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M. Ormos

6 papers hereh-index 12450 citations58 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.PR4
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20152017
most citedEntropy-Based Financial Asset Pricing

68 citations · 110 across the 6 of their papers we have counts for

collaborators
Showing 2016 · q-fin.TRShow all

1 paper · 2 filters

q-fin.TR2016★ 22 cited

Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading

Mihaly Ormos, Dusan Timotity

We implement a market microstructure model including informed, uninformed and heuristic-driven investors, which latter behave in line with loss-aversion and mental accounting. We s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.