Exploring frequency of price overreactions in the Ukrainian stock market

This paper explores the frequency of price overreactions in the Ukrainian stock market by focusing on the PFTS Index over the period 2006–2017 and UX index over the period 2008–2017, as well as some “blue chips” (BAVL, UNAF, MSICH, CEEN) for the period of 2013–2015. Using static approach to detect o...

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Bibliographic Details
Main Authors: Alex Plastun, Inna Makarenko, Lyudmila Khomutenko, Yanina Belinska, Maryna Domashenko
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2018-08-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10796/imfi_2018_03_Plastun.pdf