doc. Ing. Tomáš Výrost, PhD.
Associate professor, Department of Finance
Total number of publications: 15
2023
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Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia
EKONOMICKY CASOPIS, year: 2023, volume: 71, edition: 3, DOI
2022
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Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
Economic Modelling, year: 2022, volume: 109, edition: April, DOI
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The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
Finance Research Letters, year: 2022, volume: 49, edition: October, DOI
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YOLO trading: Riding with the herd during the GameStop episode
Finance Research Letters, year: 2022, volume: 46, edition: May, DOI
2021
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A Tale of Tails: New Evidence on the Growth-Return Nexus
Finance Research Letters, year: 2021, volume: 38, edition: January, DOI
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Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Resources Policy, year: 2021, volume: 74, edition: 12, DOI
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FX Market Volatility Modelling: Can we use low-frequency data?
Finance Research Letters, year: 2021, volume: 40, edition: May, DOI
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Predicting risk in energy markets: Low-frequency data still matter
Applied Energy, year: 2021, volume: 282, edition: January, DOI
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Stock market volatility forecasting: Do we need high-frequency data?
International Journal of Forecasting, year: 2021, volume: 37, edition: 3, DOI
2020
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Fear of the coronavirus and the stock markets
Finance Research Letters, year: 2020, volume: 36, edition: October, DOI