Olha Tryfonova

Oles Honchar Dnipro National University

Dnipro

Ukraine

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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
Alex Plastun, Inna Makarenko, Lyudmila Khomutenko, Svitlana Shcherbak and Olha Tryfonova
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
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Efficient Market Hypothesis, market anomaly, momentum effect, price gaps, reversal pattern, seasonality, stock market, trading strategy