Details about Alex Plastun

Access statistics for papers by Alex Plastun.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: ppl82

Working Papers

2023

1. Seven Pitfalls of Technical Analysis
   CESifo Working Paper Series, CESifo

2022

2. Persistence in High Frequency Financial Data
   CESifo Working Paper Series, CESifo
3. Persistence in the Passion Investment Market
   CESifo Working Paper Series, CESifo View citations (2)
4. Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Price effects after one-day abnormal returns and crises in the stock markets, Research in International Business and Finance, Elsevier (2024) (2024)

2021

5. Persistence in ESG and Conventional Stock Market Indices
   CESifo Working Paper Series, CESifo
   See also Journal Article Persistence in ESG and conventional stock market indices, Journal of Economics and Finance, Springer (2022) View citations (6) (2022)
6. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices, The North American Journal of Economics and Finance, Elsevier (2022) View citations (8) (2022)
7. Witching Days and Abnormal Profits in the US Stock Market
   CESifo Working Paper Series, CESifo View citations (1)
   See also Journal Article Witching days and abnormal profits in the us stock market, Cogent Economics & Finance, Taylor & Francis Journals (2023) (2023)

2020

8. Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets
   CESifo Working Paper Series, CESifo
   See also Journal Article Abnormal returns and stock price movements: some evidence from developed and emerging markets, Journal of Investment Strategies, Journal of Investment Strategies
9. Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Evolution of price effects after one-day abnormal returns in the US stock market, The North American Journal of Economics and Finance, Elsevier (2021) View citations (5) (2021)
10. Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Gold and oil prices: abnormal returns, momentum and contrarian effects, Financial Markets and Portfolio Management, Springer (2021) View citations (1) (2021)
11. The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX
    CESifo Working Paper Series, CESifo
    See also Journal Article The frequency of one-day abnormal returns and price fluctuations in the forex, Journal of Applied Economics, Taylor & Francis Journals (2021) (2021)

2019

12. Halloween Effect in Developed Stock Markets: A US Perspective
    Working Papers, University of Pretoria, Department of Economics View citations (1)
13. Historical Evolution of Monthly Anomalies in International Stock Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Historical evolution of monthly anomalies in international stock markets, Research in International Business and Finance, Elsevier (2020) View citations (3) (2020)
14. Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Momentum effects in the cryptocurrency market after one-day abnormal returns, Financial Markets and Portfolio Management, Springer (2020) View citations (13) (2020)
15. Price Gap Anomaly in the US Stock Market: The Whole Story
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Price gap anomaly in the US stock market: The whole story, The North American Journal of Economics and Finance, Elsevier (2020) View citations (1) (2020)
16. Rise and Fall of Calendar Anomalies over a Century
    Working Papers, University of Pretoria, Department of Economics View citations (20)
    See also Journal Article Rise and fall of calendar anomalies over a century, The North American Journal of Economics and Finance, Elsevier (2019) View citations (21) (2019)

2018

17. Bitcoin Fluctuations and the Frequency of Price Overreactions
    CESifo Working Paper Series, CESifo
    See also Journal Article Bitcoin fluctuations and the frequency of price overreactions, Financial Markets and Portfolio Management, Springer (2019) View citations (7) (2019)
18. On the Frequency of Price Overreactions
    CESifo Working Paper Series, CESifo View citations (3)
19. Price Overreactions in the Cryptocurrency Market
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) View citations (3)
    See also Journal Article Price overreactions in the cryptocurrency market, Journal of Economic Studies, Emerald Group Publishing Limited (2019) View citations (20) (2019)

2017

20. Is Market Fear Persistent? A Long-Memory Analysis
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) View citations (3)
    See also Journal Article Is market fear persistent? A long-memory analysis, Finance Research Letters, Elsevier (2018) View citations (14) (2018)
21. Long Memory and Data Frequency in Financial Markets
    CESifo Working Paper Series, CESifo View citations (5)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) View citations (4)
22. Persistence in the Cryptocurrency Market
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (17)
    Also in CESifo Working Paper Series, CESifo (2017) View citations (2)
    See also Journal Article Persistence in the cryptocurrency market, Research in International Business and Finance, Elsevier (2018) View citations (110) (2018)
23. The Day of the Week Effect in the Crypto Currency Market
    CESifo Working Paper Series, CESifo View citations (12)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2017) View citations (19)
    See also Journal Article The day of the week effect in the cryptocurrency market, Finance Research Letters, Elsevier (2019) View citations (38) (2019)

