Publikačná činnosť evidovaná v knižničnom katalógu KIS DaWinci - kis.ujs.skSkupina A1 - Knižné publikácie charakteru vedeckej monografie (AAA, AAB, ABA, ABB, ABC, ABD)
Počet záznamov: 1
ABC Kapitoly vo vedeckých monografiách vydané v zahraničných vydavateľstvách (1)
Skupina A2 - Ostatné knižné publikácie (ACA, ACB, BAA, BAB, BCB, BCI, EAI, CAA, CAB, EAJ, FAI)
Počet záznamov: 2
BAB Odborné knižné publikácie vydané v domácich vydavateľstvách (1)
FAI Zostavovateľské práce knižného charakteru (bibliografie, encyklopédie, katalógy, slovníky, zborníky, atlasy...) (1)
Skupina B - Publikácie v karentovaných vedeckých časopisoch a autorské osvedčenia, patenty a objavy (ADC, ADD, AEG, AEH, BDC, BDD, CDC, CDD, AGJ)
Počet záznamov: 17
ADC Vedecké práce v zahraničných karentovaných časopisoch (17)
Skupina C - Ostatné recenzované publikácie (ACC, ACD, ADE, ADF, AEC, AED, AFA, AFB, AFC, AFD, AFE, AFF, AFG, AFH, BBA, BBB, BCK, BDA, BDB, BDE, BDF, BEC, BED, BFA, BFB, BGH, CDE, CDF)
Počet záznamov: 24
ADE Vedecké práce v ostatných zahraničných časopisoch (6)
AEC Vedecké práce v zahraničných recenzovaných vedeckých zborníkoch, monografiách (1)
AED Vedecké práce v domácich recenzovaných vedeckých zborníkoch, monografiách (1)
AFC Publikované príspevky na zahraničných vedeckých konferenciách (10)
AFD Publikované príspevky na domácich vedeckých konferenciách (5)
AFG Abstrakty príspevkov zo zahraničných vedeckých konferencií (1)
Skupina N - Ostatné recenzované publikácie (ADM, ADN, AEM, AEN, BDM, BDN, CBA, CBB)
Počet záznamov: 9
ADM Vedecké práce v zahraničných časopisoch registrovaných v databázach Web of Science alebo SCOPUS (9)
Skupina D - Ostatné - mimo kategórií MŠSR
Počet záznamov: 0
Počet záznamov spolu: 53
Štatistika ohlasov:
[1] Citácie, resp. recenzie v zahr. publ. registrované v cit. indexoch (WoS, Scopus) (146)
[2] Citácie, resp. recenzie v domácich publ., registrované v cit. indexoch (WoS, Scopus) (1)
Spolu: 147
Menný zoznam publikácií:
ABC Kapitoly vo vedeckých monografiách vydané v zahraničných vydavateľstvách
Počet záznamov: 1
ABC 001 NAGY, László, Mihály ORMOS a Dusán TIMOTITY. Market Volatility, Beta, and Risks in Emerging Markets. DOI 10.1007/978-3-319-47021-4_36 In: Global Financial Crisis and ITS Ramifications on Capital Markets: Opportunities and Threats in Volatile Economic Conditions. Cham: Springer, 2017, P. 519-535. ISBN 978-3-319-47021-4. WoS, SCOPUS.
ADC Vedecké práce v zahraničných karentovaných časopisoch
Počet záznamov: 17
ADC 001 ORMOS, Mihály a Dusán TIMOTITY. Expected downside risk and asset prices: characteristics of emerging and developed European markets. DOI 10.1007/s10663-016-9329-3 Empirica. Vol. 4, no. 3 (2017), p. 529-546. ISSN 0340-8744. WoS, SCOPUS. IF (2016): 0,658. SNIP (2016): 0,777.
Ohlasy:
2018 [1] YILDIZ, M. E. - ERZURMLU, Y. O. Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case. In Borsa Istanbul Review. ISSN 2214-8450, 2018, vol. 18, no. 4, p. 259-268. WoS ; SCOPUS
ADC 002 ORMOS, Mihály a Dusán TIMOTITY. The case of "less is more": Modelling risk-preference with expected downside risk. DOI 10.1515/bejte-2016-0100 B.E. Journal of Theoretical Economics. Vol. 17, no. 2 (2017), p. [1-14]. ISSN 1935-1704. WoS, SCOPUS. IF (2016): 0,229. SNIP (2016): 0,232.
Ohlasy:
2018 [1] LIU, N. - CHEN, Y. - LIU, Y. Optimizing portfolio selection problems under credibilistic CVaR criterion. In Journal of intelligent and fuzzy systems. ISSN 1064-1246, vol. 34, no. 1, p. 335-347. SCOPUS
ADC 003 ORMOS, Mihály a László NAGY. Volatility Surface Calibration to Illiquid Options. DOI 10.3905/jod.2019.26.3.087 The Journal of derivates : the official publication of the International Association of Financial Engineers. Vol. 26, no. 3 (2019), p. 87-96. ISSN 1074-1240. CCC, WoS, SCOPUS.
Q WoS=Q4
ADC 004 ORMOS, Mihály a István JOÓ. Are Hungarian investors reluctant to realize their losses?. DOI 10.1016/j.econmod.2014.03.018 Economic Modelling. Vol. 40 (2014), p. 52-58. ISSN 0264-9993. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2020 [1] HINCAPIÉ-SALAZAR, J. - AGUDELO, D. A. Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market. In Global Finance Journal. ISSN 1044-0283, 2020, vol. 46. WoS
2019 [1] YEN, P.-H. Coexistence of Disposition Effect and House Money Effect. In Proceedings of the 2nd International Conference on Information Science and Systems (ICISS 2019). New York : Association for Computing Machinery, 2019. ISBN 978-1-4503-6103-3, p. 290-294. WoS ; SCOPUS
2018 [1] YEN, P.-H. Selling Losers and Winners: A Test of the Disposition and House Money Effect. In Proceedings of the Economics & Finance Conferences. Prague : International Institute of Social and Economic Sciences, 2018. ISBN 978-80-87927-77-9, p. 562-575. WoS
2018 [1] BOUTESKA, A. - REGAIEG, B. Investor characteristics and the effect of disposition bias on the Tunisian stock market. In Borsa Istanbul Review. ISSN 2214-8450, 2018, vol. 18, no. 4, p. 282-299. WoS ; SCOPUS
ADC 005 RIHMER, Zoltán, Péter ERDŐS, Mihály ORMOS, Konstantinos N. FOUNTOULAKIS, Gustavo VAZQUEZ a Maurizio POMPILI. Association between affective temperaments and season of birth in a general student population. DOI 10.1016/j.jad.2011.01.015 Journal of Affective Disorders. Vol. 132, no. 1-2 (2011), p. 64-70. ISSN 0165-0327. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2019 [1] ALTINBAÚ, K. - ØNCE, B. - GÜLÖKSÜZ, S. Affective temperament and seasonality in bipolar disorder. In Psychiatria Danubina. ISSN 0353-5053, 2019, vol. 31, no. 1, p. 106-110. WoS ; SCOPUS
2018 [1] TALAROWSKA, M. - BLIŹNIEWSKA, K. - WARGACKA, K. - et al. Birth Month and Course of Recurrent Depressive Disorders in a Polish Population. In Medical Science Monitor. ISSN 1234-1010, 2018, vol. 24, p. 4169-4174. WoS ; SCOPUS
2018 [1] SCHOENBACH, K. Season of birth and media use. In Communications. ISSN 0341-2059, 2018, vol. 43, no. 4, p. 535-550. WoS ; SCOPUS
2016 [1] TURAN, Ş. - POYRAZ, C. A. - ÖCEK, B. - et al. Affective temperaments in subjects with female-to-male gender dysphoria. In Journal of Affective Disorders. ISSN 0165-0327, 2015, vol. 176, p. 61-64. WoS ; SCOPUS
2016 [1] ASANO, R. - TSUCHIYA, K. J. - HARADA, T. - et al. Season of Birth Predicts Emotional and Behavioral Regulation in 18-Month-Old Infants: Hamamatsu Birth Cohort for Mothers and Children (HBC Study). In Frontiers in Public Health. ISSN 2296-2565, 2016, vol. 41. WoS ; SCOPUS
2015 [1] KAZANTSEVA, A. - GAYSINA, D. - KUTLUMBETOVA, Y. - et al. Brain derived neurotrophic factor gene (BDNF) and personality traits: The modifying effect of season of birth and sex. In Progress in Neuro-Psychopharmacology and Biological Psychiatry. ISSN 0278-5846, 2015, vol. 56, p. 58-65. WoS ; SCOPUS
2013 [1] PARK, Y.-J. - KIM, T.-H., JIN, S.-H. - et al. Relationships of Un and Gi Seasons of Birth to Clinical Symptoms and Signs. In Journal of Alternative and Complementary Medicine. ISSN 1557-7708, 2013, vol. 19, no. 3, p. 257-265. WoS ; SCOPUS
2012 [1] DISANTO, G. - MORAHAN, J. M. - LACEY, M. V. - et al. Seasonal Distribution of Psychiatric Births in England. In PLoS ONE. ISSN 1932-6203, 2012, vol. 7, no. 4. WoS ; SCOPUS
2012 [1] KOHNO, K. - HOAKI, N. - INOUE, T. - et al. Latitude effect on bipolar temperaments. In Journal of Affective Disorders. ISSN 1573-2517, 2012, vol. 142, no. 1-3, p. 53-56. WoS ; SCOPUS
ADC 006 BÓTA, Gábor a Mihály ORMOS. Development of stock market pricing in Central and Eastern Europe through two decades after the transition. DOI 10.1007/s10663-014-9272-0 Empirica. Vol. 42, no. 4 (2015), p. 685-708. ISSN 0340-8744. CCC, WoS, SCOPUS.
