Alex Plastun
Names
first: |
Alex |
last: |
Plastun |
Identifer
Contact
Affiliations
-
Sumy State University
/ Faculty of Economics and Management
Research profile
author of:
- Corporate Transparency, Sustainable Development and SDG 2 and 12 in Agriculture: The Case of Ukraine (repec:ags:aolpei:327262)
by Makarenko, Inna & Plastun, Alex & Kozmenko, Serhiy & Kozmenko, Olga & Rudychenko, Artem - Роль Державної Інвестиційної Політики Та Відповідального Інвестування У Фінансуванні Сталого Розвитку (repec:ags:areint:303860)
by Plastun, Alex & Yelnikova, Yulia & Shelyuk, Asiyat & Vorontsova, Anna & Artemenko, Alina - Transparency of agriculture companies: rationale of responsible investment for better decision making under sustainability (repec:ags:areint:322720)
by Makarenko, Inna & Plastun, Alex & Mazancovа, Jana & Juhaszova, Zuzana & Brin, Pavlo - Persistence in High Frequency Financial Data (repec:ces:ceswps:_10045)
by Guglielmo Maria Caporale & Alex Plastun - Seven Pitfalls of Technical Analysis (repec:ces:ceswps:_10213)
by Guglielmo Maria Caporale & Alex Plastun - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (repec:ces:ceswps:_4752)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (repec:ces:ceswps:_4849)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - Short-Term Price Overreactions: Identification, Testing, Exploitation (repec:ces:ceswps:_5066)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Calendar Anomalies in the Ukrainian Stock Market (repec:ces:ceswps:_5877)
by Guglielmo Maria Caporale & Alex Plastun - Long Memory and Data Frequency in Financial Markets (repec:ces:ceswps:_6396)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Is Market Fear Persistent? A Long-Memory Analysis (repec:ces:ceswps:_6534)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The Day of the Week Effect in the Crypto Currency Market (repec:ces:ceswps:_6716)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in the Cryptocurrency Market (repec:ces:ceswps:_6811)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Price Overreactions in the Cryptocurrency Market (repec:ces:ceswps:_6861)
by Guglielmo Maria Caporale & Alex Plastun - On the Frequency of Price Overreactions (repec:ces:ceswps:_7011)
by Guglielmo Maria Caporale & Alex Plastun - Bitcoin Fluctuations and the Frequency of Price Overreactions (repec:ces:ceswps:_7280)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns (repec:ces:ceswps:_7917)
by Guglielmo Maria Caporale & Alex Plastun - The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX (repec:ces:ceswps:_8196)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects (repec:ces:ceswps:_8445)
by Guglielmo Maria Caporale & Alex Plastun - Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets (repec:ces:ceswps:_8783)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in ESG and Conventional Stock Market Indices (repec:ces:ceswps:_9098)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko - Witching Days and Abnormal Profits in the US Stock Market (repec:ces:ceswps:_9360)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in the Passion Investment Market (repec:ces:ceswps:_9586)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina - Halloween Effect in developed stock markets: A historical perspective (repec:cii:cepiie:2020-q1-161-10)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (repec:diw:diwwpp:dp1377)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - The Weekend Effect: A Trading Robot and Fractional Integration Analysis (repec:diw:diwwpp:dp1386)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Short-Term Price Overreaction: Identification, Testing, Exploitation (repec:diw:diwwpp:dp1423)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Long-Term Price Overreactions: Are Markets Inefficient? (repec:diw:diwwpp:dp1444)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? (repec:diw:diwwpp:dp1458)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Calendar Anomalies in the Ukrainian Stock Market (repec:diw:diwwpp:dp1573)
by Guglielmo Maria Caporale & Alex Plastun - Long Memory and Data Frequency in Financial Markets (repec:diw:diwwpp:dp1647)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - Is Market Fear Persistent? A Long-Memory Analysis (repec:diw:diwwpp:dp1670)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun - The Day of the Week Effect in the Crypto Currency Market (repec:diw:diwwpp:dp1694)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in the Cryptocurrency Market (repec:diw:diwwpp:dp1703)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Price Overreactions in the Cryptocurrency Market (repec:diw:diwwpp:dp1718)
by Guglielmo Maria Caporale & Alex Plastun - Rise and fall of calendar anomalies over a century (repec:eee:ecofin:v:49:y:2019:i:c:p:181-205)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E. - Price gap anomaly in the US stock market: The whole story (repec:eee:ecofin:v:52:y:2020:i:c:s1062940820300747)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E. - Evolution of price effects after one-day abnormal returns in the US stock market (repec:eee:ecofin:v:57:y:2021:i:c:s1062940821000383)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E. - Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices (repec:eee:ecofin:v:59:y:2022:i:c:s1062940821001789)
by Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang - Is market fear persistent? A long-memory analysis (repec:eee:finlet:v:27:y:2018:i:c:p:140-147)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - The day of the week effect in the cryptocurrency market (repec:eee:finlet:v:31:y:2019:i:c:s1544612318304240)
by Caporale, Guglielmo Maria & Plastun, Alex - Halloween Effect in developed stock markets: A historical perspective (repec:eee:inteco:v:161:y:2020:i:c:p:130-138)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E. - Persistence in the cryptocurrency market (repec:eee:riibaf:v:46:y:2018:i:c:p:141-148)
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex - Historical evolution of monthly anomalies in international stock markets (repec:eee:riibaf:v:52:y:2020:i:c:s0275531919307743)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E. - Calendar anomalies in passion investments: Price patterns and profit opportunities (repec:eee:riibaf:v:61:y:2022:i:c:s0275531922000666)
by Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang - Price effects after one-day abnormal returns and crises in the stock markets (repec:eee:riibaf:v:70:y:2024:i:pa:s0275531924001016)
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang - Unknown
- Unknown
- Unknown
- The weekend effect: an exploitable anomaly in the Ukrainian stock market? (repec:eme:jespps:jes-09-2015-0167)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun - Price overreactions in the cryptocurrency market (repec:eme:jespps:jes-09-2018-0310)
by Guglielmo Maria Caporale & Alex Plastun - Daily abnormal price changes and trading strategies in the FOREX (repec:eme:jespps:jes-11-2019-0503)
by Guglielmo Maria Caporale & Alex Plastun - Price Forecasting in Energy Market (repec:gam:jeners:v:15:y:2022:i:24:p:9625-:d:1007804)
by Yuriy Bilan & Serhiy Kozmenko & Alex Plastun - Is There Any Witching in the Cryptocurrency Market? (repec:gam:jjrfmx:v:15:y:2022:i:2:p:92-:d:754404)
by Alex Plastun & Ludmila Khomutenko & Serhii Bashlai - Transformation of the Ukrainian Stock Market: A Data Properties View (repec:gam:jjrfmx:v:17:y:2024:i:5:p:177-:d:1381488)
by Alex Plastun & Lesia Hariaha & Oleksandr Yatsenko & Olena Hasii & Liudmyla Sliusareva - The weekend effect: a fractional integration and trading robot analysis (repec:ids:ijbder:v:3:y:2017:i:2:p:114-131)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Intraday Anomalies and Market Efficiency: A Trading Robot Analysis (repec:kap:compec:v:47:y:2016:i:2:p:275-295)
by Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Searching for Inefficiencies in Exchange Rate Dynamics (repec:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9567-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Short-Term Price Overreactions: Identification, Testing, Exploitation (repec:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Bitcoin fluctuations and the frequency of price overreactions (repec:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - Momentum effects in the cryptocurrency market after one-day abnormal returns (repec:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1)
by Guglielmo Maria Caporale & Alex Plastun - Gold and oil prices: abnormal returns, momentum and contrarian effects (repec:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00380-w)
by Guglielmo Maria Caporale & Alex Plastun - Mutual influence of exchange assets: analysis and estimation (repec:pra:mprapa:50779)
by Kozmenko, Serhiy & Plastun, Oleksiy - Mutual influence of the exchange assets: practical aspects (repec:pra:mprapa:50785)
by Kozmenko, Serhiy & Plastun, Oleksiy - The necessity of stock markets information incorporation into the methodology of credit rating agencies (repec:pra:mprapa:50790)
by Kozmenko, Serhiy & Plastun, Oleksiy - Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading (repec:pra:mprapa:50791)
by Kozmenko, Serhiy & Plastun, Oleksiy - The Overreaction Hypothesis: The Case of Ukrainian Stock Market (repec:pra:mprapa:58941)
by Mynhardt, H. R. & Plastun, Alex - Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009 (repec:pra:mprapa:58942)
by Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna - Force-majeure events and financial market’s behavior (repec:pra:mprapa:58975)
by Plastun, Alex & Plastun, Vyacheslav - Long memory in the ukrainian stock market and financial crises (repec:pra:mprapa:59061)
by Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna - Rise and Fall of Calendar Anomalies over a Century (repec:pre:wpaper:201902)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Halloween Effect in Developed Stock Markets: A US Perspective (repec:pre:wpaper:201914)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Historical Evolution of Monthly Anomalies in International Stock Markets (repec:pre:wpaper:201950)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Price Gap Anomaly in the US Stock Market: The Whole Story (repec:pre:wpaper:201963)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market (repec:pre:wpaper:202016)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices (repec:pre:wpaper:202119)
by Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji - Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets (repec:pre:wpaper:202222)
by Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji - Abnormal returns and stock price movements: some evidence from developed and emerging markets (repec:rsk:journ6:7943491)
by Guglielmo Maria Caporale & Alex Plastun - Long-term price overreactions: are markets inefficient? (repec:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9464-8)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - Persistence in ESG and conventional stock market indices (repec:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09580-0)
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - Price Anomalies in Non-Fungible Token Coins (repec:taf:ijecbs:v:32:y:2025:i:2:p:157-177)
by Alex Plastun & Elie Bouri & Ramzi Nekhili - Witching days and abnormal profits in the us stock market (repec:taf:oaefxx:v:11:y:2023:i:1:p:2182016)
by Guglielmo Maria Caporale & Alex Plastun - Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices (repec:taf:oaefxx:v:12:y:2024:i:1:p:2302639)
by Guglielmo Maria Caporale & Alex Plastun - On stock price overreactions: frequency, seasonality and information content (repec:taf:recsxx:v:22:y:2019:i:1:p:602-621)
by Guglielmo Maria Caporale & Alex Plastun - The frequency of one-day abnormal returns and price fluctuations in the forex (repec:taf:recsxx:v:24:y:2021:i:1:p:401-415)
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - The Development Of Inter-Budgetary Relations On The Basis Of Assessment Of Regions’ Financial Potential (repec:uje:journl:y:2012:i:5:p:16-20)
by Sergiy Koz’menko & Viktoriya Boronos & Oleksiy Plastun - Quasi-Competitiveness of the Audit Services Market in Ukraine: The Aspect of European Integration (repec:ukb:journl:y:2016:i:237:p:27-41)
by Inna Makarenko & Oleksiy Plastun - Advantages of ESG Indexes Compared to Traditional Ones in Predicting Stock Prices (repec:wly:corsem:v:32:y:2025:i:3:p:3545-3559)
by Alex Plastun & Anna Vorontsova & Inna Makarenko & Yuriy Bilan & Samer Khouri & Dalia Streimikiene