Bartosz T. Gebka : Citation Profile


Are you Bartosz T. Gebka?

Newcastle University

8

H index

7

i10 index

214

Citations

RESEARCH PRODUCTION:

27

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 15
   Journals where Bartosz T. Gebka has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 9 (4.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge120
   Updated: 2020-03-21    RAS profile: 2020-02-27    
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Relations with other researchers


Works with:

Hudson, Robert (4)

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 (14)

BABALOS, VASSILIOS (8)

Balcilar, Mehmet (7)

lucey, brian (6)

Nguyen, Duc Khuong (4)

Hudson, Robert (4)

Bouri, Elie (4)

Wu, Eliza (3)

Verousis, Thanos (3)

Gottschalk, Katrin (3)

Badunenko, Oleg (3)

Cites to:

Shleifer, Andrei (25)

Bekaert, Geert (17)

Campbell, John (15)

Karolyi, G. (15)

Grossman, Sanford (14)

Lo, Andrew (14)

Chiang, Thomas (12)

Harvey, Campbell (11)

Subrahmanyam, Avanidhar (11)

Kaminsky, Graciela (11)

Fama, Eugene (11)

Main data


Where Bartosz T. Gebka has published?


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

Recent works citing Bartosz T. Gebka (2019 and 2018)


YearTitle of citing document
2019Dissecting Ethereum Blockchain Analytics: What We Learn from Topology and Geometry of Ethereum Graph. (2019). Kantarcioglu, Murat ; Gel, Yulia R ; Smirnova, Ekaterina ; Akcora, Cuneyt ; Islambekov, Umar ; Li, Yitao. In: Papers. RePEc:arx:papers:1912.10105.

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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.

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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.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements. (2019). Sung, Ming-Chien ; Cheah, Eng-Tuck ; Tai, Chung-Ching ; David, . In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:389-405.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2018Uncovering the nonlinear predictive causality between natural gas and electricity prices. (2018). Uribe, Jorge ; Mosquera-Lopez, Stephania ; Guillen, Montserrat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:904-916.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2018Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Boubaker, Ferihane Zaraa. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:230-238.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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2019Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221.

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2019Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2019Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

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2019Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:1-12.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2019Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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2018Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model. (2018). Ye, Cheng ; Hou, Yawen ; Lu, Guohao ; Qiu, Yanjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1009-1018.

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2019Alternative trading strategies to beat “buy-and-hold”. (2019). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304108.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2019Testing extensions of Fama & French models: A quantile regression approach. (2019). Jareño, Francisco ; Jareo, Francisco ; De, Maria. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:188-204.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163.

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2019The impact of tail risk on stock market returns: The role of market sentiment. (2019). Chevapatrakul, Thanaset ; Yao, Kai ; Xu, Zhongxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2019Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429.

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2019From a feeder port to a hub port: The evolution pathways, dynamics and perspectives of Ningbo-Zhoushan port (China). (2019). Zheng, Pengjun ; Grifoll, Manel ; Feng, Hongxiang. In: Transport Policy. RePEc:eee:trapol:v:76:y:2019:i:c:p:21-35.

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2019Adaptive Market Hypothesis. (2019). Ergun, Zeliha Can ; Taskin, Dilvin F ; Mandaci, Pinar Evrim . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:84-101.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market. (2019). Olah, Judit ; Meyer, Daniel F ; Khan, Muhammad Asif ; Hussain, Sayyed Sadaqat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5583-:d:275035.

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2019Management of Investment Funds Financial Fragility. (2019). Kravchuk, Igor. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:4:17-32.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2019Changing Vulnerability in Asia: Contagion and Systemic Risk. (2019). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0583.

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2019Одновременные эффекты несинхронных временных рядов: проблемы VAR-модели. (2019). Григорьев Р. А., . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:2:p:118-129.

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2019Herding Behaviours in Poland and Tanzania. (2019). Mwamtambulo, Dorika Jeremiah. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9011210.

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2019Forecasting cryptocurrency returns and volume using search engines. (2019). Nasir, Muhammad ; Duong, Duy ; Nguyen, Sang Phu ; Duc, Toan Luu. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8.

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2018Does Interval Knowledge Sharpen Forecasting Models? Evidence from China’s Typical Ports. (2018). Huang, Anqiang ; Zhang, Zhenji ; Wang, Shouyang ; Qiao, Han ; Lai, Kin Keung. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:17:y:2018:i:02:n:s0219622017500456.

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2018Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868.

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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.
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article8
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
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article0
2019Asymmetric price reactions to dividend announcements: Always irrational? In: Economics Letters.
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article0
2017Profitability of insider trading in Europe: A performance evaluation approach In: Journal of Empirical Finance.
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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.
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article3
2009Together we invest? Individual and institutional investors trading behaviour in Poland In: International Review of Financial Analysis.
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article26
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.
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article14
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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article3
2015The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis.
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article2
2015The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters.
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article3
2019Day-of-the-week effects in financial contagion In: Finance Research Letters.
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article1
2006Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors behavior In: Global Finance Journal.
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article4
2006Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis In: Journal of International Financial Markets, Institutions and Money.
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article19
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
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article24
2014Does high frequency trading affect technical analysis and market efficiency? And if so, how? In: Journal of International Financial Markets, Institutions and Money.
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article11
2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets In: Journal of International Financial Markets, Institutions and Money.
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article7
2018Identifying contagion: A unifying approach In: Journal of International Financial Markets, Institutions and Money.
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article3
2019Do closed-end fund investors herd? In: Journal of Banking & Finance.
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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.
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article6
2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
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article38
2019Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index In: International Review of Economics & Finance.
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2007Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance.
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article32
2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies In: Research in International Business and Finance.
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2013Is there life in the old dogs yet? Making break-tests work on financial contagion In: Review of Quantitative Finance and Accounting.
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article3
2012Liquidity needs, private information, feedback trading: verifying motives to trade In: NBP Working Papers.
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2005Dynamic volume-return relationship: evidence from an emerging capital market In: Applied Financial Economics.
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2014Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode In: International Review of Applied Economics.
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2017Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia In: International Journal of Production Research.
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article2
2006Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume In: Working Paper Series.
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paper2

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