Q WoS=Q3
Ohlasy:
2020 [1] ÁRENDÁŠ, P. - CHOVANCOVÁ, B. - PAVELKA, L. Influence of German Stock Market on Stock Markets of V4 Countries [Vplyv nemeckého akciového trhu na akciové trhy krajín v4]. In Politicka Ekonomie. ISSN 0032-3233, 2020, vol. 68, no. 5, p. 54-56. WoS ; SCOPUS
2018 [2] ÁRENDÁŠ, P. Evolution of Relationship Between V4 and German Stock Markets. In Globalization and its socio-economic consequences. Žilina : University of Zilina Faculty of Operation and Economics of Transport and Communications, 2018. ISBN 978-80-8154-249-7, p. 971-977. WoS
2016 [1] ÁRENDÁŠ, P. - CHOVANCOVÁ, B. Central and Eastern European Share Markets and the Halloween Effect. In Montenegrin Journal of Economics. ISSN 1800-5845, 2016, vol. 12, no. 2, p. 61-71. WoS
ADC 007 BÓTA, Gábor, Mihály ORMOS a Imre TARAFÁS. Economics and Finance in Emerging Markets. DOI 10.1080/1540496X.2016.1160717 Emerging Markets Finance & Trade. Vol. 52, no. 7 (2016), p. 1513-1514. ISSN 1540-496X. CCC, WoS, SCOPUS.
Q WoS=Q2
ADC 008 ORMOS, Mihály a Dusán TIMOTITY. Generalized asset pricing: Expected Downside Risk-based equilibrium modeling. DOI 10.1016/j.econmod.2015.10.036 Economic Modelling. Vol. 52, part. B (2016), p. 967-980. ISSN 0264-9993. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2021 [1] MENDONÇA, G. H. M. - FERREIRA, F. G. D. C. - CARDOSO, R. T. N. - et al. Multi-attribute decision making applied to financial portfolio optimization problem. In Expert Systems with Applications. ISSN 0957-4174, 2020. WoS ; SCOPUS
2020 [1] RUIZ, A. B. - SABORIDO, R. - BERMÚDEZ, J. D. - et al. Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences. In Journal of Global Optimization. ISSN 0925-5001, 2020, vol. 76, no. 2, p. 295-315. WoS ; SCOPUS
2020 [1] ZHUO, J. - LI, X, YU, C. How to Integrate Financial Big Data and FinTech in a Real Application in Banks: A Case of the Modeling of Asset Allocation for Products Based on Data. In Information. ISSN 2078-2489, 2020, vol. 11, no. 10. WoS ; SCOPUS
2020 [1] XU, Y. - XIAO, J. - ZHANG, L. Global predictive power of the upside and downside variances of the US equity market. In Economic Modelling. ISSN 0264-9993, 2020, vol .93, p. 605-619. WoS
2018 [1] VERCHER, E. - BERMÚDEZ, J. D. Measuring Uncertainty in the Portfolio Selection Problem. In Studies in Systems, Decision and Control. ISSN 2198-4182, 2018, vol. 142, p. 765-775. WoS ; SCOPUS
2016 [1] YAO, Z. - XU, X. - LUAN, J. Impact of the downside risk of retailer on the supply chain coordination. In Computers & Industrial Engineering. ISSN 0360-8352, 2016, vol. 102, p. 340-350. WoS ; SCOPUS
ADC 009 BÓTA, Gábor a Mihály ORMOS. Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe?. DOI 10.1080/00128775.2015.1120161 Eastern European Economics. Vol. 54, no. 1 (2016), p. 23-48. ISSN 0012-8775. CCC, WoS, SCOPUS.
Q WoS=Q4
Ohlasy:
2018 [1] FILIP, D. The impact of fund attributes on performance: Empirical evidence for Polish equity funds. In Zbornik Radova Ekonomskog Fakultet au Rijeci. ISSN 1331-8004, 2018, vol. 36, no. 2, p. 465-488. WoS ; SCOPUS
2017 [1] FILIP, D. Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland. In Finance a Uver - Czech Journal of Economics and Finance. ISSN 0015-1920, 2017, vol. 67, no. 6, p. 512-538. WoS ; SCOPUS
ADC 010 ORMOS, Mihály a Dusán TIMOTITY. Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading. DOI 10.1016/j.frl.2016.06.003 Finance Research Letter. Vol. 19 (2016), p. 60-66. ISSN 1544-6123. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2020 [1] GHOSH, B. - KRISHNA, M. C. Econophysical bourse volatility-Global Evidence. In Journal of Central Banking Theory and Practice. ISSN 1800-9581, 2020, vol. 9, no. 2, p. 87-107. WoS ; SCOPUS
2019 [1] ANDERSON, B. C. - IVANOV, S. I. Study of the impact of the Great Recession on the relation between earnings surprises and stock returns. In Economics Bulletin. ISSN 1545-2921, 2019, vol. 39, no. 2, p. 1118-1126. WoS ; SCOPUS
2018 [1] FENG, W. - WANG, Y. - ZHANG, Z. Informed trading in the Bitcoin market. In Finance Research Letters. ISSN 1544-6123, 2018, vol. 26, p. 63-70. WoS ; SCOPUS
2017 [1] JACKOWICZ, K. - KOZŁOWSKI, Ł. - PODGÓRSKI, B. The distant echo of Brexit: Did exporters suffer the most? In Finance Research Letters. ISSN 1544-6123, 2017, vol. 21, p. 132-139. WoS ; SCOPUS
2017 [1] QURESHI, F. - KUTAN, A. M. - ISMAIL, I. - et al. Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. In Emerging Markets Review. ISSN 1566-0141, 2017, vol. 31, p. 176-192. WoS ; SCOPUS
ADC 011 ERDŐS, Péter a Mihály ORMOS. Natural Gas Prices on Three Continents. DOI 10.3390/en5104040 Energies. Vol. 5, no. 10 (2012), p. 4040-4056. ISSN 1996-1073. CCC, WoS, SCOPUS.
