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Bartosz Gebka
Bartosz Gebka
University of Newcastle upon Tyne
Verified email at ncl.ac.uk
Title
Cited by
Cited by
Year
Causality between trading volume and returns: Evidence from quantile regressions
B Gebka, ME Wohar
International Review of Economics & Finance 27, 144-159, 2013
1632013
International herding: Does it differ across sectors?
B Gębka, ME Wohar
Journal of International Financial Markets, Institutions and Money 23, 55-84, 2013
1592013
Together we invest? Individual and institutional investors' trading behaviour in Poland
C Goodfellow, MT Bohl, B Gebka
International Review of Financial Analysis 18 (4), 212-221, 2009
1492009
Intra-and inter-regional spillovers between emerging capital markets around the world
B Gębka, D Serwa
Research in International Business and Finance 21 (2), 203-221, 2007
1262007
Does high frequency trading affect technical analysis and market efficiency? And if so, how?
V Manahov, R Hudson, B Gebka
Journal of International Financial Markets, Institutions and Money 28, 131-157, 2014
872014
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 …
S Amini, B Gebka, R Hudson, K Keasey
International Review of Financial Analysis 26, 1-17, 2013
872013
Psychological determinants of university students’ academic performance: An empirical study
B Gębka
Journal of Further and Higher Education 38 (6), 813-837, 2014
832014
How exactly do markets adapt? Evidence from the moving average rule in three developed markets
A Urquhart, B Gebka, R Hudson
Journal of International Financial Markets, Institutions and Money 38, 127-147, 2015
612015
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
B Gębka, D Serwa
Journal of International Financial Markets, Institutions and Money 16 (4 …, 2006
592006
The dynamic relation between returns, trading volume, and volatility: Lessons from spillovers between Asia and the United States
B Gębka
Bulletin of Economic Research 64 (1), 65-90, 2012
552012
Profitability of insider trading in Europe: A performance evaluation approach
B Gębka, A Korczak, P Korczak, J Traczykowski
Journal of Empirical Finance 44, 66-90, 2017
412017
Do closed-end fund investors herd?
Y Cui, B Gebka, V Kallinterakis
Journal of Banking & Finance 105, 194-206, 2019
332019
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia
G Pang, B Gebka
International Journal of Production Research 55 (9), 2454-2469, 2017
332017
Diffusion of web technologies and practices: A longitudinal study
S Papagiannidis, B Gebka, D Gertner, F Stahl
Technological Forecasting and Social Change 96, 308-321, 2015
252015
Volume-and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange
B Gębka
International review of financial analysis 17 (1), 134-155, 2008
242008
Dynamic volume–return relationship: evidence from an emerging capital market
B Gebka
Applied Financial Economics 15 (14), 1019-1029, 2005
202005
The predictive power of the yield spread for future economic expansions: Evidence from a new approach
B Gebka, ME Wohar
Economic Modelling 75, 181-195, 2018
182018
The non-linear and linear impact of investor sentiment on stock returns: An empirical analysis of the US market
B Gebka
Recent advances in estimating nonlinear models: With applications in …, 2014
182014
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
B Gębka, M Karoglou
Journal of Banking & Finance 37 (9), 3639-3653, 2013
182013
Regulatory mood-congruence and herding: Evidence from cannabis stocks
P Andrikopoulos, B Gebka, V Kallinterakis
Journal of Economic Behavior & Organization 185, 842-864, 2021
172021
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