Publications en collaboration avec des chercheurs de Ukrainian Academy of Banking of the National Bank of Ukraine (3)

2016

  1. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

    Computational Economics, Vol. 47, Núm. 2, pp. 275-295

  2. Long memory in the Ukrainian stock market and financial crises

    Journal of Economics and Finance, Vol. 40, Núm. 2, pp. 235-257

  3. The weekend effect: an exploitable anomaly in the Ukrainian stock market?

    Journal of Economic Studies, Vol. 43, Núm. 6, pp. 954-965