| Fear of the coronavirus and the stock markets Š Lyócsa, E Baumöhl, T Výrost, P Molnár Finance research letters 36, 101735, 2020 | 260 | 2020 |
| Are cryptocurrencies connected to forex? A quantile cross-spectral approach E Baumöhl Finance Research Letters 29, 363-372, 2019 | 189 | 2019 |
| 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 | 124 | 2015 |
| 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 | 93 | 2018 |
| YOLO trading: Riding with the herd during the GameStop episode Š Lyócsa, E Baumöhl, T Výrost Finance Research Letters 46, 102359, 2022 | 89 | 2022 |
| Volatility and dynamic conditional correlations of worldwide emerging and frontier markets E Baumöhl, Š Lyócsa Economic Modelling 38, 175-183, 2014 | 81 | 2014 |
| Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis E Baumöhl, Š Lyócsa Finance Research Letters 23, 152-164, 2017 | 79 | 2017 |
| Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects. E Baumöhl, T Výrost Finance a Uver: Czech Journal of Economics & Finance 61 (1), 2011 | 72 | 2011 |
| Institutions and determinants of firm survival in European emerging markets E Baumöhl, I Iwasaki, E Kočenda Journal of Corporate Finance 58, 431-453, 2019 | 69 | 2019 |
| 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 | 64 | 2012 |
| Stationarity of time series and the problem of spurious regression E Baumohl, S Lyocsa Available at SSRN 1480682, 2009 | 63 | 2009 |
| Quantile coherency networks of international stock markets E Baumöhl, SJH Shahzad Finance Research Letters 31, 119-129, 2019 | 60 | 2019 |
| Network-based asset allocation strategies T Výrost, Š Lyócsa, E Baumöhl The North American Journal of Economics and Finance 47, 516-536, 2019 | 60 | 2019 |
| Measuring systemic risk in the global banking sector: A cross-quantilogram network approach E Baumöhl, E Bouri, SJH Shahzad, T Výrost Economic Modelling 109, 105775, 2022 | 52* | 2022 |
| Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks R Khalfaoui, E Baumöhl, S Sarwar, T Výrost Resources Policy 74, 102318, 2021 | 52 | 2021 |
| 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 | 50 | 2018 |
| Return spillovers around the globe: A network approach Š Lyócsa, T Výrost, E Baumöhl Economic Modelling 77, 133-146, 2019 | 49 | 2019 |
| Firm survival in new EU member states E Baumöhl, I Iwasaki, E Kočenda Economic Systems 44 (1), 100743, 2020 | 40 | 2020 |
| Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. E Baumöhl | 25 | 2013 |
| Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets E Baumöhl, Š Lyócsa, T Výrost Applied Economics Letters 18 (12), 1103-1109, 2011 | 25 | 2011 |
Štefan LyócsaFaculty of Economics and Administration, Masaryk University & FMB University of PrešovVerified email at econ.muni.cz