2016

24. Calendar Anomalies in the Ukrainian Stock Market
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
    Also in CESifo Working Paper Series, CESifo (2016) View citations (5)

2015

25. Long-Term Price Overreactions: Are Markets Inefficient?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
    See also Journal Article Long-term price overreactions: are markets inefficient?, Journal of Economics and Finance, Springer (2019) View citations (10) (2019)
26. The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
    See also Journal Article The weekend effect: an exploitable anomaly in the Ukrainian stock market?, Journal of Economic Studies, Emerald Group Publishing Limited (2016) View citations (3) (2016)

2014

27. Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009
    MPRA Paper, University Library of Munich, Germany View citations (11)
28. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
    Also in CESifo Working Paper Series, CESifo (2014) View citations (2)
    See also Journal Article Intraday Anomalies and Market Efficiency: A Trading Robot Analysis, Computational Economics, Springer (2016) View citations (10) (2016)
29. Short-Term Price Overreaction: Identification, Testing, Exploitation
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
    Also in CESifo Working Paper Series, CESifo (2014) View citations (2)
    See also Journal Article Short-Term Price Overreactions: Identification, Testing, Exploitation, Computational Economics, Springer (2018) View citations (16) (2018)
30. The Weekend Effect: A Trading Robot and Fractional Integration Analysis
    CESifo Working Paper Series, CESifo View citations (3)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (8)

2013

31. Force-majeure events and financial market’s behavior
    MPRA Paper, University Library of Munich, Germany
32. Long memory in the ukrainian stock market and financial crises
    MPRA Paper, University Library of Munich, Germany View citations (7)
33. The Overreaction Hypothesis: The Case of Ukrainian Stock Market
    MPRA Paper, University Library of Munich, Germany View citations (18)

2012

34. Mutual influence of the exchange assets: practical aspects
    MPRA Paper, University Library of Munich, Germany
35. The necessity of stock markets information incorporation into the methodology of credit rating agencies
    MPRA Paper, University Library of Munich, Germany View citations (1)

2011

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

Journal Articles

2024

1. Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices
   Cogent Economics & Finance, 2024, 12, (1), 2302639
2. Price effects after one-day abnormal returns and crises in the stock markets
   Research in International Business and Finance, 2024, 70, (PA)
   See also Working Paper Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets, Working Papers (2022) (2022)
3. Transformation of the Ukrainian Stock Market: A Data Properties View
   JRFM, 2024, 17, (5), 1-16 View citations (1)

2023

4. Witching days and abnormal profits in the us stock market
   Cogent Economics & Finance, 2023, 11, (1), 2182016
   See also Working Paper Witching Days and Abnormal Profits in the US Stock Market, CESifo Working Paper Series (2021) View citations (1) (2021)

2022

5. Calendar anomalies in passion investments: Price patterns and profit opportunities
   Research in International Business and Finance, 2022, 61, (C) View citations (5)
6. Corporate Transparency, Sustainable Development and SDG 2 and 12 in Agriculture: The Case of Ukraine
   AGRIS on-line Papers in Economics and Informatics, 2022, 14, (3) View citations (1)
7. Is There Any Witching in the Cryptocurrency Market?
   JRFM, 2022, 15, (2), 1-14
8. Persistence in ESG and conventional stock market indices
   Journal of Economics and Finance, 2022, 46, (4), 678-703 View citations (6)
   See also Working Paper Persistence in ESG and Conventional Stock Market Indices, CESifo Working Paper Series (2021) (2021)
9. Price Forecasting in Energy Market
   Energies, 2022, 15, (24), 1-6
10. Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
    The North American Journal of Economics and Finance, 2022, 59, (C) View citations (8)
    See also Working Paper Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices, Working Papers (2021) (2021)
11. Transparency of agriculture companies: rationale of responsible investment for better decision making under sustainability
    Agricultural and Resource Economics: International Scientific E-Journal, 2022, 8, (2) View citations (2)

2021

12. Evolution of price effects after one-day abnormal returns in the US stock market
    The North American Journal of Economics and Finance, 2021, 57, (C) View citations (5)
    See also Working Paper Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market, Working Papers (2020) (2020)
13. Gold and oil prices: abnormal returns, momentum and contrarian effects
    Financial Markets and Portfolio Management, 2021, 35, (3), 353-368 View citations (1)
    See also Working Paper Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects, CESifo Working Paper Series (2020) View citations (1) (2020)
14. The frequency of one-day abnormal returns and price fluctuations in the forex
    Journal of Applied Economics, 2021, 24, (1), 401-415
    See also Working Paper The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX, CESifo Working Paper Series (2020) (2020)

