Inna Makarenko

National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine

57, Petropavlivska str.

Sumy, 40030

Ukraine

SCHOLARLY PAPERS

13

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14

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10

Scholarly Papers (13)

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

DIW Berlin Discussion Paper No. 1386
Number of pages: 22 Posted: 03 Oct 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 126 (272,525)
Citation 3

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Efficient Market Hypothesis; weekend effect; trading strategy

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

CESifo Working Paper Series No. 4849
Number of pages: 20 Posted: 09 Jul 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 66 (412,536)

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efficient market hypothesis, weekend effect, trading strategy

The Weekend Effect: A Trading Robot and Fractional Integration Analysis

DIW Berlin Discussion Paper No. 1386
Number of pages: 22 Posted: 19 Jun 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 65 (415,817)

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Efficient Market Hypothesis; weekend effect; trading strategy

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

CESifo Working Paper Series No. 4752
Number of pages: 22 Posted: 09 May 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 93 (336,808)
Citation 1

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efficient market hypothesis, intraday patterns, time of the day anomaly, trading strategy

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

DIW Berlin Discussion Paper No. 1377
Number of pages: 24 Posted: 07 May 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 68 (405,920)
Citation 1

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Efficient Market Hypothesis, intraday patterns, time of the day anomaly, trading strategy

3.

Market Efficiency of Traditional Stock Market Indices and Social Responsible Indices: The Role of Sustainability Reporting

Henry Mynhardt, Inna Makarenko and Alex Plastun (2017). Market efficiency of traditional stock market indices and social responsible indices: the role of sustainability reporting. Investment Management and Financial Innovations, 14(2), 94-106. doi:10.21511/imfi.14(2).2017.09
Number of pages: 14 Posted: 15 Jun 2017
Ronald Mynhardt, Inna Makarenko and Alex Plastun
University of South Africa, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Downloads 101 (316,961)
Citation 1

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corporate social responsibility, sustainability reporting, long-term memory, social responsible indices, efficient market hypotheses (EMH)

4.

ESG Disclosure Regulation: In Search of a Relationship with the Countries Competitiveness

Alex Plastun, Inna Makarenko, Olena Kravchenko, Natalia Ovcharova and Zhanna Oleksich (2019). ESG disclosure regulation: in search of a relationship with the countries’ competitiveness. Problems and Perspectives in Management, 17(3), 76-88. doi:10.21511/ppm.17(3).2019.06
Number of pages: 14 Posted: 10 Oct 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, Sumy State University and Sumy State University
Downloads 56 (445,450)

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country’s competitiveness, CSER, ESG disclosure, regulation

5.

Banking Risks: Enhancing Requirements Concerning Risk Management and Information Disclosure

Number of pages: 8 Posted: 17 Dec 2014
Yana Kryvych and Inna Makarenko
Ukranian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 53 (452,821)

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risk, risk management, disclosure, transparency

6.

Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009

Mynhardt, R.H., Plastun, A., Makarenko, I., 2014 "Behavior of financial markets efficiency during the financial market crisis: 2007 - 2009" Corporate Ownership and Control, 2014, 11 (2 F) , pp. 531-546
Number of pages: 17 Posted: 27 Sep 2014 Last Revised: 20 Dec 2014
Alex Plastun, Inna Makarenko and Ronald Mynhardt
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and University of South Africa
Downloads 52 (456,614)
Citation 1

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Persistence, R/S Analysis, Hurst exponent, Fractal market Hypothesis, efficiency of financial market.

7.

Environmental, Social and Governance Investment Standardization: Moving Towards Sustainable Economy

Alex Plastun, Inna Makarenko, Yulia Yelnikova and Serhiy Makarenko (2019). Environmental, social and governance investment standardization: moving towards sustainable economy. Environmental Economics, 10(1), 12-22. doi:10.21511/ee.10(1).2019.02
Number of pages: 12 Posted: 31 Jul 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University and ?F LLC «Sumycoop-audit»
Downloads 50 (464,516)

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ESG investment, standardization, sustainable economy

8.

Force Majeure Events and Stock Market Reactions In Ukraine

Brunel University London, Economics and Finance Working Paper Series, No. 19-05
Number of pages: 24 Posted: 30 Apr 2019
Brunel University London - Department of Economics and Finance, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 47 (476,625)
Citation 1

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Ukrainian Stock Market, Force-Majeure Event, Event Study

9.

Exploring Price Gap Anomaly in the Ukrainian Stock Market

Alex Plastun, Inna Makarenko, Lyudmila Khomutenko, Svitlana Shcherbak and Olha Tryfonova (2019). Exploring price gap anomaly in the Ukrainian stock market. Investment Management and Financial Innovations, 16(2), 150-158. doi:10.21511/imfi.16(2).2019.13
Number of pages: 10 Posted: 31 Jul 2019
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, Sumy State University and Oles Honchar Dnipro National University
Downloads 35 (531,662)

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Efficient Market Hypothesis, market anomaly, momentum effect, price gaps, reversal pattern, seasonality, stock market, trading strategy

10.

Persistence in ESG and Conventional Stock Market Indices

CESifo Working Paper No. 9098
Number of pages: 28 Posted: 03 Jun 2021
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 29 (564,020)

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11.

Long Memory in the Ukrainian Stock Market and Financial Crises

Working Paper No. 13-27. – Brunel University, London
Number of pages: 31 Posted: 04 Oct 2014
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Sumy State University and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Downloads 18 (636,092)
Citation 5

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Persistence, Long Memory, R/S Analysis, Fractional Integration

12.

Exploring Frequency of Price Overreactions in the Ukrainian Stock Market

Investment Management and Financial Innovations, 15(3), 157-168. Doi:10.21511/imfi.15(3).2018.13
Number of pages: 13 Posted: 28 Aug 2018
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine, Sumy State University, University of State Fiscal Service of Ukraine and Sumy State University
Downloads 12 (679,772)

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stock market, crisis, frequency analysis, overreactions, frequency of overreactions

13.

Competitiveness in the Ukrainian Stock Market and Local Crisis of 2013–2015

Alex Plastun, Inna Makarenko and Ievgen Balatskyi (2018). Competitiveness in the Ukrainian stock market and local crisis of 2013–2015. Investment Management and Financial Innovations, 15(2), 29-39. doi:10.21511/imfi.15(2).2018.03
Number of pages: 12 Posted: 09 May 2018
Alex Plastun, Inna Makarenko and Ievgen Balatskyi
Sumy State University, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Downloads 7 (717,986)

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Ukrainian Stock Market, Competitiveness, Concentration