Access Statistics for Bartosz T. Gebka

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume 0 0 0 11 0 0 1 95
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 0 1 1 133
Total Working Papers 0 0 0 33 0 1 2 228


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 0 0 1 59 0 3 10 232
An enhanced investor sentiment index* 1 5 11 13 6 17 43 45
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 0 1 1 161
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 0 3 0 2 3 23
Causality between trading volume and returns: Evidence from quantile regressions 0 1 8 127 0 1 13 442
Day-of-the-week effects in financial contagion 1 1 1 7 1 3 4 40
Do closed-end fund investors herd? 0 0 2 19 1 5 10 93
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 1 1 4 134 3 4 13 556
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 3 3 1 1 9 9
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 0 0 0 164
Feedback trading: a review of theory and empirical evidence 0 1 5 6 1 3 17 21
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 1 1 8 0 3 5 27
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 0 0 1 66
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 1 17 0 1 9 104
Identifying contagion: A unifying approach 0 0 1 10 0 0 2 71
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 1 1 139
International herding: Does it differ across sectors? 0 1 8 109 0 4 17 306
Intra- and inter-regional spillovers between emerging capital markets around the world 1 1 3 72 1 1 5 212
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 0 2 7 2 4 10 30
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 0 0 0 38
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 2 3 9 200
Numerological superstitions and market-wide herding: Evidence from China 0 0 1 1 0 0 3 3
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 1 1 38
Profitability of insider trading in Europe: A performance evaluation approach 0 0 3 15 0 0 6 129
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 2 8 0 1 4 46
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 0 1 4 54
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 1 2 3 93
The benefits of combining seasonal anomalies and technical trading rules 0 0 1 17 0 0 1 79
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 0 0 0 47
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 0 1 2 94
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 0 0 8 0 1 5 49
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 0 0 4 4
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 0 1 1 0 3 9 9
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 0 4 133 1 5 14 505
Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange 0 0 0 50 0 0 2 176
Total Journal Articles 4 12 63 1,040 20 72 240 4,305


Statistics updated 2025-05-12