month of the year effect, January effect, holiday effect, Halloween effect

39.

Historical Evolution of Monthly Anomalies in International Stock Markets

Number of pages: 43 Posted: 31 Jul 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 100 (571,472)
Citation 3

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Calendar Anomalies, Month of the Year Effect, Stock Market, Efficient Market Hypothesis, January Effect, December Effect, Mark Twain Effect

40.

Competitiveness in the Ukrainian Stock Market and Local Crisis of 2013–2015

Alex Plastun, Inna Makarenko and Ievgen Balatskyi (2018). Competitiveness in the Ukrainian stock market and local crisis of 2013–2015. Investment Management and Financial Innovations, 15(2), 29-39. doi:10.21511/imfi.15(2).2018.03
Number of pages: 12 Posted: 09 May 2018
Alex Plastun, Inna Makarenko and Ievgen Balatskyi
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Downloads 100 (571,472)

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Ukrainian Stock Market, Competitiveness, Concentration

41.

Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009

Mynhardt, R.H., Plastun, A., Makarenko, I., 2014 "Behavior of financial markets efficiency during the financial market crisis: 2007 - 2009" Corporate Ownership and Control, 2014, 11 (2 F) , pp. 531-546
Number of pages: 17 Posted: 27 Sep 2014 Last Revised: 20 Dec 2014
Alex Plastun, Inna Makarenko and Ronald Mynhardt
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and University of South Africa (UNISA)
Downloads 95 (590,991)
Citation 1

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Persistence, R/S Analysis, Hurst exponent, Fractal market Hypothesis, efficiency of financial market.

42.

Bitcoin Fluctuations and the Frequency of Price Overreactions

CESifo Working Paper No. 7280
Number of pages: 27 Posted: 21 Feb 2019
Brunel University London - Department of Economics and Finance, Sumy State University and Sumy State University
Downloads 92 (603,025)

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cryptocurrency, Bitcoin, anomalies, overreactions, abnormal returns, frequency of overreactions

43.

Persistence in High Frequency Financial Data

CESifo Working Paper No. 10045
Number of pages: 17 Posted: 03 Nov 2022
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 91 (607,092)

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persistence, long memory, R/S analysis, high-frequency data

44.

Is Market Fear Persistent? A Long-Memory Analysis

DIW Berlin Discussion Paper No. 1670
Number of pages: 21 Posted: 19 Jun 2017
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Downloads 90 (611,206)
Citation 1

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Market Fear, VIX, Persistence, Long Memory, R/S Analysis, Fractional Integration

45.

Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market

University of Nebraska and Loughborough University Working Paper: 2020-16
Number of pages: 32 Posted: 19 Feb 2021
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 88 (619,852)

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Overreaction, Momentum Effect, Contrarian Effect, Abnormal Returns, Stock Market; Dow Jones Index

46.

Momentum and Contrarian Effects in the Ukrainian Stock Market: Case of Daily Overreactions

Alex Plastun, Nataliya Strochenko, Olga Zhmaylova, Liudmyla Sliusareva and Sergiy Bashlay (2020). Momentum and contrarian effects in the Ukrainian stock market: case of daily overreactions. Investment Management and Financial Innovations, 17(1), 24-34. doi:10.21511/imfi.17(1).2020.03
Number of pages: 12 Posted: 11 Mar 2020
Sumy State University, The Sumy National Agrarian University, affiliation not provided to SSRN, affiliation not provided to SSRN and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 85 (633,161)
Citation 1

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abnormal returns, contrarian effect, momentum effect, overreactions, patterns, Ukrainian stock market

47.

Force-Majeure Events and Financial Market’s Behavior

Plastun, O., Plastun, V., 2013, "Force-Majeure Events And Financial Market’s Behavior", Socioekonomicke a humanitni studie. 2013. No 2, vol. 3. pp. 43-59
Number of pages: 22 Posted: 01 Oct 2014
Alex Plastun and Vyacheslav Plastun
Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 81 (651,434)

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financial market, force-majeure event, financial market’s efficiency, events study

48.

On the Frequency of Price Overreactions

CESifo Working Paper Series No. 7011
Number of pages: 24 Posted: 09 Jul 2018
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 80 (656,142)
Citation 1

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Stock Markets, Anomalies, Overreactions, Abnormal Returns, VIX, Frequency of Overreactions

49.

Persistence in the Passion Investment Market

CESifo Working Paper No. 9586
Number of pages: 29 Posted: 24 Feb 2022
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and Sumy State University
Downloads 54 (806,400)

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passion investment, persistence, long memory, R/S analysis, fractional integration

50.

Exploring Frequency of Price Overreactions in the Ukrainian Stock Market

Investment Management and Financial Innovations, 15(3), 157-168. Doi:10.21511/imfi.15(3).2018.13
Number of pages: 13 Posted: 28 Aug 2018
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, University of State Fiscal Service of Ukraine and Sumy State University
Downloads 53 (813,617)

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stock market, crisis, frequency analysis, overreactions, frequency of overreactions

51.

Long Memory in the Ukrainian Stock Market and Financial Crises

Working Paper No. 13-27. – Brunel University, London
Number of pages: 31 Posted: 04 Oct 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 51 (828,683)
Citation 5

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Persistence, Long Memory, R/S Analysis, Fractional Integration

52.

Price Effects after One-Day Abnormal Returns and Crises in the Stock Markets

Number of pages: 58 Posted: 11 May 2023
Alex Plastun, Xolani Sibande, Rangan Gupta and Qiang Ji
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 45 (877,139)

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Momentum Effect, Contrarian Effect, Abnormal Returns, Stock Market, Crisis

53.

Mutual Influence of the Exchange Assets: Practical Aspects

Banks and Bank Systems, Volume 6, Issue 4, 2011
Number of pages: 6 Posted: 22 Oct 2013
Serhiy Kozmenko and Alex Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 33 (991,599)

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exchange assets, correlation analysis, fast correlation, slow correlation, forecast, price dynamic analysis, prediction, market “focus”, arbitrage, speculations

54.

Science vs Propaganda: The Case of Russia

Number of pages: 16 Posted: 13 Sep 2024
Alex Plastun, Inna Makarenko and Tetiana Hryn'ova
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Laboratoire d'Annecy De Physique Des Particules (LAPP)
Downloads 27 (1,058,628)
Citation 1

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Ukraine War, Academic publications, Propaganda identification, Sanctions against Russia

55.

Potemkin Village of Russian Science: The Case of Editorial Boards

Oleksii Plastun, Inna Makarenko, Tetiana Berger-Hrynova. Potemkin village of Russian science: The case of Editorial Boards. Sumy State University; CNRS. 2024, pp.11. 
Number of pages: 12 Posted: 03 Jan 2025
Alex Plastun, Inna Makarenko and Tetiana Hryn'ova
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Laboratoire d'Annecy De Physique Des Particules (LAPP)
Downloads 18 (1,169,815)

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Sanctions against Russia, science, editorial board

56.

Chapter 24: Behavioral Finance Market Hypotheses

Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 439-459, New York, NY: Oxford University Press, 2017.
Posted: 14 Jun 2017
Alex Plastun
Sumy State University

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behavioral finance, behavioural finance, adaptive markets hypothesis, overreaction hypothesis, underreaction hypothesis, noisy market hypothesis, functional fixation hypothesis, fractal market hypothesis

57.

The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?

DIW Berlin Discussion Paper No. 1458
Posted: 12 Mar 2015
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University

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Efficient market hypothesis, weekend effect, trading strategy