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Publications

by members of

Eötvös Loránd Tudományegyetem (ELTE) → Gazdálkodástudomámyi Intézet

Eotvos Lorand University → Institute of Business Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2017

  1. Peter Erdos & Mihaly Ormos & David Zibriczky, 2017, "Non-parametric and semi-parametric asset pricing," Papers, arXiv.org, number 1703.09500, Mar.
  2. Mihaly Ormos & Dusan Timotity, 2017, "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers, arXiv.org, number 1704.05332, Apr.

2016

  1. Mihaly Ormos & Dusan Timotity, 2016, "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers, arXiv.org, number 1606.03590, Jun.
  2. Mihaly Ormos & Dusan Timotity, 2016, "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers, arXiv.org, number 1606.03597, Jun.

2015

  1. Mihaly Ormos & David Zibriczky, 2015, "Entropy-Based Financial Asset Pricing," Papers, arXiv.org, number 1501.01155, Jan.
  2. Mihaly Ormos & Dusan Timotity, 2015, "Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling," Papers, arXiv.org, number 1512.01806, Dec.

Journal articles

2026

  1. Kamocsai, László & Ormos, Mihály, 2026, "Modeling and forecasting commodity price volatility using a common leverage factor," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102570.

2025

  1. Kamocsai, László & Ormos, Mihály, 2025, "Modeling gasoline price volatility," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106657.

2023

  1. Gábor Bóta & Mihály Ormos & Imrich Antalík, 2023, "Oil price and stock returns in Europe," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 329-339, March, DOI: 10.9770/jesi.2023.10.3(22).

2022

  1. Ján Morvai & Mihály Ormos & Imrich Antalík & Ladislav Mura & Adam Páldi & Barnabás Szabó, 2022, "Financial planning in Slovakia: results of empirical research," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 2, pages 572-589, December, DOI: 10.9770/jesi.2022.10.2(36).

2021

  1. Gábor Kincses & Gábor Kincses & Mihály Ormos & Mihály Ormos & Zsolt Bartha & Zsolt Bartha, 2021, "Motivational peculiarities of elite women tennis players from the post-socialist countries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 3, pages 582-591, March, DOI: 10.9770/jesi.2021.8.3(36).

2018

  1. Dombi, József & Jónás, Tamás & Tóth, Zsuzsanna Eszter, 2018, "Modeling and long-term forecasting demand in spare parts logistics businesses," International Journal of Production Economics, Elsevier, volume 201, issue C, pages 1-17, DOI: 10.1016/j.ijpe.2018.04.015.
  2. László Nagy & Mihály Ormos, 2018, "Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets," JRFM, MDPI, volume 11, issue 4, pages 1-16, December.

2017

  1. Ormos Mihály & Timotity Dusán, 2017, "The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk," The B.E. Journal of Theoretical Economics, De Gruyter, volume 17, issue 2, pages 1-14, June, DOI: 10.1515/bejte-2016-0100.
  2. Mihály Ormos & Dusán Timotity, 2017, "Expected downside risk and asset prices: characteristics of emerging and developed European markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 529-546, August, DOI: 10.1007/s10663-016-9329-3.
  3. Gábor Bóta & Mihály Ormos, 2017, "Determinants of the performance of investment funds managed in Hungary," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 30, issue 1, pages 140-153, January, DOI: 10.1080/1331677X.2017.1305771.

2016

  1. Ormos, Mihály & Timotity, Dusán, 2016, "Generalized asset pricing: Expected Downside Risk-based equilibrium modeling," Economic Modelling, Elsevier, volume 52, issue PB, pages 967-980, DOI: 10.1016/j.econmod.2015.10.036.
  2. Ormos, Mihály & Timotity, Dusan, 2016, "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, volume 40, issue 3, pages 345-354, DOI: 10.1016/j.ecosys.2015.09.008.
  3. Ormos, Mihály & Timotity, Dusán, 2016, "Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading," Finance Research Letters, Elsevier, volume 19, issue C, pages 60-66, DOI: 10.1016/j.frl.2016.06.003.
  4. Gábor Bóta & Mihály Ormos, 2016, "Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe?," Eastern European Economics, Taylor & Francis Journals, volume 54, issue 1, pages 23-48, January, DOI: 10.1080/00128775.2015.1120161.
  5. Gábor Bóta & Mihály Ormos & Imre Tarafás, 2016, "Economics and Finance in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 7, pages 1513-1514, July, DOI: 10.1080/1540496X.2016.1160717.
  6. Harsányi, Gergely & Lukács, László István & Ormos, Mihály & Sisa, Krisztina & Szedlák, Krisztina & Veress, Attila, 2016, "EPSAS: Investment Into the Future – European Public Sector Accounting: Present and Future," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 4, pages 480-499.

