Publications
by members of
Gazdálkodástudomámyi Intézet
Eötvös Loránd Tudományegyetem (ELTE)
Budapest, Hungary
(Institute of Business Economics, Eotvos Lorand University)
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
2020
- Dombi, Akos & Grigoriadis, Theocharis & Zhu, Junbing, 2020. "Antiquity and capitalism: The finance-growth perspective," Discussion Papers 2020/9, Free University Berlin, School of Business & Economics.
2017
- Peter Erdos & Mihaly Ormos & David Zibriczky, 2017.
"Non-parametric and semi-parametric asset pricing,"
Papers
1703.09500, arXiv.org.
- Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011. "Non-parametric and semi-parametric asset pricing," Economic Modelling, Elsevier, vol. 28(3), pages 1150-1162, May.
- Mihaly Ormos & Dusan Timotity, 2017.
"The case of 'Less is more': Modelling risk-preference with Expected Downside Risk,"
Papers
1704.05332, arXiv.org.
- 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, vol. 17(2), pages 1-14, June.
- Dombi, Akos & Grigoriadis, Theocharis, 2017. "Ancestry, Diversity & Finance: Evidence from Transition Economies," Discussion Papers 2017/4, Free University Berlin, School of Business & Economics.
2016
- Mihaly Ormos & Dusan Timotity, 2016.
"Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading,"
Papers
1606.03590, arXiv.org.
- Ormos, Mihály & Timotity, Dusán, 2016. "Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading," Finance Research Letters, Elsevier, vol. 19(C), pages 60-66.
- Mihaly Ormos & Dusan Timotity, 2016.
"Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring,"
Papers
1606.03597, arXiv.org.
- Ormos, Mihály & Timotity, Dusan, 2016. "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, vol. 40(3), pages 345-354.
2015
- Mihaly Ormos & David Zibriczky, 2015.
"Entropy-Based Financial Asset Pricing,"
Papers
1501.01155, arXiv.org.
- Mihály Ormos & Dávid Zibriczky, 2014. "Entropy-Based Financial Asset Pricing," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-21, December.
- Mihaly Ormos & Dusan Timotity, 2015.
"Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling,"
Papers
1512.01806, arXiv.org.
- Ormos, Mihály & Timotity, Dusán, 2016. "Generalized asset pricing: Expected Downside Risk-based equilibrium modeling," Economic Modelling, Elsevier, vol. 52(PB), pages 967-980.
2006
- Akos Dombi, 2006. "Scale Effects in Idea-Based Growth Models: a Critical Survey," Discussion Papers 2006/60, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
Journal articles
2025
- Kamocsai, László & Ormos, Mihály, 2025. "Modeling gasoline price volatility," Finance Research Letters, Elsevier, vol. 73(C).
2024
- Dombi, Ákos & Grigoriadis, Theocharis N. & Zhu, Junbing, 2024. "Antiquity, capitalism & development: The finance-growth perspective," Emerging Markets Review, Elsevier, vol. 59(C).
2023
- Gábor Bóta & Mihály Ormos & Imrich Antalík, 2023. "Oil price and stock returns in Europe," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(3), pages 329-339, March.
2022
- 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, vol. 10(2), pages 572-589, December.
2021
- 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, vol. 8(3), pages 582-591, March.
- Szarzec, Katarzyna & Dombi, Ákos & Matuszak, Piotr, 2021. "State-owned enterprises and economic growth: Evidence from the post-Lehman period," Economic Modelling, Elsevier, vol. 99(C).
2020
- Dombi, Ákos & Grigoriadis, Theocharis, 2020. "State history and the finance-growth nexus: Evidence from transition economies," Economic Systems, Elsevier, vol. 44(1).
2019
- Ákos Dombi & István Dedák, 2019. "Public debt and economic growth: what do neoclassical growth models teach us?," Applied Economics, Taylor & Francis Journals, vol. 51(29), pages 3104-3121, June.
2018
- László Nagy & Mihály Ormos, 2018. "Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets," JRFM, MDPI, vol. 11(4), pages 1-16, December.
- 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, vol. 201(C), pages 1-17.
2017
- 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, vol. 17(2), pages 1-14, June.
- Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332, arXiv.org.
- 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, vol. 44(3), pages 529-546, August.
- Gábor Bóta & Mihály Ormos, 2017. "Determinants of the performance of investment funds managed in Hungary," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 30(1), pages 140-153, January.
2016
- Ormos, Mihály & Timotity, Dusán, 2016.
"Generalized asset pricing: Expected Downside Risk-based equilibrium modeling,"
Economic Modelling, Elsevier, vol. 52(PB), pages 967-980.
- Mihaly Ormos & Dusan Timotity, 2015. "Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling," Papers 1512.01806, arXiv.org.
- Ormos, Mihály & Timotity, Dusan, 2016.
"Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring,"
Economic Systems, Elsevier, vol. 40(3), pages 345-354.
- Mihaly Ormos & Dusan Timotity, 2016. "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers 1606.03597, arXiv.org.
- Ormos, Mihály & Timotity, Dusán, 2016.
"Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading,"
Finance Research Letters, Elsevier, vol. 19(C), pages 60-66.
- Mihaly Ormos & Dusan Timotity, 2016. "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers 1606.03590, arXiv.org.
- Gábor Bóta & Mihály Ormos, 2016. "Is There a Local Advantage for Mutual Funds That Invest in Eastern Europe?," Eastern European Economics, Taylor & Francis Journals, vol. 54(1), pages 23-48, January.
- Gábor Bóta & Mihály Ormos & Imre Tarafás, 2016. "Economics and Finance in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(7), pages 1513-1514, July.
- 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, vol. 61(4), pages 480-499.
2015
- 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, vol. 42(4), pages 685-708, November.
2014
- Ormos, Mihály & Joó, István, 2014. "Are Hungarian investors reluctant to realize their losses?," Economic Modelling, Elsevier, vol. 40(C), pages 52-58.
- Mihály Ormos & Dávid Zibriczky, 2014.
"Entropy-Based Financial Asset Pricing,"
PLOS ONE, Public Library of Science, vol. 9(12), pages 1-21, December.
- Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155, arXiv.org.
- Zoltán Krajcsák & Tamás Jónás, 2014. "Commitment profiles in special groups of employees in Hungary: The role of deliberate commitment," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 64(3), pages 357-379, September.
2013
- Mih�ly Ormos & Andr�s Urb�n, 2013. "Performance analysis of log-optimal portfolio strategies with transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1587-1597, October.
- Ákos Dombi, 2013. "The effect of population size in idea-based growth models: A critical survey," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 63(4), pages 469-491, December.
- Dombi, Ákos, 2013. "Economic Growth and Development in Central and Eastern Europe after the Transformation," Public Finance Quarterly, Corvinus University of Budapest, vol. 58(4), pages 452-468.
- �kos Dombi, 2013. "The sources of economic growth and relative backwardness in the Central Eastern European countries between 1995 and 2007," Post-Communist Economies, Taylor & Francis Journals, vol. 25(4), pages 425-447, December.
2012
- Péter Hernádi & Mihály Ormos, 2012. "Capital structure and its choice in Central and Eastern Europe," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(2), pages 229-263, June.
- 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, vol. 12(2), pages 47-71, December.
- Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
- Péter Erdős & Mihály Ormos, 2012. "Natural Gas Prices on Three Continents," Energies, MDPI, vol. 5(10), pages 1-17, October.
- 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, vol. 57(2), pages 234-256.
- János Kövesi & Zsuzsanna E. Tóth & Tamás Jónás, 2012. "How much is intellectual capital worth for the organization?," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(1), pages 65-91, March.
2011
- Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011.
"Non-parametric and semi-parametric asset pricing,"
Economic Modelling, Elsevier, vol. 28(3), pages 1150-1162, May.
- Peter Erdos & Mihaly Ormos & David Zibriczky, 2017. "Non-parametric and semi-parametric asset pricing," Papers 1703.09500, arXiv.org.
- 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), vol. 0(2), pages 158-172.
- 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), vol. 0(9), pages 743-758.
2010
- Erdos, Péter & Ormos, Mihály, 2010. "Random walk theory and the weak-form efficiency of the US art auction prices," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1062-1076, May.
- 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), vol. 0(3), pages 201-221.
- 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, vol. 6(02), pages 37-47.
2009
- 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), vol. 0(1), pages 1-18.
- Dedák, István & Dombi, Ákos, 2009. "Konvergencia és növekedési ütem [Convergence and growth rate]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 19-45.
2006
- Bokor, László & Dombi, Ákos & György, László & Veress, József, 2006. "Economic policy reflections in view of the 2006 convergence programme," Public Finance Quarterly, Corvinus University of Budapest, vol. 51(4), pages 440-463.
Chapters
2022
- Gábor Bóta & László Nagy & Mihály Ormos, 2022. "Capital Asset Prices in V4 Countries," Springer Proceedings in Business and Economics, in: Agnieszka Bem & Karolina Daszynska-Zygadlo & Tatana Hajdíková & Erika Jáki & Bożena Ryszawska (ed.), Sustainable Finance in the Green Economy, pages 1-18, Springer.
2017
- László Nagy & Mihály Ormos & Dusán Timotity, 2017. "Market Volatility, Beta, and Risks in Emerging Markets," Contributions to Economics, in: Ümit Hacioğlu & Hasan Dinçer (ed.), Global Financial Crisis and Its Ramifications on Capital Markets, pages 519-535, Springer.