Bartosz Gebka
Bartosz Gebka
University of Newcastle upon Tyne
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Cited by
Cited by
Intra-and inter-regional spillovers between emerging capital markets around the world
B Gębka, D Serwa
Research in International Business and Finance 21 (2), 203-221, 2007
Causality between trading volume and returns: Evidence from quantile regressions
B Gebka, ME Wohar
International Review of Economics & Finance 27, 144-159, 2013
Together we invest? Individual and institutional investors' trading behaviour in Poland
C Goodfellow, MT Bohl, B Gebka
International Review of Financial Analysis 18 (4), 212-221, 2009
International herding: Does it differ across sectors?
B Gębka, ME Wohar
Journal of International Financial Markets, Institutions and Money 23, 55-84, 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 …
S Amini, B Gebka, R Hudson, K Keasey
International Review of Financial Analysis 26, 1-17, 2013
Does high frequency trading affect technical analysis and market efficiency? And if so, how?
V Manahov, R Hudson, B Gebka
Journal of International Financial Markets, Institutions and Money 28, 131-157, 2014
Psychological determinants of university students’ academic performance: An empirical study
B Gębka
Journal of Further and Higher Education 38 (6), 813-837, 2014
Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
B Gębka, D Serwa
Journal of International Financial Markets, Institutions and Money 16 (4 …, 2006
The dynamic relation between returns, trading volume, and volatility: Lessons from spillovers between Asia and the United States
B Gębka
Bulletin of Economic Research 64 (1), 65-90, 2012
How exactly do markets adapt? Evidence from the moving average rule in three developed markets
A Urquhart, B Gebka, R Hudson
Journal of International Financial Markets, Institutions and Money 38, 127-147, 2015
Volume-and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange
B Gębka
International review of financial analysis 17 (1), 134-155, 2008
Profitability of insider trading in Europe: A performance evaluation approach
B Gębka, A Korczak, P Korczak, J Traczykowski
Journal of Empirical Finance 44, 66-90, 2017
Dynamic volume–return relationship: evidence from an emerging capital market
B Gebka
Applied Financial Economics 15 (14), 1019-1029, 2005
Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior
B Gebka, H Henke, MT Bohl
Global Finance Journal 16 (3), 233-244, 2006
Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia
G Pang, B Gebka
International Journal of Production Research 55 (9), 2454-2469, 2017
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
B Gębka, M Karoglou
Journal of Banking & Finance 37 (9), 3639-3653, 2013
Diffusion of web technologies and practices: A longitudinal study
S Papagiannidis, B Gebka, D Gertner, F Stahl
Technological Forecasting and Social Change 96, 308-321, 2015
Is there life in the old dogs yet? Making break-tests work on financial contagion
B Gębka, M Karoglou
Review of quantitative finance and accounting 40 (3), 485-507, 2013
Together we invest
C Goodfellow, M Bohl, B Gebka
Individual and, 2009
The benefits of combining seasonal anomalies and technical trading rules
B Gebka, RS Hudson, CV Atanasova
Finance research letters 14, 36-44, 2015
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