Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Bartosz Gebka"'
Publikováno v:
British Journal of Management.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION
Although social mood can motivate herding towards new industries, the extent to which regulators cater to social mood may affect that herding. We explore this issue in the context of the nascent cannabis industry by examining herding among the cannab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c5dd69d248d40f2b7759ea7cf4f2468
Autor:
Mark E. Wohar, Bartosz Gebka
Publikováno v:
International Review of Economics & Finance. 60:1-25
This paper analyses the predictive power of the DJIA index returns, measured at different quantiles of its distribution, for future return distribution. The returns measured at quantile 0.75 have predictive power for most quantiles of future returns,
Publikováno v:
Finance Research Letters. 28:221-226
We propose a new approach to test for financial contagion, which accounts for the existence of day-of-the-week effects in stock returns. For a set of European markets, we provide evidence that contagion effects from the U.S. during the 2007-9 financi
Publikováno v:
Research in International Business and Finance. 47:78-101
© 2018 Elsevier B.V. The contribution of this paper is to enable solid conclusions to be drawn about the existence of momentum effects in China as the current evidence is unsatisfactory. We review and analyse the existing empirical studies on moment
Autor:
Mark E. Wohar, Bartosz Gebka
Publikováno v:
Economic Modelling. 75:181-195
We investigate the predictive power of the yield spread for future economic growth. The novel approach adopted here is to utilise its predictive ability for the whole distribution of future growth, rather than predicting the center of this distributi
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 55:224-240
We propose a new approach to identify financial contagion. Our method accounts for possible trends in market linkages, and allows a description of the contagion process over the crisis period. Results for a sample of 25 stock markets show that the im
Publikováno v:
Gebka, B, Korczak, A, Korczak, P & Traczykowski, J 2017, ' Profitability of insider trading in Europe : A performance evaluation approach ', Journal of Empirical Finance, vol. 44, pp. 66-90 . https://doi.org/10.1016/j.jempfin.2017.08.001
We use the largest cross-country sample of reported share transactions by corporate insiders to date to establish that insiders in the majority of European countries do not make statistically significant abnormal trading profits. This finding stands
Publikováno v:
Journal of Banking and Finance
We provide the first investigation of herding among closed-end fund investors, drawing on the US closed-end fund market for the 1992–2016 period. Results suggest closed-end fund investors herd significantly, with their herding being mainly driven b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a948336ca668964c07ee504764891bb