A Behavioural Appraisal of Regulatory Financial Reforms and Implications for Corporate Management

Autor: Samah El Hajjar, Bartosz Gebka, Darren Duxbury, Chen Su

Publikováno v: British Journal of Management.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b7183b6414992996f6020bc884945629
https://doi.org/10.1111/1467-8551.12720

Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index

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,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9768f55d6b9bd7c2ec22e77383bcd31d
https://doi.org/10.1016/j.iref.2018.12.002

Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies

Autor: Robert Hudson, Bartosz Gebka, Yunlin Yang

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

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c2e85ccf74e9a1c3742344e9586ea691
https://doi.org/10.1016/j.ribaf.2018.07.003

The predictive power of the yield spread for future economic expansions: Evidence from a new approach

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

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0f31eecde1903c7d39c7698b2541801e
https://doi.org/10.1016/j.econmod.2018.06.018

Profitability of insider trading in Europe: A performance evaluation approach

Autor: Adriana Korczak, Bartosz Gebka, Jędrzej Traczykowski, Piotr Korczak

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

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::31ca1e06724f95468361fc7bc312d0e3
https://doi.org/10.1016/j.jempfin.2017.08.001