2015

  1. Gábor Bóta & Mihály Ormos, 2015, "Development of stock market pricing in Central and Eastern Europe through two decades after the transition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 4, pages 685-708, November, DOI: 10.1007/s10663-014-9272-0.

2014

  1. Zoltán Krajcsák & Tamás Jónás, 2014, "Commitment profiles in special groups of employees in Hungary: The role of deliberate commitment," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue 3, pages 357-379, September.
  2. Ormos, Mihály & Joó, István, 2014, "Are Hungarian investors reluctant to realize their losses?," Economic Modelling, Elsevier, volume 40, issue C, pages 52-58, DOI: 10.1016/j.econmod.2014.03.018.
  3. Mihály Ormos & Dávid Zibriczky, 2014, "Entropy-Based Financial Asset Pricing," PLOS ONE, Public Library of Science, volume 9, issue 12, pages 1-21, December, DOI: 10.1371/journal.pone.0115742.

2013

  1. Mih�ly Ormos & Andr�s Urb�n, 2013, "Performance analysis of log-optimal portfolio strategies with transaction costs," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 10, pages 1587-1597, October, DOI: 10.1080/14697688.2011.570368.

2012

  1. János Kövesi & Zsuzsanna E. Tóth & Tamás Jónás, 2012, "How much is intellectual capital worth for the organization?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 1, pages 65-91, March.
  2. Péter Hernádi & Mihály Ormos, 2012, "Capital structure and its choice in Central and Eastern Europe," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 2, pages 229-263, June.
  3. Péter Hernádi & Mihály Ormos, 2012, "What managers think of capital structure and how they act: Evidence from Central and Eastern Europe," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 12, issue 2, pages 47-71, December.
  4. Erdős, Péter & Ormos, Mihály, 2012, "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, volume 29, issue 5, pages 1968-1978, DOI: 10.1016/j.econmod.2012.06.010.
  5. Péter Erdős & Mihály Ormos, 2012, "Natural Gas Prices on Three Continents," Energies, MDPI, volume 5, issue 10, pages 1-17, October.
  6. Ormos, Mihály & Veress, Attila, 2012, "A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 2, pages 234-256.

2011

  1. Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011, "Non-parametric and semi-parametric asset pricing," Economic Modelling, Elsevier, volume 28, issue 3, pages 1150-1162, May.
  2. Ormos, Mihály & Erdős, Péter, 2011, "Borok mint alternatív befektetési lehetőségek
    [Wines as an alternative investment]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 158-172.
  3. Ormos, Mihály & Joó, István, 2011, "Diszpozíciós hatás a magyar tőkepiacon
    [Disposition effect in the Hungarian capital market]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 743-758.

2010

  1. János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth, 2010, "Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 37-47.
  2. Erdos, Péter & Ormos, Mihály, 2010, "Random walk theory and the weak-form efficiency of the US art auction prices," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1062-1076, May.
  3. Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid, 2010, "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), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 201-221.

2009

  1. Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009, "Logoptimális portfóliók empirikus vizsgálata
    [Empirical analysis of log-optimal portfolios]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-18.

Chapters

2022

  1. Gábor Bóta & László Nagy & Mihály Ormos, 2022, "Capital Asset Prices in V4 Countries," Springer Proceedings in Business and Economics, Springer, in: Agnieszka Bem & Karolina Daszynska-Zygadlo & Tatana Hajdíková & Erika Jáki & Bożena Ryszawska, "Sustainable Finance in the Green Economy", DOI: 10.1007/978-3-030-81663-6_1.

2017

  1. László Nagy & Mihály Ormos & Dusán Timotity, 2017, "Market Volatility, Beta, and Risks in Emerging Markets," Contributions to Economics, Springer, in: Ümit Hacioğlu & Hasan Dinçer, "Global Financial Crisis and Its Ramifications on Capital Markets", DOI: 10.1007/978-3-319-47021-4_36.

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