prof. Ing. Štefan Lyócsa, PhD.

2022

• Return adjusted charge ratios: What drives fees and costs of pension schemes?

  LUČIVJANSKÁ Katarína LYÓCSA Štefan RADVANSKÝ Marek ŠIRÁŇOVÁ Mária

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 48, edition: August, DOI

• Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention

  LYÓCSA Štefan PLÍHAL Tomáš

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 48, edition: August, DOI

• The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande

  DEEV Oleg LYÓCSA Štefan VÝROST Tomáš

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 49, edition: October, DOI

• YOLO trading: Riding with the herd during the GameStop episode

  LYÓCSA Štefan BAUMÖHL Eduard VÝROST Tomáš

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 46, edition: May, DOI

2021

• A Tale of Tails: New Evidence on the Growth-Return Nexus

  LYÓCSA Štefan VÝROST Tomáš PLÍHAL Tomáš

  Article in Periodical

  Finance Research Letters, year: 2021, volume: 38, edition: January, DOI

• FX Market Volatility Modelling: Can we use low-frequency data?

  LYÓCSA Štefan PLÍHAL Tomáš VÝROST Tomáš

  Article in Periodical

  Finance Research Letters, year: 2021, volume: 40, edition: May, DOI

• Improving stock market volatility forecasts with complete subset linear and quantile HAR models

  LYÓCSA Štefan STAŠEK Daniel

  Article in Periodical

  Expert Systems with Applications, year: 2021, volume: 183, edition: November, DOI

• Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?

  PLÍHAL Tomáš LYÓCSA Štefan

  Article in Periodical

  International Review of Economics & Finance, year: 2021, volume: 71, edition: January, DOI

• Predicting risk in energy markets: Low-frequency data still matter

  LYÓCSA Štefan TODOROVA Neda VÝROST Tomáš

  Article in Periodical

  Applied Energy, year: 2021, volume: 282, edition: January, DOI

• Residual electricity demand: An empirical investigation

  DO Linh Phuong Catherine LYÓCSA Štefan MOLNÁR Peter

  Article in Periodical

  Applied Energy, year: 2021, volume: 283, edition: February, DOI