Details about Mihály Ormos

Access statistics for papers by Mihály Ormos.

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Short-id: por106

Working Papers

2017

1. Non-parametric and semi-parametric asset pricing
   Papers, arXiv.org
   See also Journal Article Non-parametric and semi-parametric asset pricing, Economic Modelling, Elsevier (2011) View citations (10) (2011)
2. The case of 'Less is more': Modelling risk-preference with Expected Downside Risk
   Papers, arXiv.org
   See also Journal Article The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk, The B.E. Journal of Theoretical Economics, De Gruyter (2017) (2017)

2016

3. Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading
   Papers, arXiv.org View citations (8)
   See also Journal Article Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading, Finance Research Letters, Elsevier (2016) View citations (8) (2016)
4. Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring
   Papers, arXiv.org View citations (9)
   See also Journal Article Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring, Economic Systems, Elsevier (2016) View citations (9) (2016)

2015

5. Entropy-Based Financial Asset Pricing
   Papers, arXiv.org View citations (10)
   See also Journal Article Entropy-Based Financial Asset Pricing, PLOS ONE, Public Library of Science (2014) View citations (18) (2014)
6. Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling
   Papers, arXiv.org
   See also Journal Article Generalized asset pricing: Expected Downside Risk-based equilibrium modeling, Economic Modelling, Elsevier (2016) View citations (6) (2016)

Journal Articles

2023

1. Oil price and stock returns in Europe
   Entrepreneurship and Sustainability Issues, 2023, 10, (3), 329-339

2022

2. Financial planning in Slovakia: results of empirical research
   Entrepreneurship and Sustainability Issues, 2022, 10, (2), 572-589

2021

3. Motivational peculiarities of elite women tennis players from the post-socialist countries
   Entrepreneurship and Sustainability Issues, 2021, 8, (3), 582-591

2018

4. Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets
   JRFM, 2018, 11, (4), 1-16 View citations (4)

2017

5. Determinants of the performance of investment funds managed in Hungary
   Economic Research-Ekonomska Istraživanja, 2017, 30, (1), 140-153
6. Expected downside risk and asset prices: characteristics of emerging and developed European markets
   Empirica, 2017, 44, (3), 529-546 View citations (1)
7. The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk
   The B.E. Journal of Theoretical Economics, 2017, 17, (2), 14
   See also Working Paper The case of 'Less is more': Modelling risk-preference with Expected Downside Risk, Papers (2017) (2017)

2016

8. EPSAS: Investment Into the Future – European Public Sector Accounting: Present and Future
   Public Finance Quarterly, 2016, 61, (4), 480-499
9. Economics and Finance in Emerging Markets
   Emerging Markets Finance and Trade, 2016, 52, (7), 1513-1514
10. Generalized asset pricing: Expected Downside Risk-based equilibrium modeling
    Economic Modelling, 2016, 52, (PB), 967-980 View citations (6)
    See also Working Paper Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling, Papers (2015) (2015)
11. Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe?
    Eastern European Economics, 2016, 54, (1), 23-48 View citations (2)
12. Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading
    Finance Research Letters, 2016, 19, (C), 60-66 View citations (8)
    See also Working Paper Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading, Papers (2016) View citations (8) (2016)
13. Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring
    Economic Systems, 2016, 40, (3), 345-354 View citations (9)
    See also Working Paper Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring, Papers (2016) View citations (9) (2016)

2015

14. Development of stock market pricing in Central and Eastern Europe through two decades after the transition
    Empirica, 2015, 42, (4), 685-708

2014

15. Are Hungarian investors reluctant to realize their losses?
    Economic Modelling, 2014, 40, (C), 52-58 View citations (3)
16. Entropy-Based Financial Asset Pricing
    PLOS ONE, 2014, 9, (12), 1-21 View citations (18)
    See also Working Paper Entropy-Based Financial Asset Pricing, Papers (2015) View citations (10) (2015)

2013

17. Performance analysis of log-optimal portfolio strategies with transaction costs
    Quantitative Finance, 2013, 13, (10), 1587-1597 View citations (7)

2012

18. A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation
    Public Finance Quarterly, 2012, 57, (2), 234-256
19. Capital structure and its choice in Central and Eastern Europe
    Acta Oeconomica, 2012, 62, (2), 229-263 View citations (10)
20. Natural Gas Prices on Three Continents
    Energies, 2012, 5, (10), 1-17 View citations (8)
21. Pricing of collectibles: Baedeker guidebooks
    Economic Modelling, 2012, 29, (5), 1968-1978 View citations (7)
22. What managers think of capital structure and how they act: Evidence from Central and Eastern Europe
    Baltic Journal of Economics, 2012, 12, (2), 47-71 View citations (9)

2011

23. Borok mint alternatív befektetési lehetőségek
    (Wines as an alternative investment)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2011, LVIII, (2), 158-172
24. Diszpozíciós hatás a magyar tőkepiacon
    (Disposition effect in the Hungarian capital market)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2011, LVIII, (9), 743-758
25. Non-parametric and semi-parametric asset pricing
    Economic Modelling, 2011, 28, (3), 1150-1162 View citations (10)
    See also Working Paper Non-parametric and semi-parametric asset pricing, Papers (2017) (2017)

2010

26. Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?
    (Is CAPMs characteristic, security-market line a straight one?)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2010, LVII, (3), 201-221
27. Random walk theory and the weak-form efficiency of the US art auction prices
    Journal of Banking & Finance, 2010, 34, (5), 1062-1076 View citations (18)

2009

28. Logoptimális portfóliók empirikus vizsgálata
    (Empirical analysis of log-optimal portfolios)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2009, LVI, (1), 1-18

Chapters

2022

1. Capital Asset Prices in V4 Countries
   Springer

2017

2. Market Volatility, Beta, and Risks in Emerging Markets
   Springer