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Directional predictability from stock market sector indices to gold : a cross-quantilogram analysis
Baumöhl, Eduard; Lyócsa, Štefan - In: Finance research letters 23 (2017), pp. 152-164
Persistent link: https://www.econbiz.de/10011808379
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YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan; Baumöhl, Eduard; Výrost, Tomáš - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
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Are cryptocurrencies connected to forex? : a quantile cross-spectral approach
Baumöhl, Eduard - In: Finance research letters 29 (2019), pp. 363-372
Persistent link: https://www.econbiz.de/10012419226
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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A tale of tails : new evidence on the growth-return nexus
Lyócsa, Štefan; Výrost, Tomáš; Plíhal, Tomáš - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012490561
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Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
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The looming crisis in the Chinese stock market? : left-tail exposure analysis of Chinese stocks to Evergrande
Deev, Oleg; Lyócsa, Štefan; Výrost, Tomáš - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479642
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The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan; Halousková, Martina; Haugom, Erik - In: Finance research letters 57 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
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Return adjusted charge ratios : what drives fees and costs of pension schemes?
Lučivjanská, Katarína; Lyócsa, Štefan; Radvanský, … - In: Finance research letters 48 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013463665