Similar Search Results

Evolution of price effects after one-day abnormal returns in the US stock market

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012822169

Calendar anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...

Persistent link: https://www.econbiz.de/10011456764

Calendar anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

Persistent link: https://www.econbiz.de/10011536650

Intraday anomalies and market efficiency : a trading robot analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 47 (2016) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011712348

Calender anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - In: Investment management and financial innovations 14 (2017) 1, pp. 104-114

Persistent link: https://www.econbiz.de/10011816244

Intraday anomalies and market efficiency : a trading robot analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014

profits. This paper examines whether or not anomalies such as intraday or time of the day effects give rise to exploitable …-periods (2005-2006 - "normal"; 2007-2009 - "crisis"; 2010-2011 - "post-crisis). …

Persistent link: https://www.econbiz.de/10010344868

Intraday anomalies and market efficiency : a trading robot analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014

profits. This paper examines whether or not anomalies such as intraday or time of the day effects give rise to exploitable …-periods (2005-2006 – “normal”; 2007-2009 – “crisis”; 2010-2011 – “post-crisis). …

Persistent link: https://www.econbiz.de/10010345205

Calendar anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

Persistent link: https://www.econbiz.de/10011458018

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

Persistent link: https://www.econbiz.de/10011995547

Long-term price overreactions : are markets inefficient?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

Persistent link: https://www.econbiz.de/10010520828