Q WoS=Q3
Ohlasy:
2021 [1] FENG, G.-F. - WANG, Q.-J. - CHU, Y. - et al. Does the shale gas boom change the natural gas price-production relationship? Evidence from the US market. In Energy Economics. ISSN 0140-9883, 201, vol. 93. WoS ; SCOPUS
2020 [1] SHIM, J. - CHO, H. C. Forecasting LNG prices with the kernel vector autoregressive model. In Geosystem Engineering. ISSN 1226-9328, 2020, vol. 23, no. 1, p. 37-42. WoS ; SCOPUS
2020 [1] HUTAGALUNG, A. M. - HARTONO, D. - ARENTSEN, M. J. - et al. The Economic Implications of Natural Gas Pricing Adjustment in Indonesia. In International Energy. ISSN 1513-718X, 2020, vol. 20, no. 2, p. 129-140. WoS ; SCOPUS
2020 [1] BOLOGNESE, M. - VIESI, D. - BARTALI, R. - et al. Modeling study for low-carbon industrial processes integrating solar thermal technologies. A case study in the Italian Alps: The Felicetti Pasta Factory. In Solar Energy. ISSN 0038-092X, 2020, vol. 208, p. 548-558. WoS ; SCOPUS
2018 [1] KWON, H. - CHO, H. C. The effect of international oil price on LNG price in South Korea and Japan. In Geosystem Engineering. ISSN 1226-9328, 2018, vol. 21, no. 6, p. 297-308. WoS ; SCOPUS
2017 [1] CAPORNIN, M. - FONTINI, F. The long-run oil-natural gas price relationship and the shale gas revolution. In Energy Economics. ISSN 0140-9883, 2017, vol. 64, p. 511-519. WoS ; SCOPUS
2016 [1] GENG, J.-B. - JI, Q. - FAN, Y. The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective. In Energy. ISSN 0360-5442, 2016, vol. 101, p. 266-277. WoS ; SCOPUS
2015 [1] LAKATOS, M. - KARAI, É. Buy or Sell? Hungarian carbon credit trade: years of learning. In Public Finance Quarterly-Hungary. ISSN 0031-496X, 2015, vol. 60, no. 3, p. 326-341. WoS
2015 [1] ANDOR, G. - DÜLK, M. Cost of capital estimation for energy efficiency projects through a cash flow beta approach. In Energy Efficiency. ISSN 1570-646X, 2015, vol. 8, no. 2, p. 365-384. WoS ; SCOPUS
ADC 012 ERDŐS, Péter, Mihály ORMOS a Dávid ZIBRICZKY. Non-parametric and semi-parametric asset pricing. DOI 10.1016/j.econmod.2010.12.008 Economic Modelling. Vol. 28, no. 2 (2011), p. 1150-1162. ISSN 0264-9993. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2021 [1] GÓMEZ, L. M. - PORTO, R. F. - MORETTIN, P. A. Nonparametric regression with warped wavelets and strong mixing processes. In Annals of the Institute of Statistical Mathematics. ISSN 0020-3157, 2021, vol. 73. no. 6, p. 1203-1228. WoS ; SCOPUS
2019 [1] CHAKRABORTY, N. - ELGAMMAL, M. M. - MCMILLAN, D. Rational functions: an alternative approach to asset pricing. In Applied Economics. ISSN 0003-6846, 2019, vol. 51, no. 20, p. 2091-2119. WoS ; SCOPUS
2014 [1] GÓMEZ-GONZÁLEZ, J. E. - SANABRIA-BUENAVENTURA, E. M. Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange. In Economic Systems. ISSN 0939-3625, 2014, vol. 38, no. 2, p. 261-268. WoS ; SCOPUS
ADC 013 RIHMER, Zoltán, Xénia GONDA, Péter DÖME, Péter ERDŐS, Mihály ORMOS a Luca PANI. Novel approaches to drug-placebo difference calculation: evidence from short-term antidepressant drug-trials. DOI 10.1002/hup.1206 Human Psychopharmacology. Vol. 26, no. 4-5 (2011), p. 307-312. ISSN 0885-6222. CCC, WoS, SCOPUS.
Q WoS=Q4
ADC 014 ORMOS, Mihály a András URBÁN. Performance analysis of log-optimal portfolio strategies with transaction costs. DOI 10.1080/14697688.2011.570368 Quantitative Finance. Vol. 13, no. 10 (2013), spec. issue, p. 1587-1597. ISSN 1469-7688. CCC, WoS, SCOPUS.
Q WoS=Q2
Ohlasy:
2021 [1] REN, X. - JIANG, Z. - SU, J. The Use of Features to Enhance the Capability of Deep Reinforcement Learning for Investment Portfolio Management. In 2021 IEEE 6th International Conference on Big Data Analytics (ICBDA 2021). New York : IEEE, 2021. ISBN 2021 IEEE 6th International Conference on Big Data Analytics, ICBDA 2021Pages 44 - 505 March 20, p. 44-50. WoS ; SCOPUS
2021 [1] BETANCOURT, C. - CHEN, W.-H. Reinforcement Learning with Self-Attention Networks for Cryptocurrency Trading. In Applied Sciences. ISSN 2076-3417, 2021, vol. 11, no. 162. WoS ; SCOPUS
2021 [1] HOI, S. C. H. - SAHOO, D. - LU, J. - et al. Online learning: A comprehensive survey. In Neurocomputing. ISSN 0925-2312, 2021, vol. 459, p. 249-289. WoS ; SCOPUS
2021 [1] SOLEYMANI, F. - PAQUET, E. Deep graph convolutional reinforcement learning for financial portfolio management – DeepPocket. In Expert Systems with Applications. ISSN 0957-4174, 2021, vol. 182. WoS ; SCOPUS
2020 [1] YE, Y. - PEI, H. - WANG, B. - et al. Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States. In AAAI 2020 - 34th AAAI Conference on Artificial Intelligence. Palo Alto : Association for the Advancement of Artificial Intelligence, 2020. ISBN 978-157735835-0, p. 1112-1119. WoS ; SCOPUS
2020 [1] SOLEYMANI, F. - PAQUET, E. Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder-DeepBreath. In Expert Systems with Applications. ISSN 0957-4174, 2020, vol. 156. WoS ; SCOPUS
2019 [1] WANG, H. - YANG, J. - YAO, Y. Dynamics and performance of decentralized portfolios with size-induced fund flows. In Quantitative Finance. ISSN 1469-7688, 2019, vol. 19, no. 6, p. 885-8983. WoS ; SCOPUS
2018 [1] LI, B. - WANG, J. - HUANG, D. - et al. Transaction cost optimization for online portfolio selection. In Quantitative Finance. ISSN 1469-7688, 2018, vol. 18, no. 8, p. 1411-1424. WoS ; SCOPUS
2014 [1] TOTH, Zs. E. - JONAS, T. Using Modern Quality Management Tools to Improve Finance and Business University Courses. In European Financial Systems 2014. Brno : Masaryk University, 2014. ISBN 978-80-210-7153-7, p. 646-654. WoS
ADC 015 ERDŐS, Péter a Mihály ORMOS. Pricing of collectibles: Baedeker guidebooks. DOI 10.1016/j.econmod.2012.06.010 Economic Modelling. Vol. 29, no. 5 (2012), p. 1968-1978. ISSN 0264-9993. CCC, WoS, SCOPUS.
