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 1 3 98
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 0 6 7 140
Total Working Papers 0 0 0 33 0 7 10 238


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 6 21 252
An enhanced investor sentiment index* 2 2 12 22 2 28 66 100
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 0 2 5 166
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 2 5 1 4 12 35
Causality between trading volume and returns: Evidence from quantile regressions 0 1 2 129 1 10 17 459
Day-of-the-week effects in financial contagion 0 0 4 10 0 5 13 51
Do closed-end fund investors herd? 0 0 1 20 0 5 15 105
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 2 135 1 14 31 584
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 2 5 2 6 13 21
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 0 1 2 166
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 1 1 6 6 18 39 57 57
Feedback trading: a review of theory and empirical evidence 0 0 0 6 1 10 24 43
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 0 3 11 2 7 19 46
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 0 10 12 78
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 5 10 15 119
Identifying contagion: A unifying approach 0 0 0 10 2 6 8 79
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 5 9 148
International herding: Does it differ across sectors? 0 0 1 110 2 7 23 328
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 1 72 1 9 18 229
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 0 1 8 0 12 20 47
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 1 6 10 48
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 4 11 20 217
Numerological superstitions and market-wide herding: Evidence from China 0 0 1 2 4 14 21 24
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 1 2 40
Profitability of insider trading in Europe: A performance evaluation approach 2 2 5 20 3 10 19 148
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 2 10 14 59
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 2 7 11 64
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 12 14 18 110
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 1 7 10 89
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 3 5 8 55
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 1 8 12 106
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 0 1 9 0 3 9 58
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 0 7 14 18
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 0 3 4 1 9 23 31
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 1 3 136 4 12 20 523
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 4 6 182
Total Journal Articles 5 7 52 1,086 76 324 617 4,885


Statistics updated 2026-03-04