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Leaders and laggards : international evidence on spillovers in returns, variance, and trading volume

Ge̜bka, Bartosz (contributor) - 2006

This paper investigates the dynamic relationship between index returns, return volatility, and trading volume for eight Asian markets and the US. We find crossborder spillovers in returns to be nonexisting, spillovers in absolute returns between Asia and the US to be strong in both directions,...

Persistent link: https://www.econbiz.de/10003314404

The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States

Ge̜bka, Bartosz - In: Bulletin of economic research 64 (2012) 1, pp. 65-90

Persistent link: https://www.econbiz.de/10009488143

Ownership structure, monitoring, and market value of companies : evidence from an unusual privatization mode

Ge̜bka, Bartosz - In: International review of applied economics 28 (2014) 5, pp. 586-610

Persistent link: https://www.econbiz.de/10010533413

Volume shocks and short-horizon stock return autocovariances : evidence from the Warsaw stock exchange

Ge̜bka, Bartosz - 2003

Persistent link: https://www.econbiz.de/10001737978

Structure and sources of autocorrelations in portfolio returns : empirical investigation of the Warsaw Stock Exchange

Ge̜bka, Bartosz - 2002

Persistent link: https://www.econbiz.de/10001682341

Volume- and size-related lead-lag effects in stock returns and volatility : an empirical investigation of the Warsaw Stock Exchange

Ge̜bka, Bartosz - In: International review of financial analysis 17 (2008) 1, pp. 134-155

Persistent link: https://www.econbiz.de/10003765306

Institutional trading and stock return autocorrelation : empirical evidence on Polish pension fund investors' behavior

Ge̜bka, Bartosz; Henke, Harald; Bohl, Martin T. - In: Global finance journal 16 (2006) 3, pp. 233-244

Persistent link: https://www.econbiz.de/10003322316

Intra- and inter-regional spillovers between emerging capital markets around the world

Ge̜bka, Bartosz; Serwa, Dobromił - In: Research in international business and finance 21 (2007) 2, pp. 203-221

Persistent link: https://www.econbiz.de/10003478859

Together we invest? : individual and institutional investors' trading behaviour in Poland

Goodfellow, Christiane; Bohl, Martin T.; Ge̜bka, Bartosz - In: International review of financial analysis 18 (2009) 4, pp. 212-221

Persistent link: https://www.econbiz.de/10003921103

Is there life in the old dogs yet? : making break-tests work on financial contagion

Ge̜bka, Bartosz; Karoglou, Michail - In: Review of quantitative finance and accounting 40 (2013) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10009727555

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