Q WoS=Q1
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2022 [1] DOBRYNSKAYA, V. - KISSHILOVA, J. Lego: The Toy of Smart Investors. In Research in International Business and Finance. ISSN 0275-5319, 2022, vol. 59. WoS ; SCOPUS
2021 [1] KLEINE, J. - PESCHKE, T. - WAGNER, N. Collectors: Personality between consumption and investment. In Journal of Behavioral and Experimental Finance. ISSN 2214-6350, 2021, vol. 32. WoS ; SCOPUS
2020 [1] KLEINE, J. - PESCHKE, T. - WAGNER, N. Rich men's hobby or question of personality: Who considers collectibles as alternative investment? In Finance Research Letters. ISSN 1544-6123, 2020, vol. 35. WoS ; SCOPUS
2018 [1] MASSET, P. - WEISSKOPF, J. P. When Rationality Meets Passion: On the Financial Performance o f Collectibles. In The Journal of Alternative Investments. ISSN 1520-3255, 2018, vol. 21, no. 2, p. 66-83. WoS
ADC 016 ERDŐS, Péter a Mihály ORMOS. Random walk theory and the weak-form efficiency of the US art auction prices. DOI 10.1016/j.jbankfin.2009.11.001 Journal of Banking & Finance. Vol. 34, no. 5 (2010), p. 1062-1076. ISSN 0378-4266. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2021 [1] ASSAF, A. - KRISTOUFEK, L. - DEMIR, E. - et al. Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. In Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431, 2021, vol. 71. WoS ; SCOPUS
2020 [1] LE FUR, E. Dynamics of the global fine art market prices. In Quarterly Review of Economics and Finance. ISSN 1062-9769, 2020, vol. 76, p. 167-180. WoS ; SCOPUS
2020 [1] REN, X. Y. - ZHANG, D. Y. - ZHU, L. - et al. How do carbon prices react to regulatory announcements in China? A genetic algorithm with overlapping events. In Journal of Cleaner Production. ISSN 0959-6526, 2020, vol. 277. WoS
2019 [1] POWNALL, R. A. J. - SATCHELL, S. - SRIVASTAVA, N. A random walk through Mayfair: Art as a luxury good and evidence from dynamic models. In Journal of International Money and Finance. ISSN 0261-5606, 2019, vol. 95, p. 112-127. WoS ; SCOPUS
2019 [1] SIFAT, I. M. - MOHAMAD, A. Randomness for Asset Prices Constrained by Price Limit Regimes: A Malaysian Case Study. In Journal of Private Equity. ISSN 1096-5572, 2019, vol. 22, no. 4, p. 111-144. WoS ; SCOPUS
2018 [1] ASSAF, A. Testing for bubbles in the art markets: An empirical investigation. In Economic Modelling. ISSN 0264-9993, 2018, vol. 68, p. 340-355. WoS ; SCOPUS
2018 [1] AYE, G. C. - CHANG, T. Y. - CHEN, W.-Y. - et al. Testing the Efficiency of the Art Market Using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks. In Manchester School. ISSN 1463-6786, 2018, vol. 86, no. 4, p. 488-511. WoS ; SCOPUS
2018 [1] BIAŁOVĄS, S. - POTOCKI, T. - ROGOZIŃSKA, A. Financial returns and cultural price determinants on the polish art market, 1991-2012. In Acta Oeconomica. ISSN 0001-6373, 2018, vol. 68, no. 4, p. 591-615. WoS ; SCOPUS
2017 [1] AYE, G. C. - GIL-ALANA, L. A. - GUPTA, R. - et al. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. In International Review of Economics and Finance. ISSN 1059-0560, 2017, vol. 51, p. 283-294. WoS ; SCOPUS
2017 [1] PEROTTI, P. - WINDISCH, D. Managerial Discretion in Accruals and Informational Efficiency. In Journal of Business Finance and Accounting. ISSN 0306-686X, 2017, vol. 44, no. 3-4, p. 375-416. WoS ; SCOPUS
2016 [1] SUN, T. T. - XIA, W. L. Study on Information Mining Technology with Empirical Research on China's Securities Market Transactions' Random Walk. In Advanced Research on Civil Engineering, Materials Engineering and Applied Technology. Zurich : Trans Tech Publications Ltd., 2016. ISBN 978-3-03785-979-7, p. 399-404. WoS ; SCOPUS
2016 [1] TODOROVIC, M. Rethinking Strategy for Creative Industries: Innovation and Interaction. In Rethinking Strategy for Creative Industries: Innovation and Interaction. Abingdon : Routledge, 2016. ISBN 978-1-315-85016-0. WoS
2016 [1] CHEN, J. M. Postmodern Portfolio Theory. In Postmodern Portfolio Theory: Navigating Abnormal Markets and Investor Behavior. Basingstoke : Palgrave, 2016. ISBN 978-1-137-54464-3, p. 27-38. WoS ; SCOPUS
2016 [1] CHAI, F. - PENG, K. - YU, F. Pricing aesthetics: How cognitive perception affects bidding for artworks. In Social Behavior and Personality. ISSN 0301-2212, 2016, vol. 44, no. 4, p. 541-554. WoS ; SCOPUS
2013 [1] DAVID, G. - OOSTERLINCK, K. - SZAFARZ, A. Art market inefficiency. In Economics Letters. ISSN 0165-1765, 2013, vol. 121, no. 1, p. 23-25. WoS
2012 [1] FU, Y. - CHEN, L. - KE, J. - et al. Simulate the diffusion of hydrated ions by nanofiltration membrane process with random walk. In Molecular Simulation. ISSN 1029-0435, 2012, vol. 38, no. 6, p. 491-497. WoS ; SCOPUS
2011 [1] CHULUUN, T. - EUN, C. S. - KILIÇ, R. Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence. In Journal of Banking and Finance. ISSN 0378-4266, 2011, vol. 35, no. 2, p. 372-387. WoS ; SCOPUS
2011 [1] TAYLOR, D. - COLEMAN, L. Price determinants of Aboriginal art, and its role as an alternative asset class. In Journal of Banking and Finance. ISSN 0378-4266, 2011, vol. 35, no. 6, p. 1519-1529. WoS ; SCOPUS
ADC 017 ORMOS, Mihály a Dusán TIMOTITY. Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring. DOI 10.1016/j.ecosys.2015.09.008 Economic Systems. Vol. 40, no. 3 (2016), p. 345-354. ISSN 0939-3625. CCC, WoS, SCOPUS.
Q WoS=Q1
Ohlasy:
2020 [1] CHUN, D. - CHO, H. - RYU, D. Economic indicators and stock market volatility in an emerging economy. In Economic Systems. ISSN 0939-3625, 2020, vol. 44, no. 2. WoS
2019 [1] NEWAZ, M. K. - PARK, J. S. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. In Quarterly Review of Economics and Finance. ISSN 1062-9769, 2019, vol. 71, p. 79-94. WoS ; SCOPUS
ADE Vedecké práce v ostatných zahraničných časopisoch
Počet záznamov: 6
ADE 001 ORMOS, Mihály a Attila VERESS. Accounting of public universities in Hungary ~ A possible accrual model. European Journal of Economics, Finance and Administrative Sciences. Issue 39 (2011), p. 52-65. ISSN 1450-2275. SCOPUS.
Q Scopus=Q4
ADE 002 ANDOR, György, Mihály ORMOS a Balázs SZABÓ. Empirical tests of capital asset pricing model (CAPM) in the Hungarian capital market. Periodica Polytechnica Social and Management Sciences. Vol. 7, no. 1 (1999), p. 47-64. ISSN 1416-3837. SCOPUS.
Q Scopus=Q3
ADE 003 ERDŐS, Péter a Mihály ORMOS. Optimal spectral density estimation: Evidence from the US art market. International Research Journal of Finance and Economics. Vol. 61 (2011), p. 129 - 135. ISSN 1450-2887. SCOPUS.
Q WoS=Q4
ADE 004 ORMOS, Mihály a András URBÁN. Requisites for long-term growth in financial markets. International Research Journal of Finance and Economics. Vol. 59 (2010), p. 127-133. ISSN 1450-2887. SCOPUS.
Q Scopus=Q4
ADE 005 ERDŐS, Péter a Mihály ORMOS. Return calculation methodology: Evidence from the Hungarian mutual fund industry. DOI 10.1556/AOecon.59.2009.4.2 Acta Oeconomica. Vol. 59, no. 4 (2009), p. 391-409. ISSN 0001-6373. WoS, SCOPUS.
