Details about Bartosz T. Gebka

Access statistics for papers by Bartosz T. Gebka.

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

Short-id: pge120

Working Papers

2012

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

2006

2. 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 View citations (2)

Journal Articles

2024

1. An enhanced investor sentiment index*
   The European Journal of Finance, 2024, 30, (8), 827-864
2. Does religiosity affect stock investors’ herding behaviour? Global evidence
   Finance Research Letters, 2024, 62, (PA) View citations (1)
3. Numerological superstitions and market-wide herding: Evidence from China
   International Review of Financial Analysis, 2024, 93, (C)
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
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

2023

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

2022

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

2021

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

2019

9. Asymmetric price reactions to dividend announcements: Always irrational?
   Economics Letters, 2019, 185, (C) View citations (2)
10. Day-of-the-week effects in financial contagion
    Finance Research Letters, 2019, 28, (C), 221-226 View citations (5)
11. Do closed-end fund investors herd?
    Journal of Banking & Finance, 2019, 105, (C), 194-206 View citations (22)
12. 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 View citations (9)
13. 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 View citations (6)

2018

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

2017

16. 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 View citations (7)
17. Profitability of insider trading in Europe: A performance evaluation approach
    Journal of Empirical Finance, 2017, 44, (C), 66-90 View citations (5)

2015

18. 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 View citations (18)
19. The benefits of combining seasonal anomalies and technical trading rules
    Finance Research Letters, 2015, 14, (C), 36-44 View citations (3)
20. The elusive nature of motives to trade: Evidence from international stock markets
    International Review of Financial Analysis, 2015, 39, (C), 147-157 View citations (3)

2014

21. 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 View citations (25)
22. Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode
    International Review of Applied Economics, 2014, 28, (5), 586-610

2013

23. 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 View citations (24)
24. Causality between trading volume and returns: Evidence from quantile regressions
    International Review of Economics & Finance, 2013, 27, (C), 144-159 View citations (70)
25. 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 View citations (9)
26. International herding: Does it differ across sectors?
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 55-84 View citations (49)
27. 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 View citations (3)
28. The determinants of quantile autocorrelations: Evidence from the UK
    International Review of Financial Analysis, 2013, 29, (C), 51-61 View citations (7)

2012

29. 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 View citations (11)

2009

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

2008

31. 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 View citations (4)

2007

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

2006

33. 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 View citations (31)
34. Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior
    Global Finance Journal, 2006, 16, (3), 233-244 View citations (6)

2005

35. Dynamic volume-return relationship: evidence from an emerging capital market
    Applied Financial Economics, 2005, 15, (14), 1019-1029 View citations (6)