7
H index
2
i10 index
112
Citations
Eötvös Loránd Tudományegyetem (ELTE) | 7 H index 2 i10 index 112 Citations RESEARCH PRODUCTION: 29 Articles 6 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 4 |
| Kzgazdasgi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) | 4 |
| Entrepreneurship and Sustainability Issues | 3 |
| Empirica | 2 |
| Finance Research Letters | 2 |
| Public Finance Quarterly | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 6 |
| Year | Title of citing document |
|---|---|
| 2024 | A Deep Reinforcement Learning Framework For Financial Portfolio Management. (2024). Li, Jinyang. In: Papers. RePEc:arx:papers:2409.08426. Full description at Econpapers || Download paper |
| 2024 | The lexical ratio: A new perspective on portfolio diversification. (2024). Mohseni, Sayyed Faraz ; Arian, Hamid R. In: Papers. RePEc:arx:papers:2411.06080. Full description at Econpapers || Download paper |
| 2025 | On Preference for Simplicity and Probability Weighting. (2025). Mononen, Lasse. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:748. Full description at Econpapers || Download paper |
| 2024 | Analysts’ 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. Full description at Econpapers || Download paper |
| 2024 | Beyond 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. Full description at Econpapers || Download paper |
| 2025 | Wine 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | Entropy 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | A 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. Full description at Econpapers || Download paper |
| 2024 | Exogeneous 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Capital structure and its choice in Central and Eastern Europe In: Acta Oeconomica. [Full Text][Citation analysis] | article | 9 |
| 2015 | Entropy-Based Financial Asset Pricing In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Entropy-Based Financial Asset Pricing.(2014) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2015 | Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Generalized asset pricing: Expected Downside Risk-based equilibrium modeling.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading.(2016) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2016 | Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring.(2016) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Non-parametric and semi-parametric asset pricing In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Non-parametric and semi-parametric asset pricing.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | The case of Less is more: Modelling risk-preference with Expected Downside Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk.(2017) In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | What managers think of capital structure and how they act: Evidence from Central and Eastern Europe In: Baltic Journal of Economics. [Full Text][Citation analysis] | article | 9 |
| 2012 | Pricing of collectibles: Baedeker guidebooks In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2014 | Are Hungarian investors reluctant to realize their losses? In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2025 | Modeling gasoline price volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Random walk theory and the weak-form efficiency of the US art auction prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2012 | Natural Gas Prices on Three Continents In: Energies. [Full Text][Citation analysis] | article | 8 |
| 2018 | Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets In: JRFM. [Full Text][Citation analysis] | article | 4 |
| 2015 | Development of stock market pricing in Central and Eastern Europe through two decades after the transition In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2017 | Expected downside risk and asset prices: characteristics of emerging and developed European markets In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2009 | Logoptimális portfóliók empirikus vizsgálata In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
| 2010 | Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese? In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
| 2011 | Borok mint alternatív befektetési lehetőségek In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
| 2011 | Diszpozíciós hatás a magyar tőkepiacon In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 1 |
| 2016 | Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe? In: Eastern European Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Economics and Finance in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2012 | A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation In: Public Finance Quarterly. [Full Text][Citation analysis] | article | 0 |
| 2016 | EPSAS: Investment Into the Future – European Public Sector Accounting: Present and Future In: Public Finance Quarterly. [Full Text][Citation analysis] | article | 0 |
| 2017 | Market Volatility, Beta, and Risks in Emerging Markets In: Contributions to Economics. [Citation analysis] | chapter | 0 |
| 2022 | Capital Asset Prices in V4 Countries In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2022 | Financial planning in Slovakia: results of empirical research In: Entrepreneurship and Sustainability Issues. [Full Text][Citation analysis] | article | 0 |
| 2023 | Oil price and stock returns in Europe In: Entrepreneurship and Sustainability Issues. [Full Text][Citation analysis] | article | 0 |
| 2021 | Motivational peculiarities of elite women tennis players from the post-socialist countries In: Entrepreneurship and Sustainability Issues. [Full Text][Citation analysis] | article | 0 |
| 2013 | Performance analysis of log-optimal portfolio strategies with transaction costs In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Determinants of the performance of investment funds managed in Hungary In: Economic Research-Ekonomska Istraživanja. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team