Inna Makarenko
Personal Details
First Name: | Inna |
Middle Name: | |
Last Name: | Makarenko |
Suffix: | |
RePEc Short-ID: | pma2145 |
| |
Affiliation
Ukrainian Academy of Banking of the National Bank of Ukraine
Sumy, Ukrainehttp://www.uabs.edu.ua/
RePEc:edi:uabssua (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"The Weekend Effect: A Trading Robot and Fractional Integration Analysis,"
Discussion Papers of DIW Berlin
1386, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series 4849, CESifo.
- Kryvych, Yana & Makarenko, Inna, 2014. "Banking Risks: Enhancing Requirements Concerning Risk Management And Information Disclosure," MPRA Paper 60670, University Library of Munich, Germany.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"Intraday Anomalies and Market Efficiency: A Trading Robot Analysis,"
CESifo Working Paper Series
4752, CESifo.
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
- Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013. "Long memory in the ukrainian stock market and financial crises," MPRA Paper 59061, University Library of Munich, Germany.
Articles
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016.
"Intraday Anomalies and Market Efficiency: A Trading Robot Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014.
"Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009,"
MPRA Paper
58942, University Library of Munich, Germany.
Cited by:
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018.
"Is market fear persistent? A long-memory analysis,"
Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017.
"Long Memory and Data Frequency in Financial Markets,"
CESifo Working Paper Series
6396, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin 1647, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017.
"Persistence in the Cryptocurrency Market,"
Discussion Papers of DIW Berlin
1703, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 46(C), pages 141-148.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
- Emilian DOBRESCU, 2016. "Controversies over the Size of the Public Budget," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-34, December.
- Oluwasegun B. Adekoya, 2021. "Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches," Empirical Economics, Springer, vol. 61(3), pages 1415-1433, September.
- Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
- Cesario Mateus & Bao Trung Hoang, 2021. "Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 499-526, December.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018.
"Is market fear persistent? A long-memory analysis,"
Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"The Weekend Effect: A Trading Robot and Fractional Integration Analysis,"
Discussion Papers of DIW Berlin
1386, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series 4849, CESifo.
Cited by:
- Guglielmo Maria Caporale & Alex Plastun, 2016.
"Calendar Anomalies in the Ukrainian Stock Market,"
CESifo Working Paper Series
5877, CESifo.
- Guglielmo Maria Caporale & Alex Plastun, 2016. "Calendar Anomalies in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1573, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Alex Plastun, 2017.
"The Day of the Week Effect in the Crypto Currency Market,"
CESifo Working Paper Series
6716, CESifo.
- Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin 1694, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Plastun, Alex, 2019. "The day of the week effect in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 31(C).
- Girardin, Eric & Salimi Namin, Fatemeh, 2019.
"The January effect in the foreign exchange market: Evidence for seasonal equity carry trades,"
Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
- Eric Girardin & Fatemeh Salimi Namin, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print hal-02314156, HAL.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016.
"The weekend effect: an exploitable anomaly in the Ukrainian stock market?,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(6), pages 954-965, November.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin 1458, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014.
"Intraday Anomalies and Market Efficiency: A Trading Robot Analysis,"
CESifo Working Paper Series
4752, CESifo.
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
Cited by:
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Price Gap Anomaly in the US Stock Market: The Whole Story,"
Working Papers
201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021.
"Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
- Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022. "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, vol. 47(PB).
- I. Marta Miranda García & María‐Jesús Segovia‐Vargas & Usue Mori & José A. Lozano, 2023. "Early prediction of Ibex 35 movements," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1150-1166, August.
- Girardin, Eric & Salimi Namin, Fatemeh, 2019.
"The January effect in the foreign exchange market: Evidence for seasonal equity carry trades,"
Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
- Eric Girardin & Fatemeh Salimi Namin, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print hal-02314156, HAL.
- Mohammad Arashi & Mohammad Mahdi Rounaghi, 2022. "Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model," Future Business Journal, Springer, vol. 8(1), pages 1-12, December.
- V. Vismayaa & K. R. Pooja & A. Alekhya & C. N. Malavika & Binoy B. Nair & P. N. Kumar, 2020. "Classifier Based Stock Trading Recommender Systems for Indian stocks: An Empirical Evaluation," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 901-923, March.
- Maria Caporale, Guglielmo & Zakirova, Valentina, 2017. "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, vol. 3(1), pages 101-108.
- Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013.
"Long memory in the ukrainian stock market and financial crises,"
MPRA Paper
59061, University Library of Munich, Germany.
Cited by:
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018.
"Is market fear persistent? A long-memory analysis,"
Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017.
"Long Memory and Data Frequency in Financial Markets,"
CESifo Working Paper Series
6396, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin 1647, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017.
"Persistence in the Cryptocurrency Market,"
Discussion Papers of DIW Berlin
1703, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 46(C), pages 141-148.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021.
"Persistence in ESG and Conventional Stock Market Indices,"
CESifo Working Paper Series
9098, CESifo.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022. "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 678-703, October.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018.
"Is market fear persistent? A long-memory analysis,"
Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
Articles
- Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016.
"Intraday Anomalies and Market Efficiency: A Trading Robot Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 275-295, February.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (2) 2014-11-17 2014-11-17
- NEP-MST: Market Microstructure (2) 2014-07-05 2014-07-05
- NEP-CMP: Computational Economics (1) 2014-07-05
- NEP-RMG: Risk Management (1) 2014-12-29
Corrections
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