Mihály Ormos : Citation Profile


Eötvös Loránd Tudományegyetem (ELTE)

7

H index

2

i10 index

112

Citations

RESEARCH PRODUCTION:

29

Articles

6

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 7
   Journals where Mihály Ormos has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 11 (8.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por106
   Updated: 2026-01-17    RAS profile: 2025-09-23    
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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)

GUPTA, RANGAN (3)

Gomez-Gonzalez, Jose (3)

David, Geraldine (3)

Wohar, Mark (3)

Gil-Alana, Luis (3)

Gomez-Gonzalez, Jose (3)

Gomez-Gonzalez, Jose (2)

Dobrynskaya, Victoria (2)

OOSTERLINCK, Kim (2)

Cites to:

Fama, Eugene (25)

French, Kenneth (20)

Thaler, Richard (16)

Campbell, John (12)

Sharpe, William (12)

Goetzmann, William (11)

Shiller, Robert (10)

Jensen, Michael (8)

Kahneman, Daniel (7)

Bollerslev, Tim (7)

Diebold, Francis (7)

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
Entrepreneurship and Sustainability Issues3
Empirica2
Finance Research Letters2
Public Finance Quarterly2

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

Recent works citing Mihály Ormos (2025 and 2024)


YearTitle of citing document
2024A Deep Reinforcement Learning Framework For Financial Portfolio Management. (2024). Li, Jinyang. In: Papers. RePEc:arx:papers:2409.08426.

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2024The lexical ratio: A new perspective on portfolio diversification. (2024). Mohseni, Sayyed Faraz ; Arian, Hamid R. In: Papers. RePEc:arx:papers:2411.06080.

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2025On Preference for Simplicity and Probability Weighting. (2025). Mononen, Lasse. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:748.

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2024Analysts’ accuracy following an increase in uncertainty: Evidence from the art market. (2024). Schrowang, Andrew ; Mendez, Brandon ; Barnes, Spencer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003755.

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2024Beyond financial wealth: The experienced utility of collectibles. (2024). Peschke, Thomas ; Wagner, Niklas ; Kleine, Jens. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000711.

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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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2025The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies. (2025). Naoui, Kamel ; Chortane, Sana Gaied. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:77-:d:1582559.

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2024Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w.

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2025The paradox of being unsold: hidden signaling value of bought-in in Korean art auction. (2025). Hong, Kihoon ; Ryu, Jiye ; Hwang, Seohyeon. In: Journal of Cultural Economics. RePEc:kap:jculte:v:49:y:2025:i:3:d:10.1007_s10824-025-09535-3.

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2025A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon. (2025). Nagy, Attila Zoltn. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2250.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Financial Performance Among Top10 Automotive Leaders in the EU: Essential Techniques to Investigate the Structure of Moments While Using the GMM with Dynamic Panel Data. (2024). Cerulli, Giovanni ; Petra, Rkova ; Toma, Heryan ; Giovanni, Cerulli. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:34:y:2024:i:3:p:26-59:n:1002.

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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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article9
2015Entropy-Based Financial Asset Pricing In: Papers.
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paper20
2014Entropy-Based Financial Asset Pricing.(2014) In: PLOS ONE.
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This paper has nother version. Agregated cites: 20
article
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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paper5
2011Non-parametric and semi-parametric asset pricing.(2011) In: Economic Modelling.
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This paper has nother version. Agregated cites: 5
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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article9
2012Pricing of collectibles: Baedeker guidebooks In: Economic Modelling.
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article7
2014Are Hungarian investors reluctant to realize their losses? In: Economic Modelling.
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article3
2025Modeling gasoline price volatility In: Finance Research Letters.
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article0
2010Random walk theory and the weak-form efficiency of the US art auction prices In: Journal of Banking & Finance.
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article22
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 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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article1
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
2017Market Volatility, Beta, and Risks in Emerging Markets In: Contributions to Economics.
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chapter0
2022Capital Asset Prices in V4 Countries In: Springer Proceedings in Business and Economics.
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chapter0
2022Financial planning in Slovakia: results of empirical research In: Entrepreneurship and Sustainability Issues.
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article0
2023Oil price and stock returns in Europe In: Entrepreneurship and Sustainability Issues.
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article0
2021Motivational peculiarities of elite women tennis players from the post-socialist countries In: Entrepreneurship and Sustainability Issues.
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article0
2013Performance analysis of log-optimal portfolio strategies with transaction costs In: Quantitative Finance.
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article7
2017Determinants of the performance of investment funds managed in Hungary In: Economic Research-Ekonomska Istraživanja.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team