Similar Search Results - EconBiz

Together we invest? : individual and institutional investors' trading behaviour in Poland

Goodfellow, Christiane; Bohl, Martin T.; Ge̜bka, Bartosz - In: International review of financial analysis 18 (2009) 4, pp. 212-221

Persistent link: https://www.econbiz.de/10003921103

Individual investors surpass their reputation : trading behaviour on the Polish futures market

Bohl, Martin T.; Goodfellow, Christiane; Białkowski, … - In: Economic systems 34 (2010) 4, pp. 480-492

Persistent link: https://www.econbiz.de/10008989757

Individual Investors Surpass Their Reputation : Trading Behaviour on the Polish Futures Market

Bohl, Martin T. - 2011

This paper examines individual investors' trading behaviour by testing the presence of Monday and January anomalies on the Polish futures market, where individuals are the predominant trader type. Both anomalies are well established in the literature, and they are at least partially attributed...

Persistent link: https://www.econbiz.de/10013121940

Institutional trading and return autocorrelation : empirical evidence on Polish pension fund investors' behavior

Ge̜bka, Bartosz (contributor); Henke, Harald (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001776466

Institutional trading and return autocorrelation : empirical evidence on Polish pension fund investors' behavior

Ge̜bka, Bartosz; Henke, Harald; Bohl, Martin T. - 2003

Persistent link: https://www.econbiz.de/10001737979

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

Dynamic volume-return relationship : evidence from an emerging capital market

Ge̜bka, Bartosz - In: Applied financial economics 15 (2005) 14, pp. 1019-1029

Persistent link: https://www.econbiz.de/10003177493

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

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