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Details about Alex Plastun, Sr.

E-mail:
Workplace:Сумський Державний Університет
Faculty of Economics and Management, Sumy State University, (more information at EDIRC)

Access statistics for papers by Alex Plastun, Sr..

Last updated 2020-10-17. Update your information in the RePEc Author Service.

Short-id: ppl82


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Working Papers

2020

  1. Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
    Working Papers, University of Pretoria, Department of Economics
  2. Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects
    CESifo Working Paper Series, CESifo Downloads
  3. The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX
    CESifo Working Paper Series, CESifo Downloads

2019

  1. Halloween Effect in Developed Stock Markets: A US Perspective
    Working Papers, University of Pretoria, Department of Economics
  2. Historical Evolution of Monthly Anomalies in International Stock Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Research in International Business and Finance (2020)
  3. Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Financial Markets and Portfolio Management (2020)
  4. Price Gap Anomaly in the US Stock Market: The Whole Story
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (2020)
  5. Rise and Fall of Calendar Anomalies over a Century
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2019)

2018

  1. Bitcoin Fluctuations and the Frequency of Price Overreactions
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Financial Markets and Portfolio Management (2019)
  2. On the Frequency of Price Overreactions
    CESifo Working Paper Series, CESifo Downloads View citations (1)
  3. Price Overreactions in the Cryptocurrency Market
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) Downloads View citations (2)

    See also Journal Article in Journal of Economic Studies (2019)

2017

  1. Is Market Fear Persistent? A Long-Memory Analysis
    CESifo Working Paper Series, CESifo Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) Downloads View citations (2)

    See also Journal Article in Finance Research Letters (2018)
  2. Long Memory and Data Frequency in Financial Markets
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) Downloads View citations (1)
  3. Persistence in the Cryptocurrency Market
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) Downloads View citations (9)

    See also Journal Article in Research in International Business and Finance (2018)
  4. The Day of the Week Effect in the Crypto Currency Market
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (15)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)

    See also Journal Article in Finance Research Letters (2019)

2016

  1. Calendar Anomalies in the Ukrainian Stock Market
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in CESifo Working Paper Series, CESifo (2016) Downloads View citations (3)

2015

  1. Long-Term Price Overreactions: Are Markets Inefficient?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    See also Journal Article in Journal of Economics and Finance (2019)
  2. The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    See also Journal Article in Journal of Economic Studies (2016)

2014

  1. Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  2. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (2)

    See also Journal Article in Computational Economics (2016)
  3. Short-Term Price Overreaction: Identification, Testing, Exploitation
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (2)

    See also Journal Article in Computational Economics (2018)
  4. The Weekend Effect: A Trading Robot and Fractional Integration Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (5)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (1)

2013

  1. Force-majeure events and financial market’s behavior
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Long memory in the ukrainian stock market and financial crises
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. The Overreaction Hypothesis: The Case of Ukrainian Stock Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)

2012

  1. Mutual influence of the exchange assets: practical aspects
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The necessity of stock markets information incorporation into the methodology of credit rating agencies
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Mutual influence of exchange assets: analysis and estimation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2020

  1. Halloween Effect in developed stock markets: A historical perspective
    International Economics, 2020, 161, (C), 130-138 Downloads
  2. Historical evolution of monthly anomalies in international stock markets
    Research in International Business and Finance, 2020, 52, (C) Downloads
    See also Working Paper (2019)
  3. Momentum effects in the cryptocurrency market after one-day abnormal returns
    Financial Markets and Portfolio Management, 2020, 34, (3), 251-266 Downloads
    See also Working Paper (2019)
  4. Price gap anomaly in the US stock market: The whole story
    The North American Journal of Economics and Finance, 2020, 52, (C) Downloads
    See also Working Paper (2019)
  5. Роль державної інвестиційної політики та відповідального інвестування у фінансуванні сталого розвитку
    Agricultural and Resource Economics: International Scientific E-Journal, 2020, 6, (2) Downloads

2019

  1. Bitcoin fluctuations and the frequency of price overreactions
    Financial Markets and Portfolio Management, 2019, 33, (2), 109-131 Downloads View citations (2)
    See also Working Paper (2018)
  2. Long-term price overreactions: are markets inefficient?
    Journal of Economics and Finance, 2019, 43, (4), 657-680 Downloads View citations (2)
    See also Working Paper (2015)
  3. Price overreactions in the cryptocurrency market
    Journal of Economic Studies, 2019, 46, (5), 1137-1155 Downloads
    See also Working Paper (2018)
  4. Rise and fall of calendar anomalies over a century
    The North American Journal of Economics and Finance, 2019, 49, (C), 181-205 Downloads View citations (5)
    See also Working Paper (2019)
  5. The day of the week effect in the cryptocurrency market
    Finance Research Letters, 2019, 31, (C) Downloads View citations (3)
    See also Working Paper (2017)
  6. Эффект месяца года на рынке криптовалют и портфельный менеджмент // Ефект місяця року на ринку криптовалют і портфельний менеджмент // Month of the year effect in the cryptocurrency market and portfolio management
    European Journal of Management Issues, 2019, 27, (1-2), 29-35 Downloads

2018

  1. Is market fear persistent? A long-memory analysis
    Finance Research Letters, 2018, 27, (C), 140-147 Downloads View citations (3)
    See also Working Paper (2017)
  2. Persistence in the cryptocurrency market
    Research in International Business and Finance, 2018, 46, (C), 141-148 Downloads View citations (27)
    See also Working Paper (2017)
  3. Short-Term Price Overreactions: Identification, Testing, Exploitation
    Computational Economics, 2018, 51, (4), 913-940 Downloads View citations (2)
    See also Working Paper (2014)

2017

  1. Searching for Inefficiencies in Exchange Rate Dynamics
    Computational Economics, 2017, 49, (3), 405-432 Downloads View citations (1)
  2. The weekend effect: a fractional integration and trading robot analysis
    International Journal of Bonds and Derivatives, 2017, 3, (2), 114-131 Downloads View citations (2)

2016

  1. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    Computational Economics, 2016, 47, (2), 275-295 Downloads View citations (5)
    See also Working Paper (2014)
  2. Quasi-Competitiveness of the Audit Services Market in Ukraine: The Aspect of European Integration
    Visnyk of the National Bank of Ukraine, 2016, (237), 27-41 Downloads
  3. The weekend effect: an exploitable anomaly in the Ukrainian stock market?
    Journal of Economic Studies, 2016, 43, (6), 954-965 Downloads View citations (2)
    See also Working Paper (2015)

2012

  1. The Development Of Inter-Budgetary Relations On The Basis Of Assessment Of Regions’ Financial Potential
    Ukrainian Journal Ekonomist, 2012, (5), 16-20
 
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