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Publications

by alumni of

Ukrainian Academy of Banking of the National Bank of Ukraine
Sumy, Ukraine

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.

2022

  1. Guglielmo Maria Caporale & Alex Plastun, 2022. "Persistence in High Frequency Financial Data," CESifo Working Paper Series 10045, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022. "Persistence in the Passion Investment Market," CESifo Working Paper Series 9586, CESifo.
  3. Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.

2021

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021. "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series 9098, CESifo.
  2. Guglielmo Maria Caporale & Alex Plastun, 2021. "Witching Days and Abnormal Profits in the US Stock Market," CESifo Working Paper Series 9360, CESifo.
  3. Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.

2020

  1. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2020. "The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX," CESifo Working Paper Series 8196, CESifo.
  2. Guglielmo Maria Caporale & Alex Plastun, 2020. "Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects," CESifo Working Paper Series 8445, CESifo.
  3. Guglielmo Maria Caporale & Alex Plastun, 2020. "Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets," CESifo Working Paper Series 8783, CESifo.
  4. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers 202016, University of Pretoria, Department of Economics.

2019

  1. Guglielmo Maria Caporale & Alex Plastun, 2019. "Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns," CESifo Working Paper Series 7917, CESifo.
  2. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
  3. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
  4. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
  5. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.

2018

  1. Guglielmo Maria Caporale & Alex Plastun, 2018. "Price Overreactions in the Cryptocurrency Market," CESifo Working Paper Series 6861, CESifo.
  2. Guglielmo Maria Caporale & Alex Plastun, 2018. "On the Frequency of Price Overreactions," CESifo Working Paper Series 7011, CESifo.
  3. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2018. "Bitcoin Fluctuations and the Frequency of Price Overreactions," CESifo Working Paper Series 7280, CESifo.

2017

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series 6396, CESifo.
  2. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
  3. Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," CESifo Working Paper Series 6716, CESifo.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.

2016

  1. Guglielmo Maria Caporale & Alex Plastun, 2016. "Calendar Anomalies in the Ukrainian Stock Market," CESifo Working Paper Series 5877, CESifo.

2015

  1. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin 1444, DIW Berlin, German Institute for Economic Research.
  2. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin 1458, DIW Berlin, German Institute for Economic Research.

2014

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series 4849, CESifo.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014. "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series 5066, CESifo.
  4. Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.

2013

  1. Mynhardt, H. R. & Plastun, Alex, 2013. "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper 58941, University Library of Munich, Germany.
  2. Plastun, Alex & Plastun, Vyacheslav, 2013. "Force-majeure events and financial market’s behavior," MPRA Paper 58975, University Library of Munich, Germany.
  3. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013. "Long memory in the ukrainian stock market and financial crises," MPRA Paper 59061, University Library of Munich, Germany.

2012

  1. Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "Mutual influence of the exchange assets: practical aspects," MPRA Paper 50785, University Library of Munich, Germany.
  2. Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper 50790, University Library of Munich, Germany.

2011

  1. Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Mutual influence of exchange assets: analysis and estimation," MPRA Paper 50779, University Library of Munich, Germany.
  2. Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper 50791, University Library of Munich, Germany.

Journal articles

2023

  1. Guglielmo Maria Caporale & Alex Plastun, 2023. "Witching days and abnormal profits in the us stock market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2182016-218, December.