Q WoS=Q4
Ohlasy:
2021 [1] NICOLESCU, L. - TUDORACHE, F. G. Investment behaviour in mutual funds: is it a knowledge-based decision? In Kybernetes. ISSN 0368-492X, 2021, vol. 50, no. 10, p. 2726-2752. WoS ; SCOPUS
2020 [1] FILIP, D. Are fund attributes risk drivers? Evidence for the Polish mutual funds. In Romanian Journal of Economic Forecasting. ISSN 1582-6163, 2020, vol. 23, no. 1, p. 22-36. WoS ; SCOPUS
2016 [1] LEMESHKO, O. Persistence of Mutual Fund Performance in Countries with Emerging Economies: Evidence from the Central and Eastern Europe. In SGEM 2016, Book 2, Political Science, Law, Finance, Economics and Tourism Conference Preoceedings, vol. III. Sofia : STEF92 Technology LTD, 2016. ISBN 978-619-7105-74-2, p. 473-481. WoS
2011 [1] FILIP, D. Performance Persistence of Equity Funds in Hungary. In Contemporary Economics. ISSN 2084-0845, 2011, vol. 5, no. 1, p. 18-24. WoS ; SCOPUS
ADE 006 ANDOR, György, Mihály ORMOS a Balázs SZABÓ. Return predictability in the Hungarian capital market. Periodica Polytechnica, Social and Management Sciences. Vol. 7, no. 1 (1999), p. 29-46. ISSN 1416-3837. SCOPUS.
Q Scopus=Q3
ADM Vedecké práce v zahraničných časopisoch registrovaných v databázach Web of Science alebo SCOPUS
Počet záznamov: 9
ADM 001 BÓTA, Gábor a Mihály ORMOS. Determinants of the performance of investment funds managed in Hungary. DOI 10.1080/1331677X.2017.1305771 Economic Research-Ekonomska Istrazivanja. Vol. 30, no. 1 (2017), p. 140-153. ISSN 1331-677X. WoS, SCOPUS. IF (2016): 0,742. SNIP (2016): 0,501.
Ohlasy:
2020 [1] FILIP, D. Are fund attributes risk drivers? Evidence for the Polish mutual funds. In Romanian Journal of Economic Forecasting. ISSN 1582-6163, 2020, vol. 23, no. 1, p. 22-36. WoS ; SCOPUS
ADM 002 NAGY, László a Mihály ORMOS. Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets. Journal of Risk and Financial Management. Vol. 11, no. 4 (2018), p. [1-16]. ISSN 1911-8074. WoS.
Ohlasy:
2020 [1] WONG, W.-K. Editorial Statement for Mathematical Finance. In Journal of Risk and Financial Management. ISSN 1911-8066, 2020, vol. 13, no. 2. WoS
2019 [1] BHATTACHARJEE, A. - ROY, S. Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns. In Journal of Risk and Financial Management. ISSN 1911-8066, 2019, vol. 12, no. 2. WoS
ADM 003 KINCSES, Gábor, Mihály ORMOS a Zsolt BARTHA. Motivational peculiarities of elite women tennis players from the post-socialist countries. DOI 10.9770/jesi.2021.8.3(36) Entrepreneurship and Sustainability Issues. Vol. 8, no. 3 (2021), p. 582-591. ISSN 2345-0282 (online). WoS.
ADM 004 HERNÁDI, Péter a Mihály ORMOS. Capital Structure and its Choice in Central and Eastern Europe. DOI 10.1556/AOecon.62.2012.2.5 Acta Oeconomica. Vol. 62, no. 2 (2012), p. 229-263. ISSN 0001-6373. WoS, SCOPUS.
Q WoS=Q4
Ohlasy:
2021 [1] MUGOŠA, A. - POPOVIĆ, S. Deviation from target capital structure as a factor of acquisition decisions in european developed markets. In Argumenta Oeconomica. ISSN 1233-5835, 2021, vol. 46, no. 1, p. 53-78. WoS ; SCOPUS
2021 [1] RŮČKOVÁ, P. - ŠKULÁŇOVÁ, N. The determination of financial structure in agriculture, forestry and fishing industry in selected countries of central and eastern europe. In E a M: Ekonomie a Management. ISSN 1212-3609, 2021, vol. 24, no. 3, p. 58-78. WoS ; SCOPUS
2021 [1] WIECZOREK-KOSMALA, M. - BŁACH, J. - GORZEŃ-MITKA, I. Does Capital Structure Drive Profitability in the Energy Sector? In Energies. ISSN 1996-1073, 2021, vol. 14, no. 16. WoS ; SCOPUS
2020 [1] GREGOVA, E. - SMRCKA, L. - MICHALKOVA, L. - et al. Impact of Tax Benefits and Earnings Management on Capital structures Across V4 Countries. In Acta Polytechnica Hungarica. ISSN 1785-8860, 2021, vol. 18, no. 3, p. 221-244. WoS ; SCOPUS
2019 [1] KARANOVIC, B. - NIKOLIC, G. - KARANOVIC, G. Analyzing Capital Structure across Industries: Evidence from Croatia. In Zagreb International Review of Economics and Business. ISSN 1331-5609, 2019, vol. 22, no. SI. WoS
2018 [1] KORALUN-BEREZNICKA, J. Determinants of Capital Structure Across European Countries. In Contemporary Trends and Challenges in Finance. Cham : Springer International Publishing AG, 2018. ISBN 978-3-319-76228-9, p. 199-209. WoS
2016 [1] ARSOV, S. - NAUMOSKI, A. Determinants of capital structure: An empirical study of companies from selected post-transition economies. In Zbornik Radova Ekonomskog Fakultet au Rijeci. 1331-8004, 2016, vol. 34, no. 1, p. 119-146. WoS ; SCOPUS
2015 [1] JAHANZEB, A. - BAJURI, N. H. - GHORI, A. Capital Structure Determinants and Human Capital: Pooled, Panel and Dynamic Panel Estimations. In Finance and Performance of Firms in Science. Zlín : Tomas Bata University in Zlín, 2015. ISBN 978-80-7454-482-8, p. 485-497. WoS
2015 [1] ČRNIGOJ, M. - MRAMOR, D. Alternative corporate governance paradigm and corporate financing: Capital structure decisions in employee-governed firms. In Acta Oeconomica. ISSN 0001-6373, 2015, vol. 65, bo. 2, p. 271-297. WoS ; SCOPUS
2015 [1] ANDOR, G. - MOHANTY, S. K. - TOTH, T. K. Capital budgeting practices: A survey of Central and Eastern European firms. In Emerging Markets Review. ISSN 1566-0141, 2015, vol. 23, p. 148-172. WoS ; SCOPUS
2015 [1] JAHANZEB, A. - BAJURI, N. H. - GHORI, A. Market power versus capital structure determinants: Do they impact leverage? In Cogent Economics and Finance. ISSN 2332-2039, 2015, vol. 3, no. 1. WoS ; SCOPUS
2014 [1] TOTH, Zs. E. - JONAS, T. Using Modern Quality Management Tools to Improve Finance and Business University Courses. In European Fianancial Systems 2014. Brno : Masaryk University, 2014. ISBN 978-80-210-7153-7, p. 646-654. WoS
ADM 005 ERDŐS, Péter a Mihály ORMOS. Components of investment grade wine prices. DOI 10.1080/09571264.2013.783469 Journal of Wine Research. Vol. 24, no. 3 (2013), p. 227-247. ISSN 1469-9672. SCOPUS.
Q Scopus=Q2
ADM 006 ORMOS, Mihály a Dávid ZIBRICZKY. Entropy-Based Financial Asset Pricing. DOI 10.1371/journal.pone.0115742 Plos One. Vol. 9, no. 12 (2014), art. no. e115742, p. [1-11]. ISSN 1932-6203. WoS, SCOPUS.
