Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) The weekend effect: a trading robot and fractional integration analysis. Centre for International Capital Markets discussion papers, 2014 (06). pp. 1-20. ISSN 1749-3412
Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) Intraday anomalies and market efficiency : a trading robot analysis. Centre for International Capital Markets discussion papers, 2014 (09). pp. 1-22. ISSN 1749-3412
Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) Long memory In the Ukrainian stock market and financial crises. Centre for International Capital Markets discussion papers, 2014 (03). pp. 1-30. ISSN 1749-3412
Caporale, Guglielmo Maria, Gil-Alana, Luis A. and Plastun, Alex (2014) Short-term price overreactions : identification, testing, exploitation. Centre for International Capital Markets discussion papers, 2014 (10). pp. 1-29. ISSN 1749-3412