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Štefan Lyócsa
Štefan Lyócsa
Faculty of Economics and Administration, Masaryk University & FMB University of Prešov
Verified email at econ.muni.cz
Title
Cited by
Cited by
Year
Fear of the coronavirus and the stock markets
Š Lyócsa, E Baumöhl, T Výrost, P Molnár
Finance research letters 36, 101735, 2020
2702020
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Š Lyócsa, P Molnár, T Plíhal, M Širaňová
Journal of Economic Dynamics and Control 119, 103980, 2020
1502020
Granger causality stock market networks: Temporal proximity and preferential attachment
T Výrost, Š Lyócsa, E Baumöhl
Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015
1292015
YOLO trading: Riding with the herd during the GameStop episode
Š Lyócsa, E Baumöhl, T Výrost
Finance Research Letters 46, 102359, 2022
992022
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
952018
Determinants of Commercial Banks' Efficiency: Evidence from 11 CEE Countries*
D Pancurová, S Lyócsa
Finance a Uver 63 (2), 152, 2013
892013
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
852017
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
852014
Stock market oscillations during the corona crash: The role of fear and uncertainty
Š Lyócsa, P Molnár
Finance Research Letters 36, 101707, 2020
832020
Asymmetric volatility in equity markets around the world
JB Horpestad, Š Lyócsa, P Molnár, TB Olsen
The North American Journal of Economics and Finance 48, 540-554, 2019
702019
Stock market networks: The dynamic conditional correlation approach
Š Lyócsa, T Výrost, E Baumöhl
Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012
662012
Stock market volatility forecasting: Do we need high-frequency data?
Š Lyócsa, P Molnár, T Výrost
International Journal of Forecasting 37 (3), 1092-1110, 2021
652021
Stationarity of time series and the problem of spurious regression
E Baumöhl, Š Lyócsa
MPRA Paper 27926, 2009
632009
Network-based asset allocation strategies
T Výrost, Š Lyócsa, E Baumöhl
The North American Journal of Economics and Finance 47, 516-536, 2019
622019
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Š Lyócsa, T Plíhal
Finance Research Letters 48, 102995, 2022
612022
On the evaluation of Six Sigma projects
M Tkáč, Š Lyócsa
Quality and reliability engineering international 26 (1), 115-124, 2010
582010
Stock market contagion in Central and Eastern Europe: Unexpected volatility and extreme co-exceedance
R Horvath, Š Lyócsa, E Baumöhl
The European Journal of Finance 24 (5), 391-412, 2018
522018
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
512019
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
Š Lyócsa, P Molnár
Energy 155, 462-473, 2018
452018
Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets
Š Lyócsa, P Vašaničová, B Hadji Misheva, MD Vateha
Financial Innovation 8 (1), 32, 2022
412022
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