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 3 97
Liquidity needs, private information, feedback trading: verifying motives to trade 0 0 0 22 1 1 2 134
Total Working Papers 0 0 0 33 2 2 5 231


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 3 61 9 10 19 246
An enhanced investor sentiment index* 0 1 16 20 8 14 53 72
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis 0 0 0 47 1 1 4 164
Asymmetric price reactions to dividend announcements: Always irrational? 0 0 2 5 2 5 11 31
Causality between trading volume and returns: Evidence from quantile regressions 0 1 3 128 1 5 10 449
Day-of-the-week effects in financial contagion 0 0 4 10 2 2 10 46
Do closed-end fund investors herd? 1 1 2 20 1 3 15 100
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 3 135 1 7 19 570
Does religiosity affect stock investors’ herding behaviour? Global evidence 1 1 2 5 2 4 7 15
Dynamic volume-return relationship: evidence from an emerging capital market 0 0 0 49 1 1 1 165
Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? 1 5 5 5 5 16 18 18
Feedback trading: a review of theory and empirical evidence 0 0 1 6 4 7 16 33
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia 0 1 4 11 1 4 15 39
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 68
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 0 17 1 3 7 109
Identifying contagion: A unifying approach 0 0 0 10 0 2 3 73
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior 0 0 0 29 0 2 5 143
International herding: Does it differ across sectors? 0 0 4 110 5 10 23 321
Intra- and inter-regional spillovers between emerging capital markets around the world 0 0 2 72 2 6 10 220
Is sentiment the solution to the risk–return puzzle? A (cautionary) note 0 1 1 8 3 5 9 35
Is there life in the old dogs yet? Making break-tests work on financial contagion 0 0 0 8 1 4 4 42
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 0 0 30 0 3 10 206
Numerological superstitions and market-wide herding: Evidence from China 1 1 2 2 4 4 8 10
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode 0 0 0 1 1 1 2 39
Profitability of insider trading in Europe: A performance evaluation approach 0 1 4 18 1 6 10 138
Regulatory mood-congruence and herding: Evidence from cannabis stocks 0 0 0 8 0 0 4 49
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index 0 0 0 11 1 3 4 57
THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES 0 0 0 21 1 2 5 96
The benefits of combining seasonal anomalies and technical trading rules 0 0 0 17 1 1 3 82
The determinants of quantile autocorrelations: Evidence from the UK 0 0 0 7 1 3 3 50
The elusive nature of motives to trade: Evidence from international stock markets 0 0 0 5 1 3 6 98
The predictive power of the yield spread for future economic expansions: Evidence from a new approach 1 1 1 9 5 6 8 55
The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? 0 0 0 0 2 5 7 11
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation 0 1 3 4 0 7 17 22
Together we invest? Individual and institutional investors' trading behaviour in Poland 0 0 2 135 0 4 12 511
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 2 2 178
Total Journal Articles 5 15 64 1,079 69 162 362 4,561


Statistics updated 2025-12-06