7
H index
2
i10 index
102
Citations
Eötvös Loránd Tudományegyetem (ELTE) | 7 H index 2 i10 index 102 Citations RESEARCH PRODUCTION: 25 Articles 6 Papers 2 Chapters RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/por106 |
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 |
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Economic Modelling | 4 |
Entrepreneurship and Sustainability Issues | 3 |
Empirica | 2 |
Public Finance Quarterly | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 6 |
Year | Title of citing document |
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2023 | Dynamic 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 |
2023 | Quantifying 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 |
2023 | Oil–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 |
2023 | Determinants 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 | . 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 |
2023 | The 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 |
Year | Title | Type | Cited |
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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 | 16 |
2014 | Entropy-Based Financial Asset Pricing.(2014) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 | 6 |
2014 | Are Hungarian investors reluctant to realize their losses? In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
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 | 18 |
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 |
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 |
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