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 5 5 8 103
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 3 3 10 143
Total Working Papers 0 0 0 33 8 8 18 246


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 2 61 0 2 22 254
An enhanced investor sentiment index* 1 4 11 24 8 23 76 121
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 3 5 10 171
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 2 5 4 6 17 40
Causality between trading volume and returns: Evidence from quantile regressions 0 0 2 129 1 3 19 461
Day-of-the-week effects in financial contagion 0 0 3 10 1 1 12 52
Do closed-end fund investors herd? 0 0 1 20 3 4 16 109
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 1 135 4 13 40 596
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 2 5 2 6 16 25
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 1 1 3 167
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 2 3 8 8 11 38 77 77
Feedback trading: a review of theory and empirical evidence 0 0 0 6 10 15 36 57
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 0 3 11 4 6 23 50
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 2 2 14 80
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 6 13 23 127
Identifying contagion: A unifying approach 0 0 0 10 2 4 10 81
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 0 9 148
International herding: Does it differ across sectors? 0 0 1 110 2 4 24 330
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 0 72 0 1 17 229
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 1 10 48
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 2 6 19 219
Numerological superstitions and market-wide herding: Evidence from China 0 0 1 2 7 16 33 36
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 0 2 40
Profitability of insider trading in Europe: A performance evaluation approach 0 2 5 20 3 6 22 151
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 2 4 15 61
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 1 5 13 67
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 0 13 18 111
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 3 5 14 93
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 5 8 13 60
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 2 3 14 108
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 0 1 9 0 0 9 58
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 4 7 21 25
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 0 3 4 6 11 32 41
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 0 3 136 5 9 23 528
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 3 9 50 1,090 104 241 745 5,050


Statistics updated 2026-05-06