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 2 3 98
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 5 7 8 140
Total Working Papers 0 0 0 33 5 9 11 238


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 4 15 23 252
An enhanced investor sentiment index* 0 0 12 20 6 34 70 98
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 2 3 6 166
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 2 5 3 5 13 34
Causality between trading volume and returns: Evidence from quantile regressions 1 1 3 129 7 10 17 458
Day-of-the-week effects in financial contagion 0 0 4 10 5 7 14 51
Do closed-end fund investors herd? 0 1 1 20 3 6 17 105
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 2 135 11 14 31 583
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 1 2 5 3 6 11 19
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 1 2 2 166
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 0 1 5 5 9 26 39 39
Feedback trading: a review of theory and empirical evidence 0 0 1 6 6 13 24 42
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 0 4 11 5 6 20 44
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 6 11 12 78
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 4 6 11 114
Identifying contagion: A unifying approach 0 0 0 10 4 4 6 77
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 3 5 10 148
International herding: Does it differ across sectors? 0 0 2 110 5 10 24 326
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 1 72 5 10 17 228
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 0 1 8 6 15 21 47
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 4 6 9 47
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 2 7 16 213
Numerological superstitions and market-wide herding: Evidence from China 0 1 1 2 4 14 17 20
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 2 3 40
Profitability of insider trading in Europe: A performance evaluation approach 0 0 3 18 4 8 16 145
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 4 8 12 57
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 5 6 9 62
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 1 3 7 98
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 4 7 9 88
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 2 3 5 52
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 7 8 12 105
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 1 1 9 2 8 10 58
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 6 9 14 18
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 0 3 4 5 8 24 30
Together we invest? Individual and institutional investors' trading behaviour in Poland 1 1 3 136 4 8 19 519
Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange 0 0 0 50 2 4 6 182
Total Journal Articles 2 7 53 1,081 154 317 576 4,809


Statistics updated 2026-02-12