2020

15. Daily abnormal price changes and trading strategies in the FOREX
    Journal of Economic Studies, 2020, 48, (1), 211-222
16. Halloween Effect in developed stock markets: A historical perspective
    International Economics, 2020, (161), 130-138 View citations (3)
    Also in International Economics, 2020, 161, (C), 130-138 (2020) View citations (3)
17. Historical evolution of monthly anomalies in international stock markets
    Research in International Business and Finance, 2020, 52, (C) View citations (3)
    See also Working Paper Historical Evolution of Monthly Anomalies in International Stock Markets, Working Papers (2019) (2019)
18. Momentum effects in the cryptocurrency market after one-day abnormal returns
    Financial Markets and Portfolio Management, 2020, 34, (3), 251-266 View citations (13)
    See also Working Paper Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns, CESifo Working Paper Series (2019) View citations (1) (2019)
19. Price gap anomaly in the US stock market: The whole story
    The North American Journal of Economics and Finance, 2020, 52, (C) View citations (1)
    See also Working Paper Price Gap Anomaly in the US Stock Market: The Whole Story, Working Papers (2019) (2019)
20. Роль державної інвестиційної політики та відповідального інвестування у фінансуванні сталого розвитку
    Agricultural and Resource Economics: International Scientific E-Journal, 2020, 6, (2)

2019

21. Bitcoin fluctuations and the frequency of price overreactions
    Financial Markets and Portfolio Management, 2019, 33, (2), 109-131 View citations (7)
    See also Working Paper Bitcoin Fluctuations and the Frequency of Price Overreactions, CESifo Working Paper Series (2018) (2018)
22. Long-term price overreactions: are markets inefficient?
    Journal of Economics and Finance, 2019, 43, (4), 657-680 View citations (10)
    See also Working Paper Long-Term Price Overreactions: Are Markets Inefficient?, Discussion Papers of DIW Berlin (2015) (2015)
23. On stock price overreactions: frequency, seasonality and information content
    Journal of Applied Economics, 2019, 22, (1), 602-621 View citations (5)
24. Price overreactions in the cryptocurrency market
    Journal of Economic Studies, 2019, 46, (5), 1137-1155 View citations (20)
    See also Working Paper Price Overreactions in the Cryptocurrency Market, CESifo Working Paper Series (2018) View citations (2) (2018)
25. Rise and fall of calendar anomalies over a century
    The North American Journal of Economics and Finance, 2019, 49, (C), 181-205 View citations (21)
    See also Working Paper Rise and Fall of Calendar Anomalies over a Century, Working Papers (2019) View citations (20) (2019)
26. The day of the week effect in the cryptocurrency market
    Finance Research Letters, 2019, 31, (C) View citations (38)
    See also Working Paper The Day of the Week Effect in the Crypto Currency Market, CESifo Working Paper Series (2017) View citations (12) (2017)

2018

27. Is market fear persistent? A long-memory analysis
    Finance Research Letters, 2018, 27, (C), 140-147 View citations (14)
    See also Working Paper Is Market Fear Persistent? A Long-Memory Analysis, CESifo Working Paper Series (2017) View citations (2) (2017)
28. Persistence in the cryptocurrency market
    Research in International Business and Finance, 2018, 46, (C), 141-148 View citations (110)
    See also Working Paper Persistence in the Cryptocurrency Market, Discussion Papers of DIW Berlin (2017) View citations (17) (2017)
29. Short-Term Price Overreactions: Identification, Testing, Exploitation
    Computational Economics, 2018, 51, (4), 913-940 View citations (16)
    See also Working Paper Short-Term Price Overreaction: Identification, Testing, Exploitation, Discussion Papers of DIW Berlin (2014) View citations (2) (2014)

2017

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

2016

32. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
    Computational Economics, 2016, 47, (2), 275-295 View citations (10)
    See also Working Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis, Discussion Papers of DIW Berlin (2014) (2014)
33. 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
34. The weekend effect: an exploitable anomaly in the Ukrainian stock market?
    Journal of Economic Studies, 2016, 43, (6), 954-965 View citations (3)
    See also Working Paper The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?, Discussion Papers of DIW Berlin (2015) View citations (3) (2015)

2012

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

Undated

36. Abnormal returns and stock price movements: some evidence from developed and emerging markets
    Journal of Investment Strategies
    See also Working Paper Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets, CESifo Working Paper Series (2020) (2020)