Bartosz Gebka

University of Newcastle Business School

Senior Lecturer in Finance

Newcastle upon Tyne, NE1 4SE

United Kingdom

http://https://www.ncl.ac.uk/business-school/staff/profile/bartoszgebka.html#publications

  • University of Newcastle Business School

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SCHOLARLY PAPERS

9

DOWNLOADS

824

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (9)

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1.

Profitability of Insider Trading in Europe: A Performance Evaluation Approach

Number of pages: 67 Posted: 26 Jul 2012 Last Revised: 12 May 2017
Bartosz Gebka, Adriana Korczak, Piotr Korczak and Jędrzej Traczykowski
University of Newcastle Business School, University of Bristol - School of Economics, Finance and Management, University of Bristol - Department of Finance and Accounting and Polska Telefonia Cyfrowa S.A.- Data Mining and Segmentation Unit
Downloads 362 (115,420)
Citation 3

Abstract:

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Insider trading, portfolio, profits, Europe, MAD

2.

Are Spillovers Changing During Crises? Evidence from the Threshold VAR Models

Number of pages: 16 Posted: 27 Jan 2004
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 223 (189,212)

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International financial spillovers, threshold VAR models, contagion

3.

Intra- and Inter-Regional Spillovers between Emerging Capital Markets Around the World

Number of pages: 30 Posted: 18 May 2004
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 181 (228,614)
Citation 5

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Return and volatility linkages, emerging markets, financial integration

4.

Liquidity Needs, Private Information, Feedback Trading: Verifying Motives to Trade

National Bank of Poland Working Paper No. 119
Number of pages: 26 Posted: 10 Jul 2012
Bartosz Gebka, Dobromil Serwa and Dobromil Serwa
University of Newcastle Business School and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 58 (486,624)

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informed trading, liquidity trading, feedback trading, return autocorrelation, trading volume, financial spillovers, contagion

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Financial spillovers, trading volume, emerging markets, the 1997 Asian crisis

6.

Are Financial Spillovers Stable Across Regimes? Evidence from the 1997 Asian Crisis

Posted: 15 May 2005
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics

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International financial spillovers, threshold VAR models, financial contagion

7.

Volume- and Size-Related Lead-Lag Effects in Stock Returns and Volatility: An Empirical Investigation of the Warsaw Stock Exchange

Downloads 0 (893,040)

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Return predictability, Return autocorrelation, Lead-lag patterns, Emerging market

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Return predictability, Return autocorrelation, Lead-lag patterns, Emerging market

8.

Dynamic Volume-Return Relationship: Evidence from an Emerging Capital Market

Posted: 14 Apr 2005
Bartosz Gebka
University of Newcastle Business School

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Return autocorrelation, trading volume, informed trading, emerging capital markets

9.

Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors' Behavior

Posted: 07 Oct 2004
Martin T. Bohl, Bartosz Gebka and Harald Henke
University of Muenster, University of Newcastle Business School and European University Viadrina, Frankfurt (Oder)

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Institutional trading, pension funds, return autocorrelation, Polish stock market