Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject anomalies
Showing results 1 to 9 of 9
Issue Date | Title | Author(s) |
30-Mar-2022 | Abnormal returns and stock price movements: some evidence from developed and emerging markets | Caporale, GM; Plastun, A |
8-Jul-2019 | Bitcoin fluctuations and the frequency of price overreactions | Caporale, GM; Plastun, A; Oliinyk, V |
5-Mar-2021 | Bitcoin returns and the frequency of daily abnormal returns | Caporale, GM; Plastun, A; Oliinyk, V |
9-Sep-2020 | Daily abnormal price changes and trading strategies in the FOREX | Caporale, GM; Plastun, A |
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 |
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 |
2-Mar-2023 | Witching days and abnormal profits in the US stock market | Caporale, GM; Plastun, A |