Publicaciones en colaboración con investigadores/as de 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