Efficient-market hypothesis

Price overreactions in the cryptocurrency market

Guglielmo Maria Caporale, Alex Plastun

Citations: 54 • 2019

Short-Term Price Overreactions: Identification, Testing, Exploitation

Guglielmo Maria Caporale, Luis A. Gil-Alaña, Alex Plastun

Citations: 33 • 2017

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

Guglielmo Maria Caporale, Luis A. Gil-Alaña, Alex Plastun, Інна Макаренко

Citations: 21 • 2015

Price Overreactions in the Cryptocurrency Market

Guglielmo Maria Caporale

Citations: 6 • 2018

The weekend effect: a fractional integration and trading robot analysis

Guglielmo Maria Caporale, Luis Gil Alana, Alex Plastun, Inna Makarenko

Citations: 4 • 2017

Fractal-Based Robotic Trading Strategies Using Detrended Fluctuation Analysis and Fractional Derivatives: A Case Study in the Energy Market

Ekaterina Popovska, Galya Georgieva-Tsaneva

Citations: 3 • 2024

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

Guglielmo Maria Caporale, Luis A. Gil-Alaña, Alex Plastun, Інна Макаренко

Citations: 2 • 2014