Q WoS=Q2
Ohlasy:
2021 [1] PARK, S. - JANG, K. - YANG, J.-S. Information flow between bitcoin and other financial assets. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2021, vol. 566. WoS ; SCOPUS
2021 [1] LASSANCE, N. - VRINS, F. Minimum Rényi entropy portfolios. In Annals of Operations Research. ISSN 0254-5330, 2021, vol. 299, no. 1-2, p. 23-46. WoS ; SCOPUS
2021 [1] PARK, S. - JANG, K. - YANG, J.-S. Information flow between bitcoin and other financial assets. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2021, vol. 566. WoS ; SCOPUS
2021 [1] CHIEW, D. - QUI, J. - TREEPONGKARUNA, S. - et al. Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach. In Entropy. ISSN 1099-4300, 2021, vol. 23, no. 4. WoS ; SCOPUS
2021 [1] LASSANCE, N. - VRINS, F. Minimum Rényi entropy portfolios. In Annals of Operations Research. ISSN 0254-5330, 2021, vol. 299, no. 1-2, p. 23-46. WoS ; SCOPUS
2021 [1] CHIEW, D. - QIU, J. - TREEPONGKARUNA, S. - et al. Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach. In Entropy. ISSN 1099-4300, 2021, vol. 23, no. 4. WoS ; SCOPUS
2021 [1] PONTA, L. - MURIALDO, P. - CARBONE, A. Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2021, vol. 570. WoS ; SCOPUS
2021 [1] SEEDAT, S. - ABELMAN, S. Explaining stock return distributions via an agent-based model. In Nonlinear Dynamics. ISSN 0924-090X, 2021, vol. 105, no. 1, p. 1063-1096. WoS ; SCOPUS
2021 [1] PONTA, L. - MURIALDO, P. - CARBONE, A. Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2021, vol. 570. WoS ; SCOPUS
2021 [1] SEEDAT, S. - ABELMAN, S. Explaining stock return distributions via an agent-based model. In Nonlinear Dynamics. ISSN 0924-090X, 2021, vol. 105, no. 1, p. 1063-1096. WoS ; SCOPUS
2020 [1] MURIALDO, P. - PONTA, L. - CARBONE, A. Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach. In Entropy. ISSN 1099-4300, 2020, vol. 22, no. 6. WoS ; SCOPUS
2020 [1] XIAO, D. - WANG, J. Complexity behaviours of agent-based financial dynamics by hetero-distance contact process. In Nonlinear Dynamics. ISSN 0924-090X, 2020, vol. 100, no. 4, p. 3867-3886. WoS ; SCOPUS
2020 [1] SINGER, G. - ANUAR, R. - BEN-GAL, I. A weighted information-gain measure for ordinal classification trees. In Expert Systems with Applications. ISSN 0957-4174, 2020, vol. 152.
2020 [1] NAFFA, H. - FAIN, M. Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology. In PLoS One. ISSN 1932-6203, 2020, vol. 15, no. 12.
2020 [1] KALMBACH, J. B. - VANDERPLAS, J. T. - CONOLLY, A. J. Applying Information Theory to Design Optimal Filters for Photometric Redshifts. In Astrophysical Journal. ISSN 0004-637X, 2020, vol. 890, no. 110. WoS ; SCOPUS
2020 [1] KARAKAS, M. - CALIK, S. Entropy Method for Earthquake Volatility. In Sigma Journal of Engineering and Natural Sciences-Sigma Mühendislik ve Fen Bilimleri Dergisi. ISSN 1304-7205, 2020, vol. 38, no. 1, p. 329-348. WoS
2019 [1] MARASOVIC, B. - KALINIC, T. Is the Expected Utility-Entropy Decision Model for Stock Selection Applicable on Emerging Capital Markets? In Economic and Social Development (ESD). ISSN 1849-6903, 2019, p. 225-235. WoS
2019 [1] KARAKAS, A. M. Volatility measurement of the world indices using different entropy methods. In Thermal Science. ISSN 0354-9836, 2019, vol. 23, p. S1849-S1861. WoS ; SCOPUS
2019 [1] CALIK, S. - METIN KARAKAS, A. Entropy approach for volatility of wind energy. In Thermal Science. ISSN 0354-9836, 2019, vol. 23, p. S1863-S1874. WoS ; SCOPUS
2019 [1] CHIEW, D. - QIU, J. - TREEPONGKARUNA, S. - et al. The predictive ability of the expected utilityentropy based fund rating approach: A comparison investigation with Morningstar ratings in US. In PLoS One. ISSN 1932-6203, 2019, vol. 14, no. 4. WoS ; SCOPUS
2019 [1] DEVI, S. Financial portfolios based on Tsallis relative entropy as the risk measure. In Journal of Statistical Mechanics: Theory and Experiment. ISSN 1742-5468, 2019, no. 9. WoS ; SCOPUS
2019 [1] SU, C.-H. - LU, T. An Entropy-Based Cross-Efficiency under Variable Returns to Scale. In Entropy. ISSN 1099-4300, 2019, vol. 21, no. 12. WoS ; SCOPUS
2018 [1] YANG, J. - FENG, Y. - QIU, W. Stock Selection for Portfolios Using Expected Utility-Entropy Decision Model. In Entropy. ISSN 1099-4300, vol. 19, no. 10. WoS ; SCOPUS
2018 [1] PONTA, L. - CARBONE, A. Information measure for financial time series: Quantifying short-term market heterogeneity. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2018, vol. 510, p. 132-144. WoS ; SCOPUS
2017 [1] DEEVA, G. How to measure risk in asset pricing models: entropy or beta? In Enterprise and Competitive Environment. Brno : Mendel University in Brno, 2017. ISBN 978-80-7509-499-5, p. 224-230. WoS
2017 [1] KEE, C.-Y. - PONNAMBALAM, S. G. - LOO, C.-K. Binary and multi-class motor imagery using Renyi entropy for feature extraction. In Neural Computing and Applications. ISSN 0941-0643, 2017, vol. 28, no. 8, p. 2051-2062. WoS ; SCOPUS
2017 [1] HALL, M. G. - CLARK, C. A. Diffusion in hierarchical systems: A simulation study in models of healthy and diseased muscle tissue. In Magnetic Resonance in Medicine. ISSN 0740-3194, 2017, vol. 78, no. 3, p. 1187-1198. WoS ; SCOPUS
2017 [1] ROTELA, P. - ROCHA, L. C. S. - AQUILA, G. Entropic Data Envelopment Analysis: A Diversification Approach for Portfolio Optimization. In Entropy. ISSN 1099-4300, 2017, vol. 19, no. 9. WoS
2016 [1] STOSIC, D. - LUDERMIR, T. - DE OLIVEIRA, W. - et al. Foreign exchange rate entropy evolution during financial crises. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2016, vol. 449, p. 233-239. WoS ; SCOPUS
2015 [1] CAVDAR, S. C. - AYDIN, A. D. An Empirical Analysis for the Prediction of a Financial Crisis in Turkey through the Use of Forecast Error Measures. In Journal of Risk and Financial Management. ISSN 1911-8066, 2015, vol. 8, no. 3, p. 337-354. WoS
ADM 007 HARSÁNYI, Gergely, László István LUKÁCS, Mihály ORMOS, Krisztina SISA, Krisztina SZEDLÁK a Attila VERESS. EPSAS: Investment Into the Future European Public Sector Accounting: Present and Future = EPSAS: befektetés a jövőbe: A közösségi költségvetési számvitel jelene és jövője. Public Finance Quarterly-Hungary. Vol. 61, no. 4 (2016), p. 480-499. ISSN 0031-496X. WoS.
Ohlasy:
2020 [1] LENTNER, C. - MOLNÁR, P. - NAGY, V. Accrual accounting and public finance reforms in Hungary: the study of application in the public sector. In Economic Annals-XXI. ISSN 1728-6220, 2020, vol. 183, no. 5-6, p. 89-105. WoS ; SCOPUS
ADM 008 URBÁN, András a Mihály ORMOS. Performance Analysis of Equally weighted Portfolios: USA and Hungary. Acta Polytechnica Hungarica. Vol. 9, no. 2 (2012), p. 155-168. ISSN 1785-8860. WoS, SCOPUS.
