Oleksiy Plastun

Sumy State University

Professor

Rymskyi-Korsakov str., 2

Sumy, 40000

Ukraine

SCHOLARLY PAPERS

47

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5,095

SSRN CITATIONS
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Top 11,912

in Total Papers Citations

54

CROSSREF CITATIONS

37

Scholarly Papers (47)

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 390 (81,780)
Citation 6

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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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 135 (233,208)
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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 106 (279,389)
Citation 3

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

2.
Downloads 566 ( 52,325)
Citation 6

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 475 (64,607)
Citation 3

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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 91 (309,464)
Citation 2

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

3.
Downloads 455 ( 68,729)
Citation 4

Price Overreactions in the Cryptocurrency Market

DIW Berlin Discussion Paper No. 1718
Number of pages: 26 Posted: 31 Jan 2018
Guglielmo Maria Caporale and Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 381 (84,103)
Citation 2

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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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 74 (351,397)
Citation 3

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

4.

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 301 (110,459)
Citation 1

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

5.

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 261 (128,486)

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

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 114 (265,147)
Citation 1

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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 63 (383,893)

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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 63 (383,893)

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efficient market hypothesis, weekend effect, trading strategy

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 Oleksiy Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 117 (260,317)

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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
Oleksiy Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 103 (285,171)

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technical analysis, indicator, oscillator, normal distribution

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 209 (159,485)

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

9.

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 200 (166,171)

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FOREX, Anomalies, Overreactions, Abnormal Returns, Patterns

10.

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 160 (202,358)

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

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 89 (313,904)
Citation 2

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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 64 (380,635)

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

12.

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 151 (212,466)
Citation 2

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

13.

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 118 (257,584)

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

14.

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

Number of pages: 39 Posted: 10 Oct 2019
Oleksiy Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 115 (262,280)

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

15.

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 113 (265,628)
Citation 1

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

16.
Downloads 102 (285,228)
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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 56 (407,522)

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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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 32 (510,795)

Abstract:

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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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 14 (630,179)
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

17.

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 101 (287,085)

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

18.

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 Oleksiy Plastun
University of South Africa, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Downloads 89 (311,370)

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

19.

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
Oleksiy Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 86 (318,144)
Citation 1

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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

20.

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 67 (366,998)

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

21.

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 58 (394,611)

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

22.

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 56 (401,415)
Citation 1

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

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 Oleksiy Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 37 (485,377)

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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: 10 Oct 2014
Oleksiy Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 18 (601,025)

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

24.

On the Frequency of Price Overreactions

CESifo Working Paper Series No. 7011
Number of pages: 24 Posted: 09 Jul 2018
Guglielmo Maria Caporale and Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 48 (429,649)

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

25.

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 46 (437,291)
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

26.

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 44 (445,058)

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

27.

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
Oleksiy 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
Downloads 44 (445,058)
Citation 1

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

28.

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
Oleksiy Plastun and Vyacheslav Plastun
Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 43 (449,123)

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

29.

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
Oleksiy Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 42 (453,175)

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

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 24 (559,128)

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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 17 (608,157)

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FOREX, anomalies, price dynamics, frequency of abnormal returns

31.

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 ?F LLC «Sumycoop-audit»
Downloads 36 (479,224)

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ESG investment, standardization, sustainable economy

32.

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
Oleksiy Plastun and Ronald Mynhardt
Sumy State University and University of South Africa
Downloads 36 (479,224)
Citation 1

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

33.

Historical Evolution of Monthly Anomalies in International Stock Markets

Number of pages: 43 Posted: 31 Jul 2019
Oleksiy Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 29 (513,625)

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

34.

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 28 (519,076)

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country’s competitiveness, CSER, ESG disclosure, regulation

35.

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 21 (561,136)
Citation 1

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Ukrainian Stock Market, Force-Majeure Event, Event Study

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 20 (567,421)

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

37.

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 Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Downloads 17 (586,888)

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

38.

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 16 (593,291)

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

39.

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 16 (593,291)
Citation 4

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

40.

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 14 (606,765)

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

41.

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 11 (627,579)

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

42.

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 Oleksiy Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 11 (627,579)

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

43.

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 Oleksiy Plastun
LLC "CPC "Business Perspectives" and Sumy State University
Downloads 11 (627,579)

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

44.

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
Oleksiy Plastun and Serhiy Kozmenko
Sumy State University and LLC "CPC "Business Perspectives"
Downloads 8 (648,791)

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

45.

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
Oleksiy 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 6 (663,186)

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Ukrainian Stock Market, Competitiveness, Concentration

46.

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
Oleksiy 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

47.

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