| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets |
0 |
0 |
1 |
23 |
3 |
6 |
9 |
42 |
| Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009 |
0 |
0 |
2 |
70 |
3 |
4 |
8 |
144 |
| Bitcoin Fluctuations and the Frequency of Price Overreactions |
0 |
0 |
0 |
23 |
4 |
7 |
10 |
81 |
| Calendar Anomalies in the Ukrainian Stock Market |
0 |
0 |
0 |
12 |
5 |
12 |
15 |
114 |
| Calendar Anomalies in the Ukrainian Stock Market |
0 |
0 |
0 |
31 |
4 |
11 |
11 |
83 |
| Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market |
0 |
0 |
0 |
3 |
5 |
8 |
11 |
73 |
| Force-majeure events and financial market’s behavior |
0 |
0 |
0 |
6 |
4 |
7 |
9 |
61 |
| Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects |
0 |
0 |
0 |
16 |
8 |
26 |
41 |
72 |
| Halloween Effect in Developed Stock Markets: A US Perspective |
0 |
0 |
0 |
27 |
5 |
8 |
12 |
104 |
| Historical Evolution of Monthly Anomalies in International Stock Markets |
0 |
0 |
0 |
26 |
4 |
5 |
7 |
56 |
| Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading |
0 |
0 |
0 |
12 |
3 |
5 |
7 |
71 |
| Intraday Anomalies and Market Efficiency: A Trading Robot Analysis |
0 |
0 |
1 |
31 |
3 |
9 |
14 |
196 |
| Intraday Anomalies and Market Efficiency: A Trading Robot Analysis |
1 |
1 |
1 |
22 |
10 |
17 |
20 |
113 |
| Is Market Fear Persistent? A Long-Memory Analysis |
0 |
0 |
0 |
7 |
17 |
21 |
22 |
72 |
| Is Market Fear Persistent? A Long-Memory Analysis |
0 |
0 |
0 |
10 |
68 |
102 |
103 |
154 |
| Long Memory and Data Frequency in Financial Markets |
0 |
0 |
0 |
45 |
4 |
7 |
7 |
82 |
| Long Memory and Data Frequency in Financial Markets |
0 |
0 |
1 |
35 |
6 |
8 |
11 |
81 |
| Long memory in the ukrainian stock market and financial crises |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
69 |
| Long-Term Price Overreactions: Are Markets Inefficient? |
0 |
0 |
0 |
38 |
13 |
14 |
16 |
117 |
| Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns |
0 |
0 |
4 |
88 |
10 |
26 |
50 |
404 |
| Mutual influence of exchange assets: analysis and estimation |
0 |
0 |
0 |
1 |
3 |
4 |
6 |
27 |
| Mutual influence of the exchange assets: practical aspects |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
21 |
| On the Frequency of Price Overreactions |
0 |
0 |
0 |
8 |
9 |
12 |
13 |
49 |
| Persistence in ESG and Conventional Stock Market Indices |
0 |
0 |
0 |
18 |
5 |
6 |
10 |
45 |
| Persistence in High Frequency Financial Data |
0 |
0 |
1 |
14 |
3 |
6 |
7 |
25 |
| Persistence in the Cryptocurrency Market |
0 |
1 |
2 |
44 |
3 |
9 |
13 |
179 |
| Persistence in the Cryptocurrency Market |
0 |
0 |
1 |
53 |
10 |
19 |
31 |
270 |
| Persistence in the Passion Investment Market |
0 |
0 |
0 |
4 |
3 |
7 |
11 |
22 |
| Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets |
0 |
0 |
0 |
14 |
1 |
6 |
7 |
35 |
| Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices |
0 |
0 |
0 |
2 |
2 |
5 |
5 |
37 |
| Price Gap Anomaly in the US Stock Market: The Whole Story |
0 |
0 |
0 |
15 |
4 |
8 |
19 |
118 |
| Price Overreactions in the Cryptocurrency Market |
1 |
1 |
3 |
73 |
5 |
11 |
20 |
376 |
| Price Overreactions in the Cryptocurrency Market |
0 |
0 |
0 |
42 |
2 |
4 |
8 |
154 |
| Rise and Fall of Calendar Anomalies over a Century |
0 |
0 |
0 |
16 |
4 |
7 |
8 |
162 |
| Seven Pitfalls of Technical Analysis |
0 |
2 |
3 |
49 |
1 |
6 |
11 |
49 |
| Short-Term Price Overreaction: Identification, Testing, Exploitation |
0 |
0 |
0 |
25 |
2 |
5 |
11 |
112 |
| Short-Term Price Overreactions: Identification, Testing, Exploitation |
0 |
0 |
0 |
18 |
2 |
3 |
3 |
71 |
| The Day of the Week Effect in the Crypto Currency Market |
0 |
1 |
1 |
169 |
38 |
92 |
107 |
1,034 |
| The Day of the Week Effect in the Crypto Currency Market |
0 |
0 |
2 |
42 |
4 |
9 |
19 |
150 |
| The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX |
0 |
0 |
0 |
20 |
6 |
8 |
10 |
58 |
| The Overreaction Hypothesis: The Case of Ukrainian Stock Market |
0 |
0 |
0 |
33 |
2 |
2 |
5 |
136 |
| The Weekend Effect: A Trading Robot and Fractional Integration Analysis |
0 |
0 |
0 |
32 |
5 |
7 |
9 |
158 |
| The Weekend Effect: A Trading Robot and Fractional Integration Analysis |
0 |
0 |
0 |
32 |
2 |
10 |
12 |
99 |
| The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? |
0 |
0 |
0 |
21 |
2 |
5 |
7 |
113 |
| The necessity of stock markets information incorporation into the methodology of credit rating agencies |
0 |
0 |
0 |
12 |
1 |
2 |
6 |
61 |
| Witching Days and Abnormal Profits in the US Stock Market |
0 |
0 |
0 |
18 |
2 |
4 |
5 |
21 |
| Total Working Papers |
2 |
6 |
23 |
1,323 |
304 |
564 |
755 |
5,771 |