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 1 1 12 0 7 10 105
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 0 3 10 143
Total Working Papers 0 1 1 34 0 10 20 248


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 61 1 2 23 256
An enhanced investor sentiment index* 1 3 9 26 12 47 107 160
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 0 4 10 172
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 0 5 0 8 18 44
Behavioral effects of capital market regulations on investor (ir)rationality and market (in)efficiency: Evidence from MAD and TPD EU directives 0 0 0 0 2 6 9 9
Causality between trading volume and returns: Evidence from quantile regressions 0 0 2 129 0 2 19 462
Day-of-the-week effects in financial contagion 0 0 1 10 0 2 11 53
Do closed-end fund investors herd? 0 0 1 20 1 6 15 112
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 1 1 136 1 6 39 598
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 2 5 0 3 16 26
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 0 1 3 167
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 2 4 10 10 8 24 90 90
Feedback trading: a review of theory and empirical evidence 0 0 0 6 0 11 35 58
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 3 6 14 3 12 27 58
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 0 2 14 80
Herding and informed trading: Evidence from Chinese equity markets 0 1 1 1 2 7 10 10
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 6 16 32 137
Identifying contagion: A unifying approach 0 0 0 10 1 4 12 83
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 0 8 148
International herding: Does it differ across sectors? 0 0 0 110 1 3 21 331
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 0 72 1 1 17 230
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 0 1 8 0 0 17 47
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 0 0 10 48
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 1 1 31 6 10 26 227
Numerological superstitions and market-wide herding: Evidence from China 0 1 2 3 3 14 40 43
Option market liquidity and stock price crash risk 1 2 3 3 7 14 24 24
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 2 4 42
Profitability of insider trading in Europe: A performance evaluation approach 0 0 3 20 1 5 21 153
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 2 5 18 64
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 0 2 14 68
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 1 1 18 112
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 0 4 15 94
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 0 7 15 62
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 0 2 13 108
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 1 2 10 1 2 11 60
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 0 5 21 26
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 1 1 3 5 2 12 34 47
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 0 2 136 1 7 24 530
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 6 182
Total Journal Articles 5 18 51 1,106 63 259 867 5,221


Statistics updated 2026-07-10