Tomáš Výrost : Citation Profile

Ekonomická Univerzita v Bratislave

10

H index

11

i10 index

298

Citations

RESEARCH PRODUCTION:

27

Articles

24

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 15
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 18 (5.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvr18
   Updated: 2025-04-05    RAS profile: 2023-10-16    
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Relations with other researchers

Works with:

Baumohl, Eduard (14)

Lyócsa, Štefan (9)

Shahzad, Syed Jawad Hussain (4)

Sarwar, Suleman (3)

Molnár, Peter (3)

Plíhal, Tomáš (2)

Bouri, Elie (2)

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

Is cited by:

Lyócsa, Štefan (21)

Baumohl, Eduard (18)

Wang, Gang-Jin (8)

Akhtaruzzaman, Md (5)

Umar, Zaghum (5)

Boubaker, Sabri (4)

Fiszeder, Piotr (4)

Sensoy, Ahmet (4)

Horváth, Matúš (4)

Yoon, Seong-Min (4)

Uddin, Gazi (3)

Cites to:

Bollerslev, Tim (38)

Diebold, Francis (32)

Lyócsa, Štefan (32)

Mantegna, Rosario (29)

Baumohl, Eduard (28)

Engle, Robert (25)

Andersen, Torben (21)

Molnár, Peter (20)

Shahzad, Syed Jawad Hussain (19)

Patton, Andrew (18)

Degiannakis, Stavros (16)

Main data

Production by document typearticlepaper200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200420052006200720082009201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201020112012201320142015201620172018201920202021202220230255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tomáš Výrost has published?

Journals with more than one article published# docs
Finance Research Letters5
Physica A: Statistical Mechanics and its Applications4
Czech Journal of Economics and Finance (Finance a uver)4
EconStor Open Access Articles and Book Chapters2
Economic Modelling2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
EconStor Preprints / ZBW - Leibniz Information Centre for Economics8
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2024Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Li, Hongyi ; Xu, Weijun ; Zhong, Yannan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1143-1158.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024What accounts for the effect of sustainability engagement on stock price crash risk during the COVID-19 pandemic—Agency theory or legitimacy theory?. (2024). Shan, Yuan George ; Zheng, Chen ; Zhang, Junru. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000991.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Hu, Bill ; Zhang, Xiaori ; Jiang, Christine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2024Identify causality by multi-scale structural complexity. (2024). Yang, Huijie ; Gu, Changgui ; Wang, Ping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009536.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024The development of firm size distribution – Evidence from four Central European countries. (2024). Klietik, Toma ; Medzihorsk, Juraj ; Kritofik, Peter ; Musa, Hussam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:98-110.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Optimizing stock market volatility predictions based on the SMVF-ANP approach. (2024). Guan, Zhigui ; Zhao, Yuanjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004945.

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2024FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Pacelli, Vincenzo ; Maci, Giampiero ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2024The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Gupta, Himani ; Younis, Ijaz ; Tang, Xuan ; Shah, Waheed Ullah. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10552-1.

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2024Network Risk Parity: graph theory-based portfolio construction. (2024). Pallotta, Alberto ; Ciciretti, Vito. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00347-8.

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2025Impact of information disparity between individual investors on profits of meme stocks using an artificial market simulation approach. (2025). Hashimoto, Ryuji ; Matsumoto, Miyuki ; Izumi, Kiyoshi ; Murayama, Yuri ; Suzuki, Masahiro. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00355-7.

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Works by Tomáš Výrost:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]		paper42
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2015Return spillovers around the globe: A network approach In: Papers.
[Full Text][Citation analysis]		paper14
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper31
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2021Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy.
[Full Text][Citation analysis]		article7
2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling.
[Full Text][Citation analysis]		article13
2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach.(2022) In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article16
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article41
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2021A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2021YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy.
[Full Text][Citation analysis]		article30
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2018Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2004Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2010Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article19
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2021Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]		article4
2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
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2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Country effects in CEE3 stock market networks: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2015Country and industry effects in CEE stock market networks: Preliminary results In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2023Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia In: Journal of Economics / Ekonomicky casopis.
[Full Text][Citation analysis]		article0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2018Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 0		paper
2018To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics.
[Full Text][Citation analysis]		article3
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
[Full Text][Citation analysis]		paper6
2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
[Full Text][Citation analysis]		paper2
2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
[Full Text][Citation analysis]		paper2

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