Bartosz T. Gebka : Citation Profile


Are you Bartosz T. Gebka?

Newcastle University

8

H index

7

i10 index

255

Citations

RESEARCH PRODUCTION:

27

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 18
   Journals where Bartosz T. Gebka has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 9 (3.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge120
   Updated: 2021-02-20    RAS profile: 2020-02-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wohar, Mark (2)

Anderson, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bartosz T. Gebka.

Is cited by:

GUPTA, RANGAN (18)

Balcilar, Mehmet (9)

Bouri, Elie (8)

BABALOS, VASSILIOS (8)

lucey, brian (6)

Roubaud, David (5)

Nguyen, Duc Khuong (4)

Hudson, Robert (4)

Batten, Jonathan (3)

Gottschalk, Katrin (3)

Bekiros, Stelios (3)

Cites to:

Shleifer, Andrei (25)

Bekaert, Geert (17)

Campbell, John (15)

Lo, Andrew (14)

Grossman, Sanford (14)

Karolyi, G. (13)

Chiang, Thomas (12)

Fama, Eugene (11)

Wadhwani, Sushil (11)

Harvey, Campbell (11)

Kaminsky, Graciela (11)

Main data


Where Bartosz T. Gebka has published?


Journals with more than one article published# docs
International Review of Financial Analysis5
Journal of International Financial Markets, Institutions and Money5
Research in International Business and Finance2
Journal of Banking & Finance2
Finance Research Letters2
International Review of Economics & Finance2

Recent works citing Bartosz T. Gebka (2021 and 2020)


YearTitle of citing document
2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

Full description at Econpapers || Download paper

2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

Full description at Econpapers || Download paper

2020Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23.

Full description at Econpapers || Download paper

2020Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups. (2020). Brandi, Vinicius Ratton. In: Working Papers Series. RePEc:bcb:wpaper:529.

Full description at Econpapers || Download paper

2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

Full description at Econpapers || Download paper

2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

Full description at Econpapers || Download paper

2020Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899.

Full description at Econpapers || Download paper

2020The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358.

Full description at Econpapers || Download paper

2020How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF. (2020). Collini, Andrea ; Bazzana, Flavio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301376.

Full description at Econpapers || Download paper

2020The prevalence of price overreactions in the cryptocurrency market. (2020). Czudaj, Robert ; Borgards, Oliver. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780.

Full description at Econpapers || Download paper

2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

Full description at Econpapers || Download paper

2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Russ, Isabel Nina ; Hanle, Benjamin ; Fuss, Roland ; ROLAND FÜSS, ; Das, Prashant. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300674.

Full description at Econpapers || Download paper

2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

Full description at Econpapers || Download paper

2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

Full description at Econpapers || Download paper

2020The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028.

Full description at Econpapers || Download paper

2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

Full description at Econpapers || Download paper

2020Investor-herding and risk-profiles: A State-Space model-based assessment. (2020). Brooks, Robert D ; Nath, Harmindar B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x.

Full description at Econpapers || Download paper

2020Portfolio models with return forecasting and transaction costs. (2020). Lin, Shun-Ji ; Lee, Wen-Yi ; Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, ; Yu, Jing-Rung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:118-130.

Full description at Econpapers || Download paper

2020Did China’s ICO ban alter the Bitcoin market?. (2020). Lin, Boqiang ; Okorie, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:977-993.

Full description at Econpapers || Download paper

2020Firms profit instability and the cross-section of stock returns: Evidence from China. (2020). Wei, YA ; Yin, Libo ; Han, Liyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308256.

Full description at Econpapers || Download paper

2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

Full description at Econpapers || Download paper

2020Intraday momentum in Chinese commodity futures markets. (2020). Wang, Pengfei ; Zhang, Wei ; Li, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311328.

Full description at Econpapers || Download paper

2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

Full description at Econpapers || Download paper

2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

Full description at Econpapers || Download paper

2020The Price-Volume Relationship of the Shanghai Stock Index: Structural Change and the Threshold Effect of Volatility. (2020). Li, Yishi ; Ho, Tsungwu ; Wang, Panpan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3322-:d:347707.

Full description at Econpapers || Download paper

2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

Full description at Econpapers || Download paper

2020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

Full description at Econpapers || Download paper

2020Determinants of Stock Market Investors’ Behavior in COVID-19: A Study on the Pakistan Stock Exchange. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:4s9xe.

Full description at Econpapers || Download paper

2020Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047.

Full description at Econpapers || Download paper

2020Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data. (2020). GUPTA, RANGAN ; Wang, Shixuan ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202097.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020The U.S. term structure and return volatility in emerging stock markets. (2020). Demirer, Riza ; Yuksel, Aydin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09511-x.

Full description at Econpapers || Download paper

Works by Bartosz T. Gebka:


YearTitleTypeCited
2012THE 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]
article9
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
[Full Text][Citation analysis]
article3
2019Asymmetric price reactions to dividend announcements: Always irrational? In: Economics Letters.
[Full Text][Citation analysis]
article0
2017Profitability of insider trading in Europe: A performance evaluation approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2008Volume- 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]
article3
2009Together we invest? Individual and institutional investors trading behaviour in Poland In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article32
2013A 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]
article16
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
2015The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2015The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2019Day-of-the-week effects in financial contagion In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2006Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors behavior In: Global Finance Journal.
[Full Text][Citation analysis]
article4
2006Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article21
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article26
2014Does 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]
article16
2015How 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]
article7
2018Identifying contagion: A unifying approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2019Do closed-end fund investors herd? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2013Have 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]
article6
2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article48
2019Stock 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]
article3
2007Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance.
[Full Text][Citation analysis]
article33
2019Momentum 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]
article2
2013Is 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]
article3
2012Liquidity needs, private information, feedback trading: verifying motives to trade In: NBP Working Papers.
[Full Text][Citation analysis]
paper0
2005Dynamic volume-return relationship: evidence from an emerging capital market In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
2014Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode In: International Review of Applied Economics.
[Full Text][Citation analysis]
article0
2017Forecasting 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]
article2
2006Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume In: Working Paper Series.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team