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Browsing publications by Professor Bartosz Gebka.

Newcastle AuthorsTitleYearFull text
Professor Bartosz Gebka
Feedback trading: A review of theory and empirical evidence2022
Professor Bartosz Gebka
Regulatory mood-congruence and herding: evidence from cannabis stocks2021
Professor Bartosz Gebka
Asymmetric Stock Market Reactions to Dividend Announcements: Always Irrational?2019
Dr Deeya Sewraj
Professor Bartosz Gebka
Dr Robert Anderson
Day-of-the-Week Effects in Financial Contagion2019
Professor Bartosz Gebka
Do closed-end fund investors herd?2019
Professor Bartosz Gebka
Professor Robert Hudson
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies2019
Professor Bartosz Gebka
Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index2019
Dr Deeya Sewraj
Professor Bartosz Gebka
Dr Robert Anderson
Identifying Contagion: A Unifying Approach2018
Professor Bartosz Gebka
The predictive power of the yield spread for future economic expansions: Evidence from a new approach2018
Dr Gu Pang
Professor Bartosz Gebka
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia2017
Professor Bartosz Gebka
Profitability of insider trading in Europe: A performance evaluation approach2017
Professor Savvas Papagiannidis
Professor Bartosz Gebka
Diffusion of web technologies and practices: A longitudinal study2015
Dr Gu Pang
Professor Bartosz Gebka
Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data?2015
Andrew Urquhart
Professor Bartosz Gebka
Professor Robert Hudson
How Exactly Do Markets Adapt? Evidence from the Moving Average Rule in Three Developed Markets2015
Professor Bartosz Gebka
Professor Robert Hudson
The Benefits of Combining Seasonal Anomalies and Technical Trading Rules2015
Professor Bartosz Gebka
The elusive nature of motives to trade: Evidence from international stock markets2015
Viktor Manahov
Professor Robert Hudson
Professor Bartosz Gebka
Does high frequency trading affect technical analysis and market efficiency? And if so, how?2014
Dr Gu Pang
Professor Bartosz Gebka
Forecasting Container Throughput at Tanjung Priok Port, Indonesia, using Univariate Forecasting Models2014
Professor Savvas Papagiannidis
Professor Bartosz Gebka
Longitudinally studying the diffusion of web technologies2014
Professor Bartosz Gebka
Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode2014
Professor Bartosz Gebka
Psychological determinants of university students’ academic performance: An empirical study2014
Professor Bartosz Gebka
The Non-Linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market2014
Professor Bartosz Gebka
Causality Between Trading Volume and Returns: Evidence From Quantile Regressions2013
Professor Bartosz Gebka
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration2013
Professor Bartosz Gebka
International herding: Does it differ across sectors?2013
Professor Bartosz Gebka
Is there life in the old dogs yet? Making break-tests work on financial contagion2013
Professor Bartosz Gebka
The determinants of quantile autocorrelations: Evidence from the UK2013
Professor Bartosz Gebka
Professor Robert Hudson
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.2012
Professor Bartosz Gebka
The Dynamic Relation Between Returns, Trading Volume, and Volatility: Lessons from Spillovers Between Asia and the United States2012
Professor Bartosz Gebka
Do Tigers Care about Dragons? Spillovers in Returns and Volitility between Chinese Stock Markets2009
Professor Bartosz Gebka
Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland2009
Professor Bartosz Gebka
Volume- and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange2008
Professor Bartosz Gebka
Intra- and inter-regional spillovers between emerging capital markets around the world2007
Professor Bartosz Gebka
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis2006
Professor Bartosz Gebka
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors’ behavior2006
Professor Bartosz Gebka
Dynamic volume–return relationship: evidence from an emerging capital market2005