Bartosz T. Gebka : Citation Profile

Are you Bartosz T. Gebka?

Newcastle University

10

H index

11

i10 index

415

Citations

RESEARCH PRODUCTION:

35

Articles

2

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 21
   Journals where Bartosz T. Gebka has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 13 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge120
   Updated: 2024-12-03    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Anderson, Robert (3)

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 (22)

Bouri, Elie (11)

Balcilar, Mehmet (10)

BABALOS, VASSILIOS (8)

Roubaud, David (7)

lucey, brian (6)

Hudson, Robert (5)

Kumar, Dilip (5)

Yarovaya, Larisa (5)

Shen, Dehua (4)

Nguyen, Duc Khuong (4)

Cites to:

Shleifer, Andrei (55)

Campbell, John (24)

Hirshleifer, David (24)

Summers, Lawrence (20)

Grossman, Sanford (20)

Lo, Andrew (18)

Bekaert, Geert (18)

Grinblatt, Mark (17)

Stein, Jeremy (15)

wermers, russell (15)

Karolyi, G. (15)

Main data

Where Bartosz T. Gebka has published?

Journals with more than one article published# docs
International Review of Financial Analysis6
Journal of International Financial Markets, Institutions and Money5
Finance Research Letters3
Journal of Economic Behavior & Organization2
Research in International Business and Finance2
International Review of Economics & Finance2
Journal of Banking & Finance2

Recent works citing Bartosz T. Gebka (2024 and 2023)

YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023Emotions 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.

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2023A 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.

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2023Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424.

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2024Intraday 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.

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2023Laplacian-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.

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2023Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644.

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2023Animal 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.

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2023Tail-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.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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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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2023Predict 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.

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2024Return 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.

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2024An aspirational perspective on the negative risk-return relationship. (2024). Neszveda, Gabor ; Bako, Barna. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000072.

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2023Determinants 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.

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2023Institutional 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.

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2023Correlation-based investment strategies: A comparison between Chinese and US stock markets. (2023). Liu, Jiajun ; Xing, Ruina ; Zhang, Zhehao ; Shao, Yifei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300238x.

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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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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2024Spillover effects, lead and lag relationships, and stable coins time series. (2024). Yang, Taewon ; Senteney, Dave ; Paeng, Seongcheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:45-60.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Arbitrage 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.

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2023Abnormal 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.

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2023The 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.

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2024Does 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.

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2024Performance 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.

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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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2023The 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.

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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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2023Measuring 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..

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2023The 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.

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2023Herding 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.

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2024Feedback 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.

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2023Do 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.

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2023Changing 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.

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2023Foreign 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.

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2023Do 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.

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2023Behavioral 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.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2024Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701.

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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]		article8
2019Asymmetric price reactions to dividend announcements: Always irrational? In: Economics Letters.
[Full Text][Citation analysis]		article2
2017Profitability of insider trading in Europe: A performance evaluation approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
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]		article41
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]		article24
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2015The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2024Numerological superstitions and market-wide herding: Evidence from China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
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]		article5
2024Does religiosity affect stock investors’ herding behaviour? Global evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2006Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors behavior In: Global Finance Journal.
[Full Text][Citation analysis]		article5
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]		article29
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article44
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]		article23
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]		article17
2018Identifying contagion: A unifying approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2019Do closed-end fund investors herd? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
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]		article9
2021Regulatory mood-congruence and herding: Evidence from cannabis stocks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article5
2024The 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]		article0
2024The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article0
2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article69
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]		article6
2007Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance.
[Full Text][Citation analysis]		article43
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]		article9
2022Feedback trading: a review of theory and empirical evidence In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article3
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
2024An enhanced investor sentiment index* In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
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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