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About

Alex Plastun is a leading researcher in financial market anomalies and behavioral finance, with a particular focus on price overreactions and market efficiency. His work has significantly advanced our understanding of how assets—especially cryptocurrencies—deviate from rational pricing. His most cited study, “Price overreactions in the cryptocurrency market” (2019, 54 citations), systematically examines abnormal price movements in Bitcoin, Litecoin, Ripple, and Dash, using both parametric and non-parametric tests to confirm the presence of exploitable overreactions. Plastun’s broader contributions include developing innovative methodologies to identify and test short-term price overreactions (2017, 33 citations), and pioneering the use of trading robot analysis to evaluate intraday anomalies and the weekend effect while accounting for transaction costs—a critical step often overlooked in prior research. His work on the weekend effect (2014, 2017) further challenges the efficient market hypothesis by combining fractional integration techniques with automated trading strategies. With over 120 total citations across his key papers, Plastun’s research provides both theoretical insights and practical tools for traders and policymakers, cementing his reputation as a rigorous analyst of market inefficiencies in traditional and digital asset markets.