2022

  1. Aleksandra Kuzior & Paulina Brożek & Olha Kuzmenko & Hanna Yarovenko & Tetyana Vasilyeva, 2022. "Countering Cybercrime Risks in Financial Institutions: Forecasting Information Trends," JRFM, MDPI, vol. 15(12), pages 1-22, December.
  2. Yarovenko Hanna & Rogkova Marina, 2022. "Dynamic and bibliometric analysis of terms identifying the combating financial and cyber fraud system," Financial Markets, Institutions and Risks, Sciendo, vol. 6(3), pages 93-104, September.
  3. Makarenko, Inna & Plastun, Alex & Kozmenko, Serhiy & Kozmenko, Olga & Rudychenko, Artem, 2022. "Corporate Transparency, Sustainable Development and SDG 2 and 12 in Agriculture: The Case of Ukraine," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 14(3), September.
  4. Makarenko, Inna & Plastun, Alex & Mazancovа, Jana & Juhaszova, Zuzana & Brin, Pavlo, 2022. "Transparency of agriculture companies: rationale of responsible investment for better decision making under sustainability," Agricultural and Resource Economics: International Scientific E-Journal, Agricultural and Resource Economics: International Scientific E-Journal, vol. 8(2), June.
  5. Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "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, vol. 59(C).
  6. Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022. "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, vol. 61(C).
  7. Yuriy Bilan & Serhiy Kozmenko & Alex Plastun, 2022. "Price Forecasting in Energy Market," Energies, MDPI, vol. 15(24), pages 1-6, December.
  8. Alex Plastun & Ludmila Khomutenko & Serhii Bashlai, 2022. "Is There Any Witching in the Cryptocurrency Market?," JRFM, MDPI, vol. 15(2), pages 1-14, February.
  9. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022. "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 678-703, October.

2021

  1. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  2. Guglielmo Maria Caporale & Alex Plastun, 2021. "Gold and oil prices: abnormal returns, momentum and contrarian effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 353-368, September.
  3. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2021. "The frequency of one-day abnormal returns and price fluctuations in the forex," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 401-415, January.

2020

  1. Plastun, Alex & Yelnikova, Yulia & Shelyuk, Asiyat & Vorontsova, Anna & Artemenko, Alina, 2020. "Роль Державної Інвестиційної Політики Та Відповідального Інвестування У Фінансуванні Сталого Розвитку," Agricultural and Resource Economics: International Scientific E-Journal, Agricultural and Resource Economics: International Scientific E-Journal, vol. 6(2), June.
  2. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
  3. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  4. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
  5. Guglielmo Maria Caporale & Alex Plastun, 2020. "Daily abnormal price changes and trading strategies in the FOREX," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(1), pages 211-222, September.
  6. Guglielmo Maria Caporale & Alex Plastun, 2020. "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 251-266, September.

2019

  1. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
  2. Caporale, Guglielmo Maria & Plastun, Alex, 2019. "The day of the week effect in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 31(C).
  3. Guglielmo Maria Caporale & Alex Plastun, 2019. "Price overreactions in the cryptocurrency market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1137-1155, August.
  4. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2019. "Bitcoin fluctuations and the frequency of price overreactions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 109-131, June.
  5. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019. "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 657-680, October.
  6. Guglielmo Maria Caporale & Alex Plastun, 2019. "On stock price overreactions: frequency, seasonality and information content," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 602-621, January.

2018

  1. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
  2. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 46(C), pages 141-148.
  3. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018. "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 913-940, April.

2017

  1. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2017. "The weekend effect: a fractional integration and trading robot analysis," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(2), pages 114-131.
  2. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 405-432, March.

2016

  1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016. "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(6), pages 954-965, November.
  2. Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
  3. Inna Makarenko & Oleksiy Plastun, 2016. "Quasi-Competitiveness of the Audit Services Market in Ukraine: The Aspect of European Integration," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 237, pages 27-41.

2012

  1. Sergiy Koz’menko & Viktoriya Boronos & Oleksiy Plastun, 2012. "The Development Of Inter-Budgetary Relations On The Basis Of Assessment Of Regions’ Financial Potential," Ukrainian Journal Ekonomist, Yuriy Kovalenko, issue 5, pages 16-20, May.

Chapters

2023

  1. Muslum Mursalov & Hanna Yarovenko & Tetyana Vasilyeva, 2023. "Entrepreneurial Ecosystem and Digitalization: Relationship and Synergy of Development," Springer Proceedings in Business and Economics, in: Wadim Strielkowski (ed.), Leadership, Entrepreneurship and Sustainable Development Post COVID-19, chapter 0, pages 109-127, Springer.

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