Q WoS=Q3 Q Scopus=Q2
Ohlasy:
2020 [1] JIANG, Z. - JI, R. - CHANG, K.-Ch. A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment. In Journal of Risk and Financial Management. ISSN 1911-8066, 2020, vol. 13, no. 7. WoS
2018 [1] LONDON, A. - GERA, I. - BÁNHELYI, B. Markowitz Portfolio Selection Using Various Estimators of Expected Returns and Filtering Techniques for Correlation Matrices. In Acta Polytechnica Hungarica. ISSN 1785-8860, 2018, vol 15, no. 1, p. 217-229. WoS ; SCOPUS
2017 [1] JI, R. - LEJEUNE, M. A. - PRASAD, S. Y. Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. In Annals of Operations Research. ISSN 0254-5330, 2017, vol. 248, no. 1-2, p. 305-343. WoS ; SCOPUS
2014 [1] TOTH, Zs. E. - JONAS, T. Using Modern Quality Management Tools to Improve Finance and Business University Courses. In European Financial Systems 2014. Brno : Masaryk University, 2014. ISBN 978-80-210-7153-7, p. 646-654. WoS
ADM 009 HERNÁDI, Péter a Mihály ORMOS. What managers think of capital structure and how they act: Evidence from Central and Eastern Europe. DOI 10.1080/1406099X.2012.10840517 Baltic Journal of Economics. Vol. 12, no. 2 (2012), p. 47-71. ISSN 1406-099X. WoS, SCOPUS.
Q WoS=Q2
Ohlasy:
2021 [1] GREGOVA, E. - SMRCKA, L. - MICHALKOVA, L. - et al. Impact of Tax Benefits and Earnings Management on Capital structures Across V4 Countries. In Acta Polytechnica Hungarica. ISSN 1785-8860, 2021, vol. 18, no. 3, p. 221-244. WoS ; SCOPUS
2021 [1] ENJOLRAS, G. - SANFILIPPO, G. - SOLIWODA, M. What determines the capital structure of farms? Empirical evidence from Poland. In Baltic Journal of Economics. ISSN 1406-099X, 2021, vol. 21, no. 2, p. 112-132. WoS ; SCOPUS
2020 [1] ŠKULÁNOVÁ, N. Impact of selected determinants on the financial structure of the mining companies in the selected countries. In Review of Economic Perspectives. ISSN 1213-2446, 2020, vol. 20, no. 2, p. 197-215. WoS ; SCOPUS
2019 [1] LI, L. - WANG, Z. How does capital structure change productmarket competitiveness? Evidence from Chinese firms. In PLOS One. ISSN 1932-6203, 2019, vol. 14, no. 2. WoS
2019 [1] ŢARAN, A. Corporate ownership and capital structure: Evidence from Romania. In Eastern Journal of European Studies. ISSN 2068-651X, 2019, vol. 10, no. 1, p. 133-150. WoS ; SCOPUS
2018 [1] DE ANDRÉS, P. - DE LA FLUENTE, G. - SAN MARTIN, P. Capital structure decisions: What Spanish CFOs think. In Academia Revista Latinoamericana de Administracion. ISSN 1012-8255, 2018, vol. 31, no. 2, p. 306-325. WoS ; SCOPUS
2017 [1] RUCKOVA, P. - WOLNY, R. The Impact of Capital Structure on Profitability: An Empirical Analysis of Energy Sector in Czech Republic, Slovak Republic and Republic of Poland. In Enterprise and Competitive Environment. Brno : Mendel University in Brno, 2017. ISBN 978-80-7509-499-5, p. 721-730. WoS
2016 [1] DE WET, L. H. - GOSSEL, S. J. South African Capital Structure Decisions: A Survey of Listed Companies. In Journal of African Business. ISSN 1522-8916, 2016, vol. 17, no. 2, p. 167-187. WoS ; SCOPUS
2015 [1] RUCKOVA, P. - HERYAN, T. The capital structure management in companies of selected business branches of building in conditions of the Czech Republic. In Prague Economic Papers. ISSN 1210-0455, 2015, vol. 24, no. 6, p. 699-714. WoS ; SCOPUS
2015 [1] RUCKOVA, P. Dependency of return on equity and use of finance sources in building companies in V4 countries. In E&M Ekonomie a Management. ISSN 1212-3609, 2015, vol. 18, no. 3, p. 73-83. WoS ; SCOPUS
2015 [1] RUCKOVA, P. Impact of Fixed Assets Share on Use of Debt Finance Sources of Companies in the Building Industry in V4 Countries. In Financial Management of Firms and Financial Institutions: 10th International Scientific Conference, Pts I-IV. Ostrava : VSB–Technical University of Ostrava – FEECS – Department of Electric Power Engineering, 2015. ISBN 978-80-248-3865-6, p. 1056-1065. WoS
2015 [1] ČRNIGOJ, M. - MRAMOR, D. Alternative corporate governance paradigm and corporate financing: Capital structure decisions in employee-governed firms. In Acta Oeconomica. ISSN 0001-6373, 2015, vol. 65, no. 2, p. 271-297. WoS ; SCOPUS
2014 [1] TOTH, Zs. E. - JONAS, T. Using Modern Quality Management Tools to Improve Finance and Business University Courses. In European Financial Systems 2014. Brno : Masaryk University, 2014. ISBN 978-80-210-7153-7, p. 646-654. WoS
2014 [1] RUCKOVA, P. - HERYAN, T. The Capital Structure Management in Companies from the Building Area in Conditions of the Czech Republic. In Proceedings of the 14th International Conference on Financial. Karvina : Silesian University in Opava - School of Business Administration in Karvina, 2014. ISBN 978-80-7248-939-8, p. 366-375. WoS
2014 [1] RUCKOVA, P. The Impact of Financial System on Corporate Capital Structure in the Czech Republic and in Slovakia. In Role of Financial Sector in Supporting the Economic Recovery of CEE Countries, 8th International Conference on Currency, Banking,. International Finance. Bratislava : Ekonomická univerzita v Bratislave, 2014. ISBN 978-80-225-4034-6, p. 323-333. WoS
AEC Vedecké práce v zahraničných recenzovaných vedeckých zborníkoch, monografiách
Počet záznamov: 1
AEC 001 ERDŐS, Péter a Mihály ORMOS. Return calculation for short time series: Evidence from emerging market mutual funds. In: Financial Asset Pricing: Theory, Global Policy and Dynamics. Hauppauge, N.Y: Nova Science Publishers, 2011, P. 61-84. ISBN 978-1-61122-803-8. SCOPUS.
AED Vedecké práce v domácich recenzovaných vedeckých zborníkoch, monografiách
Počet záznamov: 1
AED 001 ZSIGMONDOVÁ, Annamária a Mihály ORMOS. A KKV szektor finanszírozási politikája = Financing policy of the SME sector. In: Mladí vedci 2021 = Fiatal kutatók 2021 = Young scientists 2021 : zborník vedeckých príspevkov doktorandov a mladých vedeckých pracovníkov: zborník vedeckých príspevkov doktorandov a mladých vedeckých pracovníkov. Ladislav Mura. = Fiatal kutatók 2021 Bratislava: Fakulta ekonómie a podnikania, 2021, S. 173-183. ISBN 978-80-89453-94-8.
AFC Publikované príspevky na zahraničných vedeckých konferenciách
Počet záznamov: 10
AFC 001 NAGY, László a Mihály ORMOS. Volatility surface calibration in illiquid market environment. In: Proceedings - 31st European Conference on Modelling and Simulation, ECMS 2017. Nottingham: European Council for Modelling and Simulation, 2017, P. 148-152. ISBN 978-099324404-9. WoS, SCOPUS.
