Mihály Ormos : Citation Profile


Are you Mihály Ormos?

Eötvös Loránd Tudományegyetem (ELTE)

5

H index

1

i10 index

56

Citations

RESEARCH PRODUCTION:

23

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 6
   Journals where Mihály Ormos has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 9 (13.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/por106
   Updated: 2020-10-17    RAS profile: 2019-04-15    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mihály Ormos.

Is cited by:

Penasse, Julien (4)

Renneboog, Luc (4)

Gomez-Gonzalez, Jose (3)

David, Geraldine (3)

Wohar, Mark (3)

GUPTA, RANGAN (3)

Sanabria, Elioth (2)

OOSTERLINCK, Kim (2)

Gomez-Gonzalez, Jose (2)

Szafarz, Ariane (2)

Gil-Alana, Luis (2)

Cites to:

Fama, Eugene (23)

French, Kenneth (17)

Thaler, Richard (16)

Sharpe, William (11)

Goetzmann, William (9)

Jensen, Michael (8)

Campbell, John (8)

Shiller, Robert (7)

Zanola, Roberto (7)

Graddy, Kathryn (6)

Mei, Jianping (6)

Main data


Where Mihály Ormos has published?


Journals with more than one article published# docs
Economic Modelling4
Kzgazdasgi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences)4
Empirica2
Public Finance Quarterly2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Mihály Ormos (2020 and 2019)


YearTitle of citing document
2020Quantifying horizon dependence of asset prices: a cluster entropy approach. (2019). Carbone, A ; Ponta, L. In: Papers. RePEc:arx:papers:1908.00257.

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2020Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. (2020). Xiao, Jun ; Zhu, Yada ; Chen, Pin-Yu ; Wang, Boxin ; Pei, Hengzhi ; Ye, Yunan ; Li, BO. In: Papers. RePEc:arx:papers:2002.05780.

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2020Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach. (2020). Carbone, Anna ; Ponta, Linda ; Murialdo, Pietro. In: Papers. RePEc:arx:papers:2004.14736.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Econophysical bourse volatility – Global Evidence. (2020). Ghosh, Bikramaditya ; Mc, Krishna. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:87-107.

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2019Study of the impact of the Great Recession on the relation between earnings surprises and stock returns. (2019). Ivanov, Stoyu I ; Anderson, Benjamin Carl. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00227.

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2019Insider trading, representativeness heuristic insider, and market regulation. (2019). Li, Zaili ; Qi, Lina ; Liu, Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:48-64.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?. (2020). Wagner, Niklas ; Peschke, Thomas ; Kleine, Jens . In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309857.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2020Dynamics of the global fine art market prices. (2020). Lefur, Eric ; le Fur, Eric. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:167-180.

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2019Corporate ownership and capital structure: evidence from Romania. (2019). Aran, Alina. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:133-150.

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2019Abszolút hozamú befektetési alapok teljesítményének értékelése - a teljesítménymanipulálás kimutatása. (2019). Racz, David Andor. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1856.

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2020Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99591.

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2020Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences. (2020). Vercher, Enriqueta ; Luque, Mariano ; Bermudez, Jose D ; Saborido, Ruben ; Ruiz, Ana B. In: Journal of Global Optimization. RePEc:spr:jglopt:v:76:y:2020:i:2:d:10.1007_s10898-019-00782-1.

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2020Impact of selected determinants on the financial structure of the mining companies in the selected countries. (2020). Nicole, Kulaova. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:20:y:2020:i:2:p:197-215:n:4.

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2019Analyzing Capital Structure across Industries: Evidence from Croatia. (2019). Gordana, Bisera Karanovi. In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:22:y:2019:i:sci2:p:1-10.

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Works by Mihály Ormos:


YearTitleTypeCited
2012Capital structure and its choice in Central and Eastern Europe In: Acta Oeconomica.
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article5
2015Entropy-Based Financial Asset Pricing In: Papers.
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paper7
2015Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling In: Papers.
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paper2
2016Generalized asset pricing: Expected Downside Risk-based equilibrium modeling.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 2
article
2016Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading In: Papers.
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paper7
2016Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading.(2016) In: Finance Research Letters.
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This paper has another version. Agregated cites: 7
article
2016Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring In: Papers.
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paper2
2016Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring.(2016) In: Economic Systems.
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This paper has another version. Agregated cites: 2
article
2017Non-parametric and semi-parametric asset pricing In: Papers.
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paper4
2011Non-parametric and semi-parametric asset pricing.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 4
article
2017The case of Less is more: Modelling risk-preference with Expected Downside Risk In: Papers.
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paper0
2017The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk.(2017) In: The B.E. Journal of Theoretical Economics.
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This paper has another version. Agregated cites: 0
article
2012What managers think of capital structure and how they act: Evidence from Central and Eastern Europe In: Baltic Journal of Economics.
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article5
2012Pricing of collectibles: Baedeker guidebooks In: Economic Modelling.
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article2
2014Are Hungarian investors reluctant to realize their losses? In: Economic Modelling.
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article1
2010Random walk theory and the weak-form efficiency of the US art auction prices In: Journal of Banking & Finance.
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article14
2012Natural Gas Prices on Three Continents In: Energies.
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article3
2018Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets In: Journal of Risk and Financial Management.
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article0
2015Development of stock market pricing in Central and Eastern Europe through two decades after the transition In: Empirica.
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article0
2017Expected downside risk and asset prices: characteristics of emerging and developed European markets In: Empirica.
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article0
2009Logoptimális portfóliók empirikus vizsgálata In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2010Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese? In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2011Borok mint alternatív befektetési lehetőségek In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2011Diszpozíciós hatás a magyar tőkepiacon In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2016Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe? In: Eastern European Economics.
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article2
2016Economics and Finance in Emerging Markets In: Emerging Markets Finance and Trade.
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article0
2012A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation In: Public Finance Quarterly.
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article0
2016EPSAS: Investment Into the Future. European Public Sector Accounting: Present and Future In: Public Finance Quarterly.
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article0
2013Performance analysis of log-optimal portfolio strategies with transaction costs In: Quantitative Finance.
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article2

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