Inna Makarenko

Papers

Total Citations

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About

Inna Makarenko is a financial economist whose research focuses on market anomalies, time series econometrics, and algorithmic trading strategies. Her most cited work, "The weekend effect: a fractional integration and trading robot analysis" (2017), makes a dual-method contribution to the study of calendar anomalies in financial markets. By combining fractional integration techniques—which estimate the long-memory parameter of return series—with a trading robot simulation, Makarenko provides fresh empirical evidence on the persistence and exploitability of the weekend effect. This innovative approach bridges theoretical econometrics and practical trading, demonstrating how statistical properties of asset prices can inform automated strategies. Her work has accumulated over 4 citations, reflecting its niche but growing influence among researchers interested in market efficiency and quantitative finance. Makarenko’s research is particularly valuable for students and practitioners seeking to understand how subtle market patterns can be detected and potentially traded upon, offering a rigorous yet applied perspective on one of finance’s most enduring puzzles.