AFC 002 NAGY, László a Mihály ORMOS. Financial Market Implied Industry Classification. In: European financial systems 2018 : Proceedings of the 15th international scientific conference: Proceedings of the 15th international scientific conference. Josef Nešleha, Filip Hampl, Miroslav Svoboda. Brno: Masarykova univerzita, 2018, S. 445-453. ISBN 978-80-210-8980-8. WoS.
AFC 003 NAGY, László a Mihály ORMOS. Review of Global Industry Classification. DOI 10.7148/2018-0066 In: European Council for Modeling and Simulation. Lars Nolle, Alexandra Burger, Christoph Tholen. Saarbrücken-Dudweiler: Digitaldruck Pirrot GmbH, 2018, P. 66-73. ISBN 978-0-9932440-6-3. SCOPUS.
Ohlasy:
2019 [1] LEEROJANAPRAPA, K. - BHUNDARAK, K. - SIRIKASEMSUK, K. Industry cluster using cluster analysis to support industry cluster policy of Thailand. In Proceedings - European Coucil for Modelling and Simulation. ISSN 2522-2414, 2019, vol. 33, no. 1, p. 240-246. WoS ; SCOPUS
AFC 004 NAGY, László a Mihály ORMOS. Stock Market Index Clusters. DOI 10.31410/EMAN.2018.181 In: Second international scientific conference EMAN 2018 : economics & management : how to cope with disrupted times : conference proceedings: economics & management : how to cope with disrupted times : conference proceedings. Anton Vorina, Vuk Bevanda. Belehrad: Association of Economists and Management of the Balkans, 2018, s. 181-190 [print]. ISBN 978-86-80194-11-0. DOI 10.31410/EMAN.2018.
AFC 005 BOTA, Gábor, László NAGY a Mihály ORMOS. Capital Asset Prices in the V4 Countries. In: European Financial Systems 2019 : Proceedings of the 16th International Conference: Proceedings of the 16th International Conference. Jozef Nešleha, Lukáš Marek, Miroslav Svoboda. Brno: Masarykova univerzita, 2019, P. 66-73. ISBN 978-80-210-9337-9. WoS.
AFC 006 BOTOS, Bálint, László NAGY a Mihály ORMOS. Statistical Arbitrage Portfolio Selection in the Old and New EU Member States. In: European Financial Systems 2019 : Proceedings of the 16th International Conference: Proceedings of the 16th International Conference. Jozef Nešleha, Lukáš Marek, Miroslav Svoboda. Brno: Masarykova univerzita, 2019, P. 74-81. ISBN 978-80-210-9337-9. WoS.
AFC 007 ANTALÍK, Imrich, Ján MORVAI, Mihály ORMOS, Adam PÁLDI a Barnabás SZABÓ. Financial Literacy in Slovakia and Hungary in Relation to Age. In: RELIK 2021 : conference proceedings: conference proceedings. Jitka Langhamrová, Jana Vrabcová. Praha: Prague University of Economics and Business, 2021, online, s. 12-21. ISBN 978-80-245-2429-0.
AFC 008 ORMOS, Mihály a Dusán TIMOTITY. Mental framing in risk-aversion dynamics an empirical investigation of intertemporal choice. In: PROCEEDINGS - 30TH EUROPEAN CONFERENCE ON MODELLING AND SIMULATION ECMS 2016. Regensburg: Ostbayerische TH Regensburg, 2016, P. 179-184. ISBN 978-0-9932440-2-5. WoS, SCOPUS.
AFC 009 BÓTA, Gábor a Mihály ORMOS. Oil Price and European Stock Markets. In: EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE. Brno: Masaryk University, 2016, P. 34-42. ISBN 978-80-210-8308-0. WoS.
AFC 010 BÓTA, Gábor a Mihály ORMOS. Performance of Hungarian Mutual Funds and the Financial Crisis. In: EUROPEAN FINANCIAL SYSTEMS 2013: PROCEEDINGS OF THE 10TH INTERNATIONAL SCIENTIFIC CONFERENCE. Telč, Česko: Masaryk Univ Ctr, 2013, P. 40-46. ISBN 978-80-210-6294-8. WoS.
Ohlasy:
2017 [1] FILIP, D. Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland. In Finance a Uver - Czech Journal of Economics and Finance. ISSN 0015-1920, 2017, vol. 67, no. 6, p. 512-538. WoS ; SCOPUS
AFD Publikované príspevky na domácich vedeckých konferenciách
Počet záznamov: 5
AFD 001 NAGY, László a Mihály ORMOS. Cluster-Based Investigation of Stock Market Indices. In: Proceedings of the 9th International Conference on Currency, Banking and International Finance. Bratislava: Ekonom, 2017, P. 194-202. ISBN 978-80-225-4362-0. WoS.
AFD 002 BÓTA, Gábor a Mihály ORMOS. Effects of Oil Price Changes on European Stock Returns. In: Proceedings of the 9th International Conference on Currency, Banking and International Finance. Bratislava: Ekonom, 2017, P. 31-39. ISBN 978-80-225-4362-0. WoS.
AFD 003 BOTOSL, Bálint, István NAGY a Mihály ORMOS. Cointegration-Based Active Portfolio Selection in the European Stock Markets. In: EUROPEAN FINANCIAL SYSTEMS 2014. Lednice: Masaryk University, 2014, P. 81-89. ISBN 978-80-210-7153-7. WoS.
AFD 004 BÓTA, Gábor a Mihály ORMOS. Performance of Mutual Funds Investing in Central and Eastern Europe. In: ROLE OF FINANCIAL SECTOR IN SUPPORTING THE ECONOMIC RECOVERY OF CEE COUNTRIES, 8TH INTERNATIONAL CONFERENCE ON CURRENCY, BANKING AND INTERNATIONAL FINANCE. Bratislava: Ekonomická univerzita, 2014, P. 24-38. ISBN 978-80-225-4034-6. WoS.
AFD 005 BÓTA, Gábor, Mihály ORMOS a Dániel TUNKLI. Pricing of Central Eastern European Oil Companies. In: ROLE OF FINANCIAL SECTOR IN SUPPORTING THE ECONOMIC RECOVERY OF CEE COUNTRIES, 8TH INTERNATIONAL CONFERENCE ON CURRENCY, BANKING AND INTERNATIONAL FINANCE. Bratislava: Ekonomická univerzita, 2014, P. 39-47. ISBN 978-80-225-4034-6. WoS.
AFG Abstrakty príspevkov zo zahraničných vedeckých konferencií
Počet záznamov: 1
AFG 001 GONDA, Xénia, Zoltán RIHMER, Konstantinos N. FOUNTOULAKIS, Maurizio POMPILI, Gustavo VAZQUEZ, Péter ERDŐS a Mihály ORMOS. The role of birth season in personality and pathology: time of birth is associated with affective temperaments in a general student population. In: International Journal of Psychiatry in Clinical Practice., Vol. 15, suppl. 2 (2011), p. 23-24. WoS.
BAB Odborné knižné publikácie vydané v domácich vydavateľstvách
Počet záznamov: 1
BAB 001 ORMOS, Mihály, Imrich ANTALÍK, Norbert GYURIÁN, Nikoleta NAGYOVÁ a Dániel HALASI. Gazdasági kultúra. 1. vyd. Komárno: Univerzita J. Selyeho, 2018. 100 s. [5AH] [CD-ROM]. ISBN 978-80-8122-284-9.
FAI Zostavovateľské práce knižného charakteru (bibliografie, encyklopédie, katalógy, slovníky, zborníky, atlasy...)
Počet záznamov: 1
FAI 001 ORMOS, Mihály a Imrich ANTALÍK. Tőkepiaci befektetések a V4 országokban. 1. vyd. Komárno: Univerzita J. Selyeho, 2020. 106 s. [5,6AH]. ISBN 978-80-8122-344-0.