Bartosz T. Gebka
Names
| first: |
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. - 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 - 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. - 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 - 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 - Unknown item RePEc:taf:apfiec:v:15:y:2005:i:14:p:1019-1029 (article)
- 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