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~person:"Plastun, Alex"
~person:"Tse, Yiuman"
~source:"econis"
~type_genre:"Article in journal"
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Search: subject_exact:"Market efficiency"
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22
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Plastun, Alex
Tse, Yiuman
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1
Return seasonality in commodity futures
Li, Yan
;
Liu, Qingfu
;
Miao, Deyu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10014535578
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Halloween effect in developed stock markets : a historical perspective
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
International economics : a journal published by CEPII …
161
(
2020
),
pp. 130-138
Persistent link: https://www.econbiz.de/10012642532
Saved in:
4
Historical evolution of monthly anomalies in international stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
Saved in:
5
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
Saved in:
6
Exploring price gap anomaly in the Ukrainian stock market
Plastun, Alex
;
Makarenko, Inna
;
Khomutenko, Lyudmila
; …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10012122156
Saved in:
7
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
8
The day of the week effect in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Finance research letters
31
(
2019
),
pp. 258-269
Persistent link: https://www.econbiz.de/10012421566
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
10
Market efficiency of traditional stock market indices and social responsible indices : the role of sustainability reporting
Mynhardt, Henry
;
Makarenko, Inna
;
Plastun, Alex
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 94-106
Persistent link: https://www.econbiz.de/10011817626
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