Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading M Ormos, D Timotity Finance Research Letters 19, 60-66, 2016 | 26 | 2016 |
Generalized asset pricing: Expected downside risk-based equilibrium modeling M Ormos, D Timotity Economic Modelling 52, 967-980, 2016 | 19 | 2016 |
Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring M Ormos, D Timotity Economic Systems 40 (3), 345-354, 2016 | 16 | 2016 |
Expected downside risk and asset prices: characteristics of emerging and developed European markets M Ormos, D Timotity Empirica 44, 529-546, 2017 | 5 | 2017 |
Microfoundations of Heteroscedasticity in Asset Prices: A Loss-Aversion-Based Explanation of Asymmetric GARCH Models M Ormos, D Timotity Available at SSRN 2736390, 2016 | 5 | 2016 |
Voting issues: A brief history of preference aggregation M Farkas, D Timotity WorldQuant, 2019 | 1 | 2019 |
The case of “less is more”: Modelling risk-preference with expected downside risk M Ormos, D Timotity The BE Journal of Theoretical Economics 17 (2), 20160100, 2017 | 1 | 2017 |
Intertemporal Choice And Dynamics Of Risk Aversion. M Ormos, D Timotity ECMS, 185-191, 2016 | 1 | 2016 |
Asymmetric volatility in asset prices: An explanation with mental framing M Ormos, D Timotity Heliyon 10 (3), 2024 | | 2024 |
Sense of fairness or hunger for revenge? It does make a difference M Ormos, D Timotity Economics & Sociology 16 (1), 185-198, 2023 | | 2023 |
Visit our other sites D Timotity PERSPECTIVES, 2018 | | 2018 |
Market Volatility, Beta, and Risks in Emerging Markets L Nagy, M Ormos, D Timotity Global Financial Crisis and Its Ramifications on Capital Markets …, 2017 | | 2017 |
MENTAL FRAMING IN RISK-AVERSION DYNAMICS AN EMPIRICAL INVESTIGATION OF INTERTEMPORAL CHOICE M Ormos, D Timotity Notes 19 (11), 13, 2016 | | 2016 |
Expected Downside Risk-Based Asset Pricing D Timotity PQDT-Global, 2016 | | 2016 |
Asset Pricing with Conditional Value at Risk M Ormos, D Timotity European Financial Systems 2013, 232, 2013 | | 2013 |
CVaR-E (r) EQUILIBRIUM ASSET PRICING M ORMOS, D TIMOTITY 10th EBES CONFERENCE, 130, 2013 | | 2013 |
Microfoundations of heteroscedasticity in asset prices M ORMOS, D TIMOTITY | | |
SENSE OF FAIRNESS OR HUNGER FOR REVENGE? IT DOES MAKE A DIFFERENCE D Timotity | | |
The case of “Less is more” M ORMOS, D TIMOTITY | | |
Market Microstructure During Financial Crisis M ORMOS, D TIMOTITY | | |