Professor Bartosz Gebka
Professor Darren Duxbury
Dr Chen Su
| A Behavioural Appraisal of Regulatory Financial Reforms and Implications for Corporate Management | 2024 |
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Dr Sze Nie Ung
Professor Bartosz Gebka
Dr Robert Anderson
| An Enhanced Investor Sentiment Index | 2024 |
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Professor Bartosz Gebka
Professor Darren Duxbury
Dr Chen Su
| Does Religiosity Affect Stock Investors’ Herding Behaviour? Global Evidence | 2024 |
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Professor Bartosz Gebka
| Numerological Superstitions and Market-Wide Herding: Evidence from China | 2024 |
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Dr Deeya Sewraj
Professor Bartosz Gebka
Dr Robert Anderson
| The Spatial Heterogeneity of International Financial Contagion During the 2007-9 Crisis: A Sectoral Perspective. | 2024 |
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Professor Bartosz Gebka
Dr Rama Kanungo
Professor John Wildman
| The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? | 2024 |
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Professor Bartosz Gebka
| The Wisdom of the Madness of Crowds: Investor Herding, Anti-herding, and Stock-Bond Return Correlation. | 2024 |
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Sze Ung
Professor Bartosz Gebka
Dr Robert Anderson
| Is Sentiment the Solution to the Risk-Return Puzzle? A (Cautionary) Note | 2023 |
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Min Deng
Dr Minh Nguyen
Professor Bartosz Gebka
| Option Market Liquidity and Stock Price Crash Risk | 2023 |
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Professor Bartosz Gebka
| Feedback trading: A review of theory and empirical evidence | 2022 |
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Professor Bartosz Gebka
| Regulatory mood-congruence and herding: evidence from cannabis stocks | 2021 |
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Professor Bartosz Gebka
| Asymmetric Price Reactions to Dividend Announcements: Always Irrational? | 2019 |
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Dr Deeya Sewraj
Professor Bartosz Gebka
Dr Robert Anderson
| Day-of-the-Week Effects in Financial Contagion | 2019 |
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Professor Bartosz Gebka
| Do closed-end fund investors herd? | 2019 |
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Professor Bartosz Gebka
Professor Robert Hudson
| Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies | 2019 |
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Professor Bartosz Gebka
| Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index | 2019 |
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Dr Deeya Sewraj
Professor Bartosz Gebka
Dr Robert Anderson
| Identifying Contagion: A Unifying Approach | 2018 |
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Professor Bartosz Gebka
| The predictive power of the yield spread for future economic expansions: Evidence from a new approach | 2018 |
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Dr Gu Pang
Professor Bartosz Gebka
| Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia | 2017 |
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Professor Bartosz Gebka
| Profitability of insider trading in Europe: A performance evaluation approach | 2017 |
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Professor Savvas Papagiannidis
Professor Bartosz Gebka
| Diffusion of web technologies and practices: A longitudinal study | 2015 |
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Dr Gu Pang
Professor Bartosz Gebka
| Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data? | 2015 |
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Andrew Urquhart
Professor Bartosz Gebka
Professor Robert Hudson
| How Exactly Do Markets Adapt? Evidence from the Moving Average Rule in Three Developed Markets | 2015 |
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Professor Bartosz Gebka
Professor Robert Hudson
| The Benefits of Combining Seasonal Anomalies and Technical Trading Rules | 2015 |
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Professor Bartosz Gebka
| The elusive nature of motives to trade: Evidence from international stock markets | 2015 |
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Viktor Manahov
Professor Robert Hudson
Professor Bartosz Gebka
| Does high frequency trading affect technical analysis and market efficiency? And if so, how? | 2014 |
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Dr Gu Pang
Professor Bartosz Gebka
| Forecasting Container Throughput at Tanjung Priok Port, Indonesia, using Univariate Forecasting Models | 2014 |
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Professor Savvas Papagiannidis
Professor Bartosz Gebka
| Longitudinally studying the diffusion of web technologies | 2014 |
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Professor Bartosz Gebka
| Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode | 2014 |
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Professor Bartosz Gebka
| Psychological determinants of university students’ academic performance: An empirical study | 2014 |
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Professor Bartosz Gebka
| The Non-Linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market | 2014 |
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Professor Bartosz Gebka
| Causality Between Trading Volume and Returns: Evidence From Quantile Regressions | 2013 |
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Professor Bartosz Gebka
| Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration | 2013 |
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Professor Bartosz Gebka
| International herding: Does it differ across sectors? | 2013 |
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Professor Bartosz Gebka
| Is there life in the old dogs yet? Making break-tests work on financial contagion | 2013 |
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Professor Bartosz Gebka
| The determinants of quantile autocorrelations: Evidence from the UK | 2013 |
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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 |
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Professor Bartosz Gebka
| The Dynamic Relation Between Returns, Trading Volume, and Volatility: Lessons from Spillovers Between Asia and the United States | 2012 |
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Professor Bartosz Gebka
| Do Tigers Care about Dragons? Spillovers in Returns and Volitility between Chinese Stock Markets | 2009 |
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Professor Bartosz Gebka
| Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland | 2009 |
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Professor Bartosz Gebka
| Volume- and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange | 2008 |
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Professor Bartosz Gebka
| Intra- and inter-regional spillovers between emerging capital markets around the world | 2007 |
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Professor Bartosz Gebka
| Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis | 2006 |
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Professor Bartosz Gebka
| Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors’ behavior | 2006 |
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Professor Bartosz Gebka
| Dynamic volume–return relationship: evidence from an emerging capital market | 2005 |
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