10
H index
11
i10 index
444
Citations
Newcastle University | 10 H index 11 i10 index 444 Citations RESEARCH PRODUCTION: 36 Articles 2 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2025 | Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180. Full description at Econpapers || Download paper |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper |
| 2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper |
| 2025 | Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407. Full description at Econpapers || Download paper |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper |
| 2024 | An aspirational perspective on the negative risk-return relationship. (2024). Neszveda, Gabor ; Bakó, Barna ; Bako, Barna. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000072. Full description at Econpapers || Download paper |
| 2024 | The performance of selected high-frequency trading proxies: An application on Turkish index futures market. (2024). Ekinci, Cumhur ; Arikan, Ramazan ; Olgun, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005531. Full description at Econpapers || Download paper |
| 2024 | Digital transformation and the herd behavior of corporate investment. (2024). Li, Xiaoyun ; Wu, Tong ; Bian, Qing ; Wang, Qianning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009176. Full description at Econpapers || Download paper |
| 2025 | Sacrificing money for health: Shifts in mental accounts caused by zodiac year beliefs. (2025). Dai, Yuhao ; Wang, Menghan ; Wu, Qican. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002193. Full description at Econpapers || Download paper |
| 2024 | Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318. Full description at Econpapers || Download paper |
| 2024 | The effect of institutional herding on stock prices: The differentiating role of credit ratings. (2024). Guo, XU ; Chiu, Li-Ting ; Zebedee, Allan A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001031. Full description at Econpapers || Download paper |
| 2025 | The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010. Full description at Econpapers || Download paper |
| 2025 | Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366. Full description at Econpapers || Download paper |
| 2024 | Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ziadat, Salem Adel ; al Rababa, Abdel Razzaq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17. Full description at Econpapers || Download paper |
| 2024 | Spillover effects, lead and lag relationships, and stable coins time series. (2024). Yang, Taewon ; Paeng, Seongcheol ; Senteney, Dave. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:45-60. Full description at Econpapers || Download paper |
| 2025 | Exploring the role of fracture networks in enhanced geothermal systems: Insights from integrated thermal-hydraulic-mechanical-chemical and wellbore dynamics simulations. (2025). Xue, Zhenqian ; Wei, Zichao ; Ma, Haoming ; Sun, Zhe ; Lu, Chengang ; Chen, Zhangxin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:215:y:2025:i:c:s1364032125003090. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2024 | Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761. Full description at Econpapers || Download paper |
| 2025 | Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220. Full description at Econpapers || Download paper |
| 2024 | Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?. (2024). Fiandrino, Simona ; Bongiovanni, Alessio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003197. Full description at Econpapers || Download paper |
| 2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper |
| 2024 | Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642. Full description at Econpapers || Download paper |
| 2025 | A simplified condition for quantile regression. (2025). Qi, Yongcheng ; Peng, Liang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:224:y:2025:i:c:s0167715225000896. Full description at Econpapers || Download paper |
| 2025 | Enhancing Investment Profitability: Study on Contrarian Technical Strategies in Brent Crude Oil Markets. (2025). Ni, Yensen ; Chen, Yuhsin ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2735-:d:1663766. Full description at Econpapers || Download paper |
| 2025 | Cryptocurrency Market Dynamics: Copula Analysis of Return and Volume Tails. (2025). Montanino, Andrea ; de Luca, Giovanni. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:9:p:168-:d:1740257. Full description at Econpapers || Download paper |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: Post-Print. RePEc:hal:journl:hal-04348526. Full description at Econpapers || Download paper |
| 2025 | Exploring the reality of global food insecurity and policy gaps. (2025). Chen, Yangfen ; Hong, YU ; Mumah, Edwin. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05315-8. Full description at Econpapers || Download paper |
| 2025 | Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs. (2025). Ngoc, An Pham ; Crane, Martin ; Bezbradica, Marija ; Conlon, Thomas. In: PLOS ONE. RePEc:plo:pone00:0316332. Full description at Econpapers || Download paper |
| 2024 | Feedback Trading and Its Implications for Return Autocorrelations in India During COVID. (2024). Mukherjee, Paramita ; Chatterjee, Rajashri. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:2:p:246-270. Full description at Econpapers || Download paper |
| 2024 | Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2. Full description at Econpapers || Download paper |
| 2024 | Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9. Full description at Econpapers || Download paper |
| 2024 | Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Larson, Robert K ; Mo, Han. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2024 | The Impact of the Size of Funds on the Use of Selectivity and Market Timing by Investment Funds. (2024). Dorota, Ebrowska-Suchodolska. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:24:y:2024:i:2:p:419-437:n:1020. Full description at Econpapers || Download paper |
| 2025 | The impact of cryptocurrency heists on Bitcoins market efficiency. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2912-2929. Full description at Econpapers || Download paper |
| 2024 | Downturns and changes in the yield slope. (2024). Trani, Tommaso ; Equiza-Goñi, Juan ; Abbritti, Mirko ; Moreno, Antonio. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701. Full description at Econpapers || Download paper |
| 2025 | Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention. (2025). Lee, Eunju ; Bae, Hyerim ; Kim, Dohee ; Kamal, Imam Mustafa. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:153-172. Full description at Econpapers || Download paper |
| 2025 | Family Companionship: How Does Superstition Improve Mental Health?. (2025). Wu, Qican ; Dai, Yuhao. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:6:p:3269-3282. Full description at Econpapers || Download paper |
| 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 |
| 2025 | Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? In: Economic Modelling. [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 | 8 |
| 2019 | Asymmetric price reactions to dividend announcements: Always irrational? In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Profitability of insider trading in Europe: A performance evaluation approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 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 | 42 |
| 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 | 7 |
| 2015 | The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China 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 | 6 |
| 2024 | Does religiosity affect stock investors’ herding behaviour? Global evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 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 | 45 |
| 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 | 26 |
| 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 | 20 |
| 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 | 21 |
| 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 | 9 |
| 2021 | Regulatory mood-congruence and herding: Evidence from cannabis stocks In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
| 2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2024 | The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
| 2013 | Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 72 |
| 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 | 45 |
| 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 | 9 |
| 2022 | Feedback trading: a review of theory and empirical evidence In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
| 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 | 3 |
| 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 | 4 |
| 2024 | An enhanced investor sentiment index* In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 7 |
| 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. Last updated November, 20 2025. Contact: CitEc Team