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Details about Mihály Ormos

E-mail:
Homepage:https://gti.elte.hu/az-intezetrol
Postal address:Szép utca 2. Budapest, 1117 Hungary
Workplace:Gazdálkodástudomámyi Intézet (Institute of Business Economics), Eötvös Loránd Tudományegyetem (ELTE) (Eotvos Lorand University), (more information at EDIRC)

Access statistics for papers by Mihály Ormos.

Last updated 2019-04-15. Update your information in the RePEc Author Service.

Short-id: por106


Jump to Journal Articles

Working Papers

2017

  1. Non-parametric and semi-parametric asset pricing
    Papers, arXiv.org Downloads
    See also Journal Article in Economic Modelling (2011)
  2. The case of 'Less is more': Modelling risk-preference with Expected Downside Risk
    Papers, arXiv.org Downloads
    See also Journal Article in The B.E. Journal of Theoretical Economics (2017)

2016

  1. Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading
    Papers, arXiv.org Downloads View citations (7)
    See also Journal Article in Finance Research Letters (2016)
  2. Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article in Economic Systems (2016)

2015

  1. Entropy-Based Financial Asset Pricing
    Papers, arXiv.org Downloads View citations (3)
  2. Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling
    Papers, arXiv.org Downloads
    See also Journal Article in Economic Modelling (2016)

Journal Articles

2018

  1. Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets
    Journal of Risk and Financial Management, 2018, 11, (4), 1-16 Downloads

2017

  1. Expected downside risk and asset prices: characteristics of emerging and developed European markets
    Empirica, 2017, 44, (3), 529-546 Downloads View citations (1)
  2. The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk
    The B.E. Journal of Theoretical Economics, 2017, 17, (2), 14 Downloads
    See also Working Paper (2017)

2016

  1. EPSAS: Investment Into the Future. European Public Sector Accounting: Present and Future
    Public Finance Quarterly, 2016, 61, (4), 480-499 Downloads
  2. Economics and Finance in Emerging Markets
    Emerging Markets Finance and Trade, 2016, 52, (7), 1513-1514 Downloads
  3. Generalized asset pricing: Expected Downside Risk-based equilibrium modeling
    Economic Modelling, 2016, 52, (PB), 967-980 Downloads View citations (3)
    See also Working Paper (2015)
  4. Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe?
    Eastern European Economics, 2016, 54, (1), 23-48 Downloads View citations (2)
  5. Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading
    Finance Research Letters, 2016, 19, (C), 60-66 Downloads View citations (7)
    See also Working Paper (2016)
  6. Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring
    Economic Systems, 2016, 40, (3), 345-354 Downloads View citations (5)
    See also Working Paper (2016)

2015

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

2014

  1. Are Hungarian investors reluctant to realize their losses?
    Economic Modelling, 2014, 40, (C), 52-58 Downloads View citations (1)

2013

  1. Performance analysis of log-optimal portfolio strategies with transaction costs
    Quantitative Finance, 2013, 13, (10), 1587-1597 Downloads View citations (1)

2012

  1. A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation
    Public Finance Quarterly, 2012, 57, (2), 234-256 Downloads
  2. Capital structure and its choice in Central and Eastern Europe
    Acta Oeconomica, 2012, 62, (2), 229-263 Downloads View citations (4)
  3. Natural Gas Prices on Three Continents
    Energies, 2012, 5, (10), 1-17 Downloads View citations (3)
  4. Pricing of collectibles: Baedeker guidebooks
    Economic Modelling, 2012, 29, (5), 1968-1978 Downloads
  5. 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 Downloads View citations (3)

2011

  1. 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 Downloads
  2. 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 Downloads
  3. Non-parametric and semi-parametric asset pricing
    Economic Modelling, 2011, 28, (3), 1150-1162 Downloads View citations (7)
    See also Working Paper (2017)

2010

  1. 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 Downloads
  2. Random walk theory and the weak-form efficiency of the US art auction prices
    Journal of Banking & Finance, 2010, 34, (5), 1062-1076 Downloads View citations (11)

2009

  1. 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 Downloads
 
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