Mihály Ormos : Citation Profile


Are you Mihály Ormos?

Eötvös Loránd Tudományegyetem (ELTE)

6

H index

1

i10 index

94

Citations

RESEARCH PRODUCTION:

23

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 10
   Journals where Mihály Ormos has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 9 (8.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/por106
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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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:

Renneboog, Luc (4)

Penasse, Julien (4)

Gomez-Gonzalez, Jose (3)

GUPTA, RANGAN (3)

David, Geraldine (3)

Gomez-Gonzalez, Jose (3)

Wohar, Mark (3)

Gil-Alana, Luis (3)

Szafarz, Ariane (2)

Sanabria, Elioth (2)

Vrins, Frédéric (2)

Cites to:

Fama, Eugene (23)

French, Kenneth (17)

Thaler, Richard (16)

Sharpe, William (11)

Goetzmann, William (11)

Shiller, Robert (10)

Campbell, John (9)

Jensen, Michael (8)

Kahneman, Daniel (7)

Zanola, Roberto (7)

Moses, Michael (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
Public Finance Quarterly2
Empirica2

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

Recent works citing Mihály Ormos (2024 and 2023)


YearTitle of citing document
2023Dynamic Portfolio Management with Reinforcement Learning. (2019). Cao, Yijie ; Li, Yinheng ; Wang, Junhao. In: Papers. RePEc:arx:papers:1911.11880.

Full description at Econpapers || Download paper

2023Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX). (2023). Manohar, Singh ; Abhishek, Anand ; Simion, Mircea Laurentiu ; Birau, Ramona ; Bharat, Meher Kumar ; Santosh, Kumar. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:61-68.

Full description at Econpapers || Download paper

2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

Full description at Econpapers || Download paper

2023Determinants of the Corporate Financing Structure in the Energy and Mining Sectors; A Comparative Analysis Based on the Example of Selected EU Countries for 2012–2020. (2023). Hoda, Artur ; Barburski, Jacek. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4692-:d:1170394.

Full description at Econpapers || Download paper

2023.

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2023The influence of economic policy uncertainty shocks on art market. (2023). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Arthur, Emmanuel Kwesi. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:29:p:3404-3421.

Full description at Econpapers || Download paper

Works by Mihály Ormos:


YearTitleTypeCited
2012Capital structure and its choice in Central and Eastern Europe In: Acta Oeconomica.
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article9
2015Entropy-Based Financial Asset Pricing In: Papers.
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paper9
2015Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling In: Papers.
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paper3
2016Generalized asset pricing: Expected Downside Risk-based equilibrium modeling.(2016) In: Economic Modelling.
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This paper has nother version. Agregated cites: 3
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 nother version. Agregated cites: 7
article
2016Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring In: Papers.
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paper5
2016Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring.(2016) In: Economic Systems.
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This paper has nother version. Agregated cites: 5
article
2017Non-parametric and semi-parametric asset pricing In: Papers.
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paper6
2011Non-parametric and semi-parametric asset pricing.(2011) In: Economic Modelling.
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This paper has nother version. Agregated cites: 6
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 nother 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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article8
2012Pricing of collectibles: Baedeker guidebooks In: Economic Modelling.
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article6
2014Are Hungarian investors reluctant to realize their losses? In: Economic Modelling.
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article3
2010Random walk theory and the weak-form efficiency of the US art auction prices In: Journal of Banking & Finance.
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article18
2012Natural Gas Prices on Three Continents In: Energies.
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article8
2018Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets In: JRFM.
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article4
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 t?kepiaci 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 lehet?ségek In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2011Diszpozíciós hatás a magyar t?kepiacon 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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article6

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