Similar Search Results - EconBiz

Day-of-the-week effects in financial contagion

Sewraj, Deeya; Ge̜bka, Bartosz; Anderson, Robert D. J. - In: Finance research letters 28 (2019), pp. 221-226

Persistent link: https://www.econbiz.de/10012388315

An enhanced investor sentiment index

Ung, Sze Nie; Ge̜bka, Bartosz; Anderson, Robert D. J. - In: The European journal of finance 30 (2024) 8, pp. 827-864

Persistent link: https://www.econbiz.de/10014548003

Is sentiment the solution to the risk-return puzzle? : a (cautionary) note

Ung, Sze Nie; Ge̜bka, Bartosz; Anderson, Robert D. J. - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014456475

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

A service of the