Bartosz T. Gebka
Names
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Bartosz |
| middle: |
T. |
| last: |
Gebka |
Identifer
Contact
Affiliations
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Newcastle University
/ Business School
Research profile
author of:
- The Dynamic Relation Between Returns, Trading Volume, And Volatility: Lessons From Spillovers Between Asia And The United States (repec:bla:buecrs:v:64:y:2012:i:1:p:65-90)
by Bartosz Gębka - Is sentiment the solution to the risk–return puzzle? A (cautionary) note (repec:eee:beexfi:v:37:y:2023:i:c:s2214635023000011)
by Ung, Sze Nie & Gebka, Bartosz & Anderson, Robert D.J. - Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? (repec:eee:ecmode:v:148:y:2025:i:c:s0264999325000720)
by Gebka, Bartosz - The predictive power of the yield spread for future economic expansions: Evidence from a new approach (repec:eee:ecmode:v:75:y:2018:i:c:p:181-195)
by Gebka, Bartosz & Wohar, Mark E. - Asymmetric price reactions to dividend announcements: Always irrational? (repec:eee:ecolet:v:185:y:2019:i:c:s0165176519303544)
by Gebka, Bartosz - Profitability of insider trading in Europe: A performance evaluation approach (repec:eee:empfin:v:44:y:2017:i:c:p:66-90)
by Gębka, Bartosz & Korczak, Adriana & Korczak, Piotr & Traczykowski, Jędrzej - Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange (repec:eee:finana:v:17:y:2008:i:1:p:134-155)
by Gebka, Bartosz - Together we invest? Individual and institutional investors' trading behaviour in Poland (repec:eee:finana:v:18:y:2009:i:4:p:212-221)
by Goodfellow, Christiane & Bohl, Martin T. & Gebka, Bartosz - 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 (repec:eee:finana:v:26:y:2013:i:c:p:1-17)
by Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin - The determinants of quantile autocorrelations: Evidence from the UK (repec:eee:finana:v:29:y:2013:i:c:p:51-61)
by Gębka, Bartosz & Wohar, Mark E. - The elusive nature of motives to trade: Evidence from international stock markets (repec:eee:finana:v:39:y:2015:i:c:p:147-157)
by Gębka, Bartosz & Serwa, Dobromił - Numerological superstitions and market-wide herding: Evidence from China (repec:eee:finana:v:93:y:2024:i:c:s1057521924001315)
by Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios - The benefits of combining seasonal anomalies and technical trading rules (repec:eee:finlet:v:14:y:2015:i:c:p:36-44)
by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V. - Day-of-the-week effects in financial contagion (repec:eee:finlet:v:28:y:2019:i:c:p:221-226)
by Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J. - Does religiosity affect stock investors’ herding behaviour? Global evidence (repec:eee:finlet:v:62:y:2024:i:pa:s1544612324001958)
by El Hajjar, Samah & Gebka, Bartosz & Duxbury, Darren & Su, Chen - Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior (repec:eee:glofin:v:16:y:2006:i:3:p:233-244)
by Gebka, Bartosz & Henke, Harald & Bohl, Martin T. - Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis (repec:eee:intfin:v:16:y:2006:i:4:p:301-317)
by Gebka, Bartosz & Serwa, Dobromil - International herding: Does it differ across sectors? (repec:eee:intfin:v:23:y:2013:i:c:p:55-84)
by Gębka, Bartosz & Wohar, Mark E. - Does high frequency trading affect technical analysis and market efficiency? And if so, how? (repec:eee:intfin:v:28:y:2014:i:c:p:131-157)
by Manahov, Viktor & Hudson, Robert & Gebka, Bartosz - How exactly do markets adapt? Evidence from the moving average rule in three developed markets (repec:eee:intfin:v:38:y:2015:i:c:p:127-147)
by Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert - Identifying contagion: A unifying approach (repec:eee:intfin:v:55:y:2018:i:c:p:224-240)
by Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J. - Do closed-end fund investors herd? (repec:eee:jbfina:v:105:y:2019:i:c:p:194-206)
by Cui, Yueting & Gebka, Bartosz & Kallinterakis, Vasileios - Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration (repec:eee:jbfina:v:37:y:2013:i:9:p:3639-3653)
by Gębka, Bartosz & Karoglou, Michail - Regulatory mood-congruence and herding: Evidence from cannabis stocks (repec:eee:jeborg:v:185:y:2021:i:c:p:842-864)
by Andrikopoulos, Panagiotis & Gebka, Bartosz & Kallinterakis, Vasileios - The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation (repec:eee:jeborg:v:224:y:2024:i:c:p:966-995)
by Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios - The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? (repec:eee:jpolmo:v:46:y:2024:i:2:p:235-253)
by Gebka, Bartosz & Kanungo, Rama Prasad & Wildman, John - Causality between trading volume and returns: Evidence from quantile regressions (repec:eee:reveco:v:27:y:2013:i:c:p:144-159)
by Gebka, Bartosz & Wohar, Mark E. - Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index (repec:eee:reveco:v:60:y:2019:i:c:p:1-25)
by Gebka, Bartosz & Wohar, Mark E. - Intra- and inter-regional spillovers between emerging capital markets around the world (repec:eee:riibaf:v:21:y:2007:i:2:p:203-221)
by Gebka, Bartosz & Serwa, Dobromil - Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies (repec:eee:riibaf:v:47:y:2019:i:c:p:78-101)
by Yang, Yunlin & Gebka, Bartosz & Hudson, Robert - Feedback trading: a review of theory and empirical evidence (repec:eme:rbfpps:rbf-12-2021-0268)
by Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis - Is there life in the old dogs yet? Making break-tests work on financial contagion (repec:kap:rqfnac:v:40:y:2013:i:3:p:485-507)
by Bartosz Gębka & Michail Karoglou - Liquidity needs, private information, feedback trading: verifying motives to trade (repec:nbp:nbpmis:119)
by Bartosz Gębka & Dobromił Serwa - Dynamic volume-return relationship: evidence from an emerging capital market (repec:taf:apfiec:v:15:y:2005:i:14:p:1019-1029)
by Bartosz Gebka - An enhanced investor sentiment index (repec:taf:eurjfi:v:30:y:2024:i:8:p:827-864)
by Sze Nie Ung & Bartosz Gebka & Robert D. J. Anderson - Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode (repec:taf:irapec:v:28:y:2014:i:5:p:586-610)
by Bartosz Gębka - Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia (repec:taf:tprsxx:v:55:y:2017:i:9:p:2454-2469)
by Gu Pang & Bartosz Gebka - Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume (repec:zbw:euvgra:20061)
by Gebka, Bartosz