| Fear of the coronavirus and the stock markets Š Lyócsa, E Baumöhl, T Výrost, P Molnár Finance research letters 36, 101735, 2020 | 260 | 2020 |
| 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 | 126 | 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 | 90 | 2022 |
| 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 |
| 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 |
| Network-based asset allocation strategies T Výrost, Š Lyócsa, E Baumöhl The North American Journal of Economics and Finance 47, 516-536, 2019 | 61 | 2019 |
| 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 | 57 | 2021 |
| 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 |
| Return spillovers around the globe: A network approach Š Lyócsa, T Výrost, E Baumöhl Economic Modelling 77, 133-146, 2019 | 50 | 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 | 31 | 2022 |
| Application of GARCH models in forecasting the volatility of the Slovak share index (SAX) VGT Výrost Biatec 11, 2, 2003 | 28 | 2003 |
| 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 |
| The stock markets and real economic activity: new evidence from CEE Š Lyócsa, E Baumöhl, T Výrost Eastern European Economics 49 (4), 6-23, 2011 | 23 | 2011 |
| From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks E Baumöhl, E Bouri, THV Hoang, SJH Shahzad, T Výrost Kiel, Hamburg: ZBW–Leibniz Information Centre for Economics, 2020 | 18 | 2020 |
| FX market volatility modelling: Can we use low-frequency data? Š Lyócsa, T Plíhal, T Výrost Finance Research Letters 40, 101776, 2021 | 17 | 2021 |
| Stablecoins as a crypto safe haven? Not all of them! E Baumöhl, T Vyrost Kiel, Hamburg: ZBW–Leibniz Information Centre for Economics, 2020 | 14 | 2020 |
| To bet or not to bet: a reality check for tennis betting market efficiency Š Lyócsa, T Výrost Applied Economics 50 (20), 2251-2272, 2018 | 14 | 2018 |
| Kvantitatívne metódy v ekonómii II Š Lyócsa, E Baumöhl, T Výrost, M Tkáč, S Megyesiová Košice: ELFA, 2013 | 13 | 2013 |
| Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries S Lyocsa, T Vyrost, E Baumohl Available at SSRN 1785223, 2011 | 13 | 2011 |
Eduard BaumöhlUniversity of Economics in BratislavaVerified email at euba.sk
