Luis Alberiko
Gil Alaña
Catedrático de Universidad
Sumy State University
Sumy, UcraniaPublicacions en col·laboració amb investigadors/es de Sumy State University (7)
2022
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Persistence in ESG and conventional stock market indices
Journal of Economics and Finance, Vol. 46, Núm. 4, pp. 678-703
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Persistence in the passion investment market
Heliyon, Vol. 8, Núm. 12
2019
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Long-term price overreactions: are markets inefficient?
Journal of Economics and Finance, Vol. 43, Núm. 4, pp. 657-680
2018
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Is market fear persistent? A long-memory analysis
Finance Research Letters, Vol. 27, pp. 140-147
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Persistence in the cryptocurrency market
Research in International Business and Finance, Vol. 46, pp. 141-148
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Short-Term Price Overreactions: Identification, Testing, Exploitation
Computational Economics, Vol. 51, Núm. 4, pp. 913-940
2017
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Searching for Inefficiencies in Exchange Rate Dynamics
Computational Economics, Vol. 49, Núm. 3, pp. 405-432