Publications in collaboration with researchers from Sumy State University (7)

2022

  1. Persistence in ESG and conventional stock market indices

    Journal of Economics and Finance, Vol. 46, Núm. 4, pp. 678-703

  2. Persistence in the passion investment market

    Heliyon, Vol. 8, Núm. 12

2019

  1. Long-term price overreactions: are markets inefficient?

    Journal of Economics and Finance, Vol. 43, Núm. 4, pp. 657-680

2018

  1. Is market fear persistent? A long-memory analysis

    Finance Research Letters, Vol. 27, pp. 140-147

  2. Persistence in the cryptocurrency market

    Research in International Business and Finance, Vol. 46, pp. 141-148

  3. Short-Term Price Overreactions: Identification, Testing, Exploitation

    Computational Economics, Vol. 51, Núm. 4, pp. 913-940

2017

  1. Searching for Inefficiencies in Exchange Rate Dynamics

    Computational Economics, Vol. 49, Núm. 3, pp. 405-432