Inna Makarenko
Personal Details
First Name: | Inna |
Middle Name: | |
Last Name: | Makarenko |
Suffix: | |
RePEc Short-ID: | pma2145 |
| |
Affiliation
Ukrainian Academy of Banking of the National Bank of Ukraine
Sumy, Ukrainehttp://www.uabs.edu.ua/
RePEc:edi:uabssua (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"The Weekend Effect: A Trading Robot and Fractional Integration Analysis,"
Discussion Papers of DIW Berlin
1386, DIW Berlin, German Institute for Economic Research.
- 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.
- Kryvych, Yana & Makarenko, Inna, 2014. "Banking Risks: Enhancing Requirements Concerning Risk Management And Information Disclosure," MPRA Paper 60670, University Library of Munich, Germany.
- 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.
- 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.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
- 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.
Articles
- 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.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
- 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- 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.
Cited by:
- Oluwasegun B. Adekoya, 2021. "Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches," Empirical Economics, Springer, vol. 61(3), pages 1415-1433, September.
- 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.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017.
"Long Memory and Data Frequency in Financial Markets,"
CESifo Working Paper Series
6396, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin 1647, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017.
"Persistence in the Cryptocurrency Market,"
Discussion Papers of DIW Berlin
1703, DIW Berlin, German Institute for Economic Research.
- 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.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
- Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
- Emilian DOBRESCU, 2016. "Controversies over the Size of the Public Budget," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-34, December.
- Cesario Mateus & Bao Trung Hoang, 2021. "Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 499-526, December.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"The Weekend Effect: A Trading Robot and Fractional Integration Analysis,"
Discussion Papers of DIW Berlin
1386, DIW Berlin, German Institute for Economic Research.
- 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.
Cited by:
- Guglielmo Maria Caporale & Alex Plastun, 2016.
"Calendar Anomalies in the Ukrainian Stock Market,"
CESifo Working Paper Series
5877, CESifo.
- Guglielmo Maria Caporale & Alex Plastun, 2016. "Calendar Anomalies in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1573, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Alex Plastun, 2017.
"The Day of the Week Effect in the Crypto Currency Market,"
CESifo Working Paper Series
6716, CESifo.
- Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin 1694, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Plastun, Alex, 2019. "The day of the week effect in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 31(C).
- 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.
- 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.
- Girardin, Eric & Salimi Namin, Fatemeh, 2019.
"The January effect in the foreign exchange market: Evidence for seasonal equity carry trades,"
Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
- Eric Girardin & Fatemeh Salimi Namin, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print hal-02314156, HAL.
- 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.
- 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.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
Cited by:
- 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.
- 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).
- Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
- V. Vismayaa & K. R. Pooja & A. Alekhya & C. N. Malavika & Binoy B. Nair & P. N. Kumar, 2020. "Classifier Based Stock Trading Recommender Systems for Indian stocks: An Empirical Evaluation," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 901-923, March.
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021.
"Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
- Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022. "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, vol. 47(PB).
- I. Marta Miranda García & María‐Jesús Segovia‐Vargas & Usue Mori & José A. Lozano, 2023. "Early prediction of Ibex 35 movements," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1150-1166, August.
- Girardin, Eric & Salimi Namin, Fatemeh, 2019.
"The January effect in the foreign exchange market: Evidence for seasonal equity carry trades,"
Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
- Eric Girardin & Fatemeh Salimi Namin, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print hal-02314156, HAL.
- Mohammad Arashi & Mohammad Mahdi Rounaghi, 2022. "Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model," Future Business Journal, Springer, vol. 8(1), pages 1-12, December.
- Maria Caporale, Guglielmo & Zakirova, Valentina, 2017. "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, vol. 3(1), pages 101-108.
- 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.
Cited by:
- 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.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
- 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.
- 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.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017.
"Long Memory and Data Frequency in Financial Markets,"
CESifo Working Paper Series
6396, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin 1647, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017.
"Persistence in the Cryptocurrency Market,"
Discussion Papers of DIW Berlin
1703, DIW Berlin, German Institute for Economic Research.
- 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.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
- 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.
Articles
- 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.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (2) 2014-11-17 2014-11-17
- NEP-MST: Market Microstructure (2) 2014-07-05 2014-07-05
- NEP-CMP: Computational Economics (1) 2014-07-05
- NEP-RMG: Risk Management (1) 2014-12-29
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