Bartosz T. Gebka : Citation Profile

Are you Bartosz T. Gebka?

Newcastle University

10

H index

11

i10 index

360

Citations

RESEARCH PRODUCTION:

29

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 22
   Journals where Bartosz T. Gebka has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 10 (2.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge120
   Updated: 2023-05-27    RAS profile: 2023-04-08    
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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 (21)

Bouri, Elie (11)

Balcilar, Mehmet (10)

BABALOS, VASSILIOS (8)

Roubaud, David (7)

lucey, brian (6)

Kumar, Dilip (5)

Nguyen, Duc Khuong (4)

Yarovaya, Larisa (4)

Hudson, Robert (4)

Trede, Mark (3)

Cites to:

Shleifer, Andrei (28)

Bekaert, Geert (17)

Campbell, John (17)

Lo, Andrew (16)

Grossman, Sanford (16)

Karolyi, G. (14)

Chiang, Thomas (13)

Grinblatt, Mark (12)

Subrahmanyam, Avanidhar (12)

Wadhwani, Sushil (12)

Kaminsky, Graciela (12)

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
International Review of Economics & Finance2
Finance Research Letters2
Journal of Banking & Finance2

Recent works citing Bartosz T. Gebka (2023 and 2022)

YearTitle of citing document
2022Anatomy of a Stablecoins failure: the Terra-Luna case. (2022). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tom, David ; Briola, Antonio. In: Papers. RePEc:arx:papers:2207.13914.

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2022On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268.

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2022Bank herding in loan markets: Evidence from geographical data in Japan. (2022). Nakagawa, Ryuichi. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:72-89.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022I only fear when I hear: How media affects insider trading in takeover targets. (2022). Wu, Betty ; Siganos, Antonios ; Danbolt, JO ; Aleksanyan, Mark. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:318-342.

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2022Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Li, Shouwei ; Lu, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

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2022Robust return efficiency and herding behavior of fund managers. (2022). Chen, Ning ; Li, Shouwei ; Lu, Shuai. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003093.

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2023Anatomy 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.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022Unintentional herd behavior via the Google search volume index in international equity markets. (2022). Padungsaksawasdi, Chaiyuth ; Wanidwaranan, Phasin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002067.

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2022Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19. (2022). Mohamad, Azhar ; Stavroyiannis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001184.

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2022Herding and Chinas market-wide circuit breaker. (2022). Suardi, Sandy ; Kim, Maria H ; Wang, Xinru. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001273.

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2022Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2022Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701.

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2022Investors herding behavior in Asian equity markets during COVID-19 period. (2022). Cui, YU ; Zhang, Ruonan ; Wen, Conghua ; Jiang, Rui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x2200066x.

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2022An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective. (2022). Yao, Wenying ; Xing, Shuo ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001159.

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2023Dynamic 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.

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2022Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization. (2022). Lima, Gilberto Tadeu ; Marques, Andre M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:290-312.

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2023Container 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.

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2021Volatility Spillovers among Developed and Developing Countries: The Global Foreign Exchange Markets. (2021). Mohammed, Walid Abass. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:270-:d:575902.

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2022Does Digital Transformation in Manufacturing Affect Trade Imbalances? Evidence from US–China Trade. (2022). Lei, Sihan ; Gu, Guoda ; Zu, Wenjing. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8381-:d:858561.

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2022Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches. (2022). Lobo, Julio. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12542-:d:931599.

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2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

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2022Price run-ups and insider trading laws under different regulatory environments. (2022). Panetsidou, Styliani ; Tsalavoutas, Ioannis ; Synapis, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01052-0.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217.

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2022Relationship Between FIIs’ Herding and Returns in the Indian Equity Market: Further Empirical Evidence. (2022). Soni, Amit ; Singh, Parminder ; Choudhary, Kapil. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:1:p:137-155.

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2022Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation. (2022). Morone, Andrea ; Falcone, Pasquale Marcello ; Caferra, Rocco. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-022-00204-5.

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2022Energy crypto currencies and leading U.S. energy stock prices: are Fibonacci retracements profitable?. (2022). Bhaskaran, Rajesh Kumar ; Nourani, Mohammad ; Gurrib, Ikhlaas. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00311-8.

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2022Forecasting worldwide empty container availability with machine learning techniques. (2022). John, Ole ; Jahn, Carlos ; Zacharias, Miriam ; Kretschmann, Lutz ; Martius, Christoph. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:7:y:2022:i:1:d:10.1186_s41072-022-00120-x.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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2022Herding behaviour in the capital market: What do we know and what is next?. (2022). Asri, Marwan ; Purwanto, Bernardinus M ; Setiyono, Bowo ; Komalasari, Puput Tri. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:3:d:10.1007_s11301-021-00212-1.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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2022Industry momentum and reversals in stock markets. (2022). Apergis, Nicholas ; Pragidis, Ioannis ; Plakandaras, Vasilios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3093-3138.

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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.
[Full Text][Citation analysis]		article10
2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
[Full Text][Citation analysis]		article6
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]		article4
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]		article39
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]		article23
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
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]		article4
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]		article27
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article39
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]		article18
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]		article15
2018Identifying contagion: A unifying approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2019Do closed-end fund investors herd? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
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]		article8
2021Regulatory mood-congruence and herding: Evidence from cannabis stocks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article65
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]		article5
2007Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance.
[Full Text][Citation analysis]		article38
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]		article5
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]		article2
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]		article6
2006Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume In: Working Paper Series.
[Full Text][Citation analysis]		paper2

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