Showing results 5 to 24 of 26
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Issue Date | Title | Author(s) |
9-Sep-2020 | Daily abnormal price changes and trading strategies in the FOREX | Caporale, GM; Plastun, A |
2018 | The day of the week effect in the cryptocurrency market | Caporale, GM; Plastun, A |
1-Apr-2019 | Force majeure events and stock market reactions in Ukraine | Caporale, GM; Plastun, A; Makarenko, I |
2-Sep-2021 | The frequency of one-day abnormal returns and price fluctuations in the FOREX | Caporale, GM; Plastun, A; Oliinyk, V |
5-Apr-2021 | Gold and oil prices: abnormal returns, momentum and contrarian effects | Caporale, GM; Plastun, A |
2016 | Intraday anomalies and market efficiency: A trading robot analysis | Caporale, GM; Gil-Alana, LA; Plastun, A |
23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
2018 | Long-term price overreactions: are markets inefficient? | Caporale, GM; Gil-Alana, L; Plastun, A |
27-May-2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns | Caporale, GM; Plastun, A |
25-Nov-2019 | On stock price overreactions: frequency, seasonality and information content | Caporale, GM; Plastun, A |
7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
2017 | Persistence in the cryptocurrency market | Caporale, GM; Gil-Alana, L; Plastun, A |
2-Jul-2017 | Price gaps: another market anomaly? | Caporale, GM; Plastun, A |
2023 | Price gaps: another market anomaly? | Caporale, GM; Plastun, A |
29-Aug-2019 | Price overreactions in the cryptocurrency market | Caporale, GM; Plastun, A |
2016 | Searching for inefficiencies in exchange rate dynamics | Caporale, GM; Gil-Alana, L; Plastun, A |
17-May-2023 | Seven pitfalls of technical analysis | Caporale, GM; Plastun, A |
2017 | Short-term price overreactions: identification, testing, exploitation | Caporale, GM; Gil-Alana, L; Plastun, A |