1. Brunel University Research Archive

Browsing by Author Plastun, A

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Issue DateTitleAuthor(s)
30-Mar-2022Abnormal returns and stock price movements: some evidence from developed and emerging marketsCaporale, GM; Plastun, A
8-Jul-2019Bitcoin fluctuations and the frequency of price overreactionsCaporale, GM; Plastun, A; Oliinyk, V
5-Mar-2021Bitcoin returns and the frequency of daily abnormal returnsCaporale, GM; Plastun, A; Oliinyk, V
31-Mar-2017Calendar anomalies in the Ukrainian stock marketCaporale, GM; Plastun, A
9-Sep-2020Daily abnormal price changes and trading strategies in the FOREXCaporale, GM; Plastun, A
2018The day of the week effect in the cryptocurrency marketCaporale, GM; Plastun, A
1-Apr-2019Force majeure events and stock market reactions in UkraineCaporale, GM; Plastun, A; Makarenko, I
2-Sep-2021The frequency of one-day abnormal returns and price fluctuations in the FOREXCaporale, GM; Plastun, A; Oliinyk, V
5-Apr-2021Gold and oil prices: abnormal returns, momentum and contrarian effectsCaporale, GM; Plastun, A
2016Intraday anomalies and market efficiency: A trading robot analysisCaporale, GM; Gil-Alana, LA; Plastun, A
23-Feb-2018Is market fear persistent? A long-memory analysisCaporale, GM; Gil-Alana, L; Plastun, A
3-Apr-2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
2018Long-term price overreactions: are markets inefficient?Caporale, GM; Gil-Alana, L; Plastun, A
27-May-2020Momentum effects in the cryptocurrency market after one-day abnormal returnsCaporale, GM; Plastun, A
25-Nov-2019On stock price overreactions: frequency, seasonality and information contentCaporale, GM; Plastun, A
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
15-Jan-2024Persistence in high frequency financial data: the case of the Eurostoxx 50 futures pricesCaporale, GM; Plastun, A
2017Persistence in the cryptocurrency marketCaporale, GM; Gil-Alana, L; Plastun, A
2-Jul-2017Price gaps: another market anomaly?Caporale, GM; Plastun, A
2023Price gaps: another market anomaly?Caporale, GM; Plastun, A
Showing results 1 to 20 of 26  next >