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 12 0 0 9 105
Liquidity needs, private information, feedback trading: verifying motives to trade 1 1 1 23 1 2 12 145
Total Working Papers 1 1 2 35 1 2 21 250


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 0 61 2 3 23 259
An enhanced investor sentiment index* 0 1 8 27 0 6 108 166
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 0 0 9 172
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 0 5 1 2 18 46
Behavioral effects of capital market regulations on investor (ir)rationality and market (in)efficiency: Evidence from MAD and TPD EU directives 1 1 1 1 2 6 15 15
Causality between trading volume and returns: Evidence from quantile regressions 0 0 1 129 0 0 15 462
Day-of-the-week effects in financial contagion 0 0 0 10 0 0 9 53
Do closed-end fund investors herd? 0 0 1 20 1 1 15 113
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 1 136 5 7 40 605
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 1 5 0 1 15 27
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 1 3 6 170
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 0 1 10 11 4 13 97 103
Feedback trading: a review of theory and empirical evidence 0 0 0 6 2 7 37 65
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 1 2 5 16 5 8 28 66
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 13 80
Herding and informed trading: Evidence from Chinese equity markets 0 0 1 1 1 11 21 21
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 1 1 18 1 5 36 142
Identifying contagion: A unifying approach 0 0 0 10 0 1 13 84
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 0 6 148
International herding: Does it differ across sectors? 1 1 1 111 1 2 21 333
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 0 72 0 1 16 231
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 1 1 9 0 1 16 48
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 2 2 12 50
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 1 1 2 32 4 17 41 244
Numerological superstitions and market-wide herding: Evidence from China 0 0 2 3 1 6 43 49
Option market liquidity and stock price crash risk 1 1 4 4 2 4 28 28
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 0 4 42
Profitability of insider trading in Europe: A performance evaluation approach 0 0 2 20 0 3 22 156
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 0 2 17 66
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 0 0 14 68
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 0 0 18 112
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 0 1 14 95
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 0 2 15 64
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 0 2 15 110
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 0 2 10 0 0 11 60
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 0 2 20 28
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 0 2 5 1 3 32 50
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 0 1 136 1 3 26 533
Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange 0 0 0 50 1 2 8 184
Total Journal Articles 5 10 47 1,116 38 127 917 5,348


Statistics updated 2026-10-11