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 1 11 1 1 7 89
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 0 0 14 128
Total Working Papers 0 0 1 33 1 1 21 217


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 1 2 5 52 2 4 21 192
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 46 0 0 6 154
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 1 1 0 1 2 2
Causality between trading volume and returns: Evidence from quantile regressions 1 4 16 84 4 16 48 336
Day-of-the-week effects in financial contagion 0 0 1 1 1 1 12 17
Do closed-end fund investors herd? 1 1 4 5 1 4 23 27
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 3 14 106 6 12 52 453
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 0 1 3 162
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 1 1 3 0 2 2 8
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 0 1 8 58
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 1 11 2 3 11 54
Identifying contagion: A unifying approach 0 0 2 3 1 3 19 33
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 1 1 5 134
International herding: Does it differ across sectors? 0 3 15 69 2 7 31 195
Intra- and inter-regional spillovers between emerging capital markets around the world 1 1 2 64 1 1 11 188
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 6 0 2 3 31
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 1 11 15 1 7 94 128
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 0 2 33
Profitability of insider trading in Europe: A performance evaluation approach 0 0 0 3 0 0 8 28
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 2 8 1 4 20 38
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 1 19 1 4 17 79
The benefits of combining seasonal anomalies and technical trading rules 0 1 1 16 0 1 10 68
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 4 0 0 8 36
The elusive nature of motives to trade: Evidence from international stock markets 0 1 1 4 0 1 13 87
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 1 1 3 0 4 9 30
Together we invest? Individual and institutional investors' trading behaviour in Poland 1 3 12 95 4 15 68 390
Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange 0 0 0 47 0 0 9 166
Total Journal Articles 5 22 91 749 28 95 515 3,127


Statistics updated 2020-09-04