Dr Bartosz Gebka
DPD for MSc Finance
- Email: email@example.com
- Telephone: +44 (0) 191 208 1578
- Address: Economics Subject Group
Newcastle University Business School
5 Barrack Road
Floor 6, Room 6.16
Newcastle upon Tyne
Office hours (FEEDBACK, GUIDANCE AND CONSULTATION HOURS):
Tuesday 2-4pm, Friday 11-12am
Google Scholar: https://scholar.google.co.uk/citations?user=0oWCGIMAAAAJ
ORCID ID: https://orcid.org/0000-0003-4510-0374
Scopus Author ID: 55945451000
My research interests lie in the field of empirical finance, with a particular focus on capital market efficiency, the role of trading volume for asset pricing, the impact of institutional investors on stock market behavior, emerging markets, and international finance. I am also interested in the macroeconomic determinants of international financial contagion as well as the outcomes of privatisation in the transition economies.
In the future, I would like to continue my research in the field of financial economics and I intend to extend my work to other fields in economics, including behavioural finance and technical trading rules.
Research Group Membership
I'm a member of the Applied Econometrics (AE) and the Behavioural Research in Finance (BRiF) research groups.
The Applied Econometrics (AE) group deals with using statistical models to test theories in economics and finance, and to better understand economic and financial behaviour. We also focus on the study of methodological issues in applied econometrics using econometric theory and computer simulation analysis.
The Behavioural Research in Finance (BRiF) group is concerned with the study of financial behaviour, from both an empirical and experimental perspective. While this naturally includes behaviour in the financial markets, its scope is wider and encompasses individual and household behaviour over a broader range of financial decisions, including saving, debt, pensions etc. Our research is aimed at providing a deeper understanding of why individuals make the financial decisions they do, and their impact on market outcomes such as asset prices, their volatilities, trading volume, etc.
In June 2003, I was awarded the Best Paper Award on the Global Finance Conference, Frankfurt/Main, Germany, for the paper "Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors’ Behavior"
I act as a referee for various academic journals including: Applied Economics, Applied Financial Economics, Bulletin of Economic Research, Economic Systems, Emerging Markets Finance and Trade; International Review of Financial Analysis, Journal of International Financial Markets, Institutions and Money, Journal of Multinational Financial Management, Journal of the Royal Statistical Society: Series A. I'm also a referee for the European Finance Association annual meetings, and review books for Wiley and Pearson.
Economics Network: Learning and Teaching Development Project "Students’ Explanatory Styles, Study Performance and Engagement", GBP1900, 2010-2011.
I currently teach on the following courses:
NBS8018: International Money and Banking
NBS8200: Behavioural Finance
- Sewraj D, Gebka B, Anderson RDJ. Identifying Contagion: A Unifying Approach. Journal of International Financial Markets, Institutions and Money 2018, epub ahead of print.
- Gebka B, Korczak A, Korczak P, Traczykowski J. Profitability of insider trading in Europe: A performance evaluation approach. Journal of Empirical Finance 2017, 44, 66-90.
- Pang G, Gebka B. Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia. International Journal of Production Research 2017, 55(9), 2454-2469.
- Urquhart A, Gebka B, Hudson R. How Exactly Do Markets Adapt? Evidence from the Moving Average Rule in Three Developed Markets. Journal of International Financial Markets, Institutions and Money 2015, 38, 127-147.
- Papagiannidis S, Gebka B, Gertner D, Stahl F. Diffusion of web technologies and practices: A longitudinal study. Technological Forecasting and Social Change 2015, 96, 308-321.
- Gebka B, Serwa D. The elusive nature of motives to trade: Evidence from international stock markets. International Review of Financial Analysis 2015, 39, 147–157.
- Gebka B, Hudson RS, Atanasova CV. The Benefits of Combining Seasonal Anomalies and Technical Trading Rules. Finance Research Letters 2015, 14, 36-44.
- Manahov V, Hudson R, Gebka B. Does high frequency trading affect technical analysis and market efficiency? And if so, how?. Journal of International Financial Markets, Institutions and Money 2014, 28, 131-157.
- Gebka B. Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode. International Review of Applied Economics 2014, 28(5), 586-610.
- Gebka B. The Non-Linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market. In: Ma, J., Wohar, M, ed. Recent Advances in Estimating Nonlinear Models: With Applications In Economics and Finance. New York: Springer, 2014, pp.281-299.
- Gebka B. Psychological determinants of university students’ academic performance: An empirical study. Journal of Further and Higher Education 2014, 38(6), 813-837.
- Gebka B, Karoglou M. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. Journal of Banking & Finance 2013, 37(9), 3639-3653.
- Gebka B, Wohar M. The determinants of quantile autocorrelations: Evidence from the UK. International Review of Financial Analysis 2013, 29, 51-61.
- Gebka B, Wohar M. International herding: Does it differ across sectors?. Journal of International Financial Markets, Institutions and Money 2013, 23, 55-84.
- Gebka B, Wohar M. Causality Between Trading Volume and Returns: Evidence From Quantile Regressions. International Review of Economics and Finance 2013, 27, 144-159.
- Gebka B, Karoglou M. Is there life in the old dogs yet? Making break-tests work on financial contagion. Review of Quantitative Finance and Accounting 2013, 40(3), 485-507.
- Amini S, Gebka B, Hudson R, Keasey K. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations. International Review of Financial Analysis 2012, 26, 1-17.
- Gebka B. The Dynamic Relation Between Returns, Trading Volume, and Volatility: Lessons from Spillovers Between Asia and the United States. Bulletin of Economic Research 2012, 64(1), 65-90.
- Gebka B. Do Tigers Care about Dragons? Spillovers in Returns and Volitility between Chinese Stock Markets. In: Gregoriou, GN, ed. Stock Market Volatility. London, UK: Chapman & Hall, 2009, pp.457-482.
- Gebka B, Goodfellow C, Bohl MT. Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland. International Review of Financial Analysis 2009, 18(4), 212-221.
- Gebka B. Volume- and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange. International Review of Financial Analysis 2008, 17(1), 134-155.
- Gebka B, Serwa D. Intra- and inter-regional spillovers between emerging capital markets around the world. Research in International Business and Finance 2007, 21(2), 203-221.
- Gebka B, Serwa D. Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis. Journal of International Financial Markets, Institutions and Money 2006, 16(4), 301-317.
- Gebka B, Henke H, Bohl M. Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors’ behavior. Global Finance Journal 2006, 16(3), 233-244.
- Gebka B. Dynamic volume–return relationship: evidence from an emerging capital market. Applied Financial Economics 2005, 15(14), 1019-1029.