EconPapers    
Economics at your fingertips  
 

Details about Bartosz T. Gebka

Homepage:https://www.ncl.ac.uk/business-school/staff/profile/bartoszgebka.html#publications
Workplace:Business School, Newcastle University, (more information at EDIRC)

Access statistics for papers by Bartosz T. Gebka.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pge120


Jump to Journal Articles

Working Papers

2012

  1. Liquidity needs, private information, feedback trading: verifying motives to trade
    NBP Working Papers, Narodowy Bank Polski Downloads

2006

  1. Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe Downloads View citations (2)

Journal Articles

2024

  1. An enhanced investor sentiment index*
    The European Journal of Finance, 2024, 30, (8), 827-864 Downloads
  2. Does religiosity affect stock investors’ herding behaviour? Global evidence
    Finance Research Letters, 2024, 62, (PA) Downloads View citations (1)
  3. Numerological superstitions and market-wide herding: Evidence from China
    International Review of Financial Analysis, 2024, 93, (C) Downloads
  4. The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it?
    Journal of Policy Modeling, 2024, 46, (2), 235-253 Downloads
  5. The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation
    Journal of Economic Behavior & Organization, 2024, 224, (C), 966-995 Downloads

2023

  1. Is sentiment the solution to the risk–return puzzle? A (cautionary) note
    Journal of Behavioral and Experimental Finance, 2023, 37, (C) Downloads

2022

  1. Feedback trading: a review of theory and empirical evidence
    Review of Behavioral Finance, 2022, 15, (4), 429-476 Downloads View citations (3)

2021

  1. Regulatory mood-congruence and herding: Evidence from cannabis stocks
    Journal of Economic Behavior & Organization, 2021, 185, (C), 842-864 Downloads View citations (8)

2019

  1. Asymmetric price reactions to dividend announcements: Always irrational?
    Economics Letters, 2019, 185, (C) Downloads View citations (2)
  2. Day-of-the-week effects in financial contagion
    Finance Research Letters, 2019, 28, (C), 221-226 Downloads View citations (5)
  3. Do closed-end fund investors herd?
    Journal of Banking & Finance, 2019, 105, (C), 194-206 Downloads View citations (22)
  4. Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies
    Research in International Business and Finance, 2019, 47, (C), 78-101 Downloads View citations (9)
  5. Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index
    International Review of Economics & Finance, 2019, 60, (C), 1-25 Downloads View citations (6)

2018

  1. Identifying contagion: A unifying approach
    Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 224-240 Downloads View citations (13)
  2. The predictive power of the yield spread for future economic expansions: Evidence from a new approach
    Economic Modelling, 2018, 75, (C), 181-195 Downloads View citations (8)

2017

  1. Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia
    International Journal of Production Research, 2017, 55, (9), 2454-2469 Downloads View citations (7)
  2. Profitability of insider trading in Europe: A performance evaluation approach
    Journal of Empirical Finance, 2017, 44, (C), 66-90 Downloads View citations (5)

2015

  1. How exactly do markets adapt? Evidence from the moving average rule in three developed markets
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 127-147 Downloads View citations (18)
  2. The benefits of combining seasonal anomalies and technical trading rules
    Finance Research Letters, 2015, 14, (C), 36-44 Downloads View citations (3)
  3. The elusive nature of motives to trade: Evidence from international stock markets
    International Review of Financial Analysis, 2015, 39, (C), 147-157 Downloads View citations (3)

2014

  1. Does high frequency trading affect technical analysis and market efficiency? And if so, how?
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 131-157 Downloads View citations (25)
  2. Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode
    International Review of Applied Economics, 2014, 28, (5), 586-610 Downloads

2013

  1. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
    International Review of Financial Analysis, 2013, 26, (C), 1-17 Downloads View citations (24)
  2. Causality between trading volume and returns: Evidence from quantile regressions
    International Review of Economics & Finance, 2013, 27, (C), 144-159 Downloads View citations (69)
  3. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
    Journal of Banking & Finance, 2013, 37, (9), 3639-3653 Downloads View citations (9)
  4. International herding: Does it differ across sectors?
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 55-84 Downloads View citations (49)
  5. Is there life in the old dogs yet? Making break-tests work on financial contagion
    Review of Quantitative Finance and Accounting, 2013, 40, (3), 485-507 Downloads View citations (3)
  6. The determinants of quantile autocorrelations: Evidence from the UK
    International Review of Financial Analysis, 2013, 29, (C), 51-61 Downloads View citations (7)

2012

  1. THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES
    Bulletin of Economic Research, 2012, 64, (1), 65-90 Downloads View citations (11)

2009

  1. Together we invest? Individual and institutional investors' trading behaviour in Poland
    International Review of Financial Analysis, 2009, 18, (4), 212-221 Downloads View citations (47)

2008

  1. Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange
    International Review of Financial Analysis, 2008, 17, (1), 134-155 Downloads View citations (4)

2007

  1. Intra- and inter-regional spillovers between emerging capital markets around the world
    Research in International Business and Finance, 2007, 21, (2), 203-221 Downloads View citations (44)

2006

  1. Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 301-317 Downloads View citations (31)
  2. Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior
    Global Finance Journal, 2006, 16, (3), 233-244 Downloads View citations (6)

2005

  1. Dynamic volume-return relationship: evidence from an emerging capital market
    Applied Financial Economics, 2005, 15, (14), 1019-1029 Downloads View citations (6)
 
Page updated 2025-03-31