10
H index
11
i10 index
389
Citations
Bartosz T. Gebka : Citation Profile
Newcastle University | RESEARCH PRODUCTION: 30 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bartosz T. Gebka. | Is cited by:
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Main data
Where Bartosz T. Gebka has published?
Recent works citing Bartosz T. Gebka (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper |
| 2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper |
| 2023 | Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857. Full description at Econpapers || Download paper |
| 2023 | Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694. Full description at Econpapers || Download paper |
| 2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper |
| 2023 | Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359. Full description at Econpapers || Download paper |
| 2023 | Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725. Full description at Econpapers || Download paper |
| 2023 | Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338. Full description at Econpapers || Download paper |
| 2023 | Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860. Full description at Econpapers || Download paper |
| 2023 | Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317. Full description at Econpapers || Download paper |
| 2023 | Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908. Full description at Econpapers || Download paper |
| 2023 | The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197. Full description at Econpapers || Download paper |
| 2023 | Container terminal daily gate in and gate out forecasting using machine learning methods. (2023). Cui, Tianxiang ; Jin, Huan ; Ma, Mingyu ; Bai, Ruibin. In: Transport Policy. RePEc:eee:trapol:v:132:y:2023:i:c:p:163-174. Full description at Econpapers || Download paper |
| 2023 | The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2. Full description at Econpapers || Download paper |
| 2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | The influence of the social networks of fund managers on the herding behavior of SIFs in China. (2023). Li, Bixiao ; Wang, Yuanfei. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01675-1. Full description at Econpapers || Download paper |
| 2023 | Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267. Full description at Econpapers || Download paper |
| 2023 | Do Local Investors Exhibit Smart Value Investment? Empirical Evidence from India. (2023). Chaklader, Barnali ; Chauhan, Ajay Kumar. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:833-844. Full description at Econpapers || Download paper |
| 2023 | Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Dungey, Mardi ; Kangogo, Moses. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7. Full description at Econpapers || Download paper |
| 2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers || Download paper |
| 2023 | Behavioral Risk Preferences and Dividend Changes: Exploring the Linkages with Prospect Theory Through Empirical Analysis. (2023). Kayani, Umar Nawaz ; Hasan, Fakhrul ; Choudhury, Tonmoy. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:4:d:10.1007_s40171-023-00350-3. Full description at Econpapers || Download paper |
Works by Bartosz T. Gebka:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 10 |
| 2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2019 | Asymmetric price reactions to dividend announcements: Always irrational? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2017 | Profitability of insider trading in Europe: A performance evaluation approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2008 | Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2009 | Together we invest? Individual and institutional investors trading behaviour in Poland In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 41 |
| 2013 | 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 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 24 |
| 2013 | The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2015 | The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2019 | Day-of-the-week effects in financial contagion In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2006 | Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors behavior In: Global Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 2006 | Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 29 |
| 2013 | International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 41 |
| 2014 | Does high frequency trading affect technical analysis and market efficiency? And if so, how? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
| 2015 | How exactly do markets adapt? Evidence from the moving average rule in three developed markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
| 2018 | Identifying contagion: A unifying approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
| 2019 | Do closed-end fund investors herd? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2021 | Regulatory mood-congruence and herding: Evidence from cannabis stocks In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2013 | Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 67 |
| 2019 | Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2007 | Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 42 |
| 2019 | Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2022 | Feedback trading: a review of theory and empirical evidence In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Is there life in the old dogs yet? Making break-tests work on financial contagion In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 2 |
| 2012 | Liquidity needs, private information, feedback trading: verifying motives to trade In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Dynamic volume-return relationship: evidence from an emerging capital market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia In: International Journal of Production Research. [Full Text][Citation analysis] | article | 6 |
| 2006 | Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team