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Mihály Ormos

This is information that was supplied by Mihály Ormos in registering through RePEc. If you are Mihály Ormos, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Mihály
Middle Name:
Last Name:Ormos
RePEc Short-ID:por106
Magyar tudósok krt. 2., Building Q. Budapest, 1117 Hungary
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  1. Peter Erdos & Mihaly Ormos & David Zibriczky, 2017. "Non-parametric and semi-parametric asset pricing," Papers 1703.09500,
  2. Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332,
  3. Mihaly Ormos & Dusan Timotity, 2016. "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers 1606.03590,
  4. Mihaly Ormos & Dusan Timotity, 2016. "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers 1606.03597,
  5. Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155,
  6. Mihaly Ormos & Dusan Timotity, 2015. "Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling," Papers 1512.01806,
  1. 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, June.
  2. Gergely Harsányi & László István Lukács & Mihály Ormos & Krisztina Sisa & Krisztina Szedlák & Attila Veres, 2016. "EPSAS: Investment Into the Future. European Public Sector Accounting: Present and Future," Public Finance Quarterly, State Audit Office of Hungary, vol. 61(4), pages 480-499.
  3. Ormos, Mihály & Timotity, Dusán, 2016. "Generalized asset pricing: Expected Downside Risk-based equilibrium modeling," Economic Modelling, Elsevier, vol. 52(PB), pages 967-980.
  4. 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.
  5. 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.
  6. 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.
  7. Ormos, Mihály & Joó, István, 2014. "Are Hungarian investors reluctant to realize their losses?," Economic Modelling, Elsevier, vol. 40(C), pages 52-58.
  8. Mihály Ormos & András Urbán, 2013. "Performance analysis of log-optimal portfolio strategies with transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1587-1597, October.
  9. 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.
  10. Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
  11. 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.
  12. Mihály Ormos & Attila Veress, 2012. "A Comprehensive Review of the Financial Reporting System of Higher Education and a Recommendation," Public Finance Quarterly, State Audit Office of Hungary, vol. 57(2), pages 234-256.
  13. Péter Erdős & Mihály Ormos, 2012. "Natural Gas Prices on Three Continents," Energies, MDPI, Open Access Journal, vol. 5(10), pages 1-17, October.
  14. 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.
  15. Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011. "Non-parametric and semi-parametric asset pricing," Economic Modelling, Elsevier, vol. 28(3), pages 1150-1162, May.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2015-01-14 2015-12-12 2016-06-25 2017-04-30. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (2) 2015-12-12 2017-04-30. Author is listed
  3. NEP-FMK: Financial Markets (1) 2016-06-25
  4. NEP-MST: Market Microstructure (1) 2016-07-02
  5. NEP-NET: Network Economics (1) 2016-06-25

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