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 1 1 2 96
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 0 0 1 133
Total Working Papers 0 0 0 33 1 1 3 229


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 1 2 60 1 2 10 234
An enhanced investor sentiment index* 1 5 15 18 2 10 48 55
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 0 1 2 162
Asymmetric price reactions to dividend announcements: Always irrational? 0 2 2 5 0 3 6 26
Causality between trading volume and returns: Evidence from quantile regressions 0 0 5 127 0 1 10 443
Day-of-the-week effects in financial contagion 1 3 4 10 1 3 7 43
Do closed-end fund investors herd? 0 0 2 19 0 4 14 97
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 1 3 135 1 4 12 560
Does religiosity affect stock investors’ herding behaviour? Global evidence 0 0 2 3 0 1 8 10
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 0 0 0 164
Feedback trading: a review of theory and empirical evidence 0 0 2 6 3 5 16 26
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 1 1 2 9 2 6 11 33
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration 0 0 0 5 1 1 2 67
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 0 1 7 105
Identifying contagion: A unifying approach 0 0 0 10 0 0 1 71
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 1 2 140
International herding: Does it differ across sectors? 0 1 5 110 0 4 15 310
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 2 72 0 1 4 213
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 0 0 7 0 0 7 30
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 0 0 0 38
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 1 2 10 202
Numerological superstitions and market-wide herding: Evidence from China 0 0 1 1 1 1 4 4
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 0 0 1 38
Profitability of insider trading in Europe: A performance evaluation approach 0 2 4 17 0 3 7 132
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 1 8 2 2 4 48
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 0 0 3 54
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 0 1 3 94
The benefits of combining seasonal anomalies and technical trading rules 0 0 1 17 0 0 1 79
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 0 0 0 47
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 0 1 3 95
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 0 0 0 8 0 0 4 49
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 0 1 2 5
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 1 2 2 1 5 14 14
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 1 4 134 0 1 12 506
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 2 176
Total Journal Articles 3 18 59 1,058 16 65 252 4,370


Statistics updated 2025-08-05