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Testing stock market convergence : a non-linear factor approach

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Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

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Price overreactions in the FOREX and trading strategies

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The weekend effect : an exploitable anomaly in the Ukrainian stock market?

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Long-term price overreactions : are markets inefficient?

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Is market fear persistent? : a long-memory analysis

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International portfolio flows and exchange rate volatility in emerging Asian markets

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Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...

Persistent link: https://www.econbiz.de/10011789179

Short-term price overreactions : identification, testing, exploitation

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