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Details about Péter Kondor

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Homepage:https://www.peterkondor.net/
Workplace:Finance Department, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Péter Kondor.

Last updated 2022-08-01. Update your information in the RePEc Author Service.

Short-id: pko157


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Working Papers

2021

  1. Heterogeneous Global Booms and Busts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in American Economic Review (2022)

2020

  1. Rational Sentiments and Economic Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2019

  1. Clients' Connections: Measuring the Role of Private Information in Decentralised Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in Journal of Finance (2022)
  2. Learning in crowded markets
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (4)
    CEU Working Papers, Department of Economics, Central European University (2018) Downloads

    See also Journal Article in Journal of Economic Theory (2019)
  3. Liquidity risk and the dynamics of arbitrage capital
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (12)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (12)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (20)
    FMG Discussion Papers, Financial Markets Group (2014) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (11)

    See also Journal Article in Journal of Finance (2019)
  4. Private Information and Client Connections in Government Bond Markets
    2019 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) Downloads

2018

  1. Trading and information diffusion in OTC markets
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (20)

2017

  1. Flight-to-Quality Cycles and the Real Economy
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Inefficient investment waves
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (7)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (7)

    See also Journal Article in Econometrica (2016)

2015

  1. Cursed financial innovation
    Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center Downloads View citations (1)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (2)

2013

  1. Trading and Information Diffusion in Over-the-Counter Markets
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (24)
    Also in CEU Working Papers, Department of Economics, Central European University (2012) Downloads View citations (39)

    See also Journal Article in Econometrica (2018)

2012

  1. Do Hedge Funds Reduce Idiosyncratic Risk?
    CEU Working Papers, Department of Economics, Central European University Downloads View citations (2)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2014)

2011

  1. Fund Managers, Career Concerns, and Asset Price Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (7)
    Staff Report, Federal Reserve Bank of Minneapolis (2010) Downloads View citations (8)

    See also Journal Article in American Economic Review (2012)
  2. Idiosyncratic Return Volatility in the Cross-Section of Stocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. The delegated Lucas tree
    2011 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (2013)
  4. The more we know on the fundamental, the less we agree on the price
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2009

  1. The more we know, the less we agree: Higher-order expectations and public announcements
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)

2007

  1. Emerging Economies and Fund Managers
    2007 Meeting Papers, Society for Economic Dynamics

2006

  1. Procyclicality, collateral values and financial stability
    Bank of England working papers, Bank of England Downloads View citations (8)
  2. Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) Downloads View citations (9)
    See also Journal Article in Journal of Finance (2009)

2005

  1. Rational Trader Risk
    FMG Discussion Papers, Financial Markets Group Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (5)
  2. The more we know, the less we agree: public announcements and higher-order expectations
    FMG Discussion Papers, Financial Markets Group Downloads View citations (7)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (5)

Journal Articles

2022

  1. Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
    Journal of Finance, 2022, 77, (1), 505-544 Downloads View citations (2)
    See also Working Paper (2019)
  2. Heterogeneous Global Booms and Busts
    American Economic Review, 2022, 112, (7), 2178-2212 Downloads
    See also Working Paper (2021)

2020

  1. Corrigendum to “Trading and Information Diffusion in Over‐the‐Counter Markets”
    Econometrica, 2020, 88, (5), 2221-2228 Downloads

2019

  1. Learning in crowded markets
    Journal of Economic Theory, 2019, 184, (C) Downloads
    See also Working Paper (2019)
  2. Liquidity Risk and the Dynamics of Arbitrage Capital
    Journal of Finance, 2019, 74, (3), 1139-1173 Downloads View citations (19)
    See also Working Paper (2019)

2018

  1. Trading and Information Diffusion in Over‐the‐Counter Markets
    Econometrica, 2018, 86, (5), 1727-1769 Downloads View citations (24)
    See also Working Paper (2013)

2016

  1. Inefficient Investment Waves
    Econometrica, 2016, 84, 735-780 Downloads View citations (19)
    See also Working Paper (2016)

2014

  1. Cégek kapcsolati hálózatainak gazdasági szerepe
    (The economic role of the networks of connections possessed by firms)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2014, LXI, (11), 1341-1360 Downloads View citations (2)
  2. Do Hedge Funds Reduce Idiosyncratic Risk?
    Journal of Financial and Quantitative Analysis, 2014, 49, (4), 843-877 Downloads View citations (10)
    See also Working Paper (2012)

2013

  1. Javaslat a magyarországi közgazdasági doktori képzés korszerűsítésére
    (Proposal for modernizing the doctoral training for economics in Hungary)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2013, LX, (6), 722-732 Downloads View citations (5)
  2. The Delegated Lucas Tree
    Review of Financial Studies, 2013, 26, (4), 929-984 Downloads View citations (27)
    See also Working Paper (2011)

2012

  1. Fund Managers, Career Concerns, and Asset Price Volatility
    American Economic Review, 2012, 102, (5), 1986-2017 Downloads View citations (55)
    See also Working Paper (2011)
  2. The More We Know about the Fundamental, the Less We Agree on the Price
    Review of Economic Studies, 2012, 79, (3), 1175-1207 Downloads View citations (37)

2009

  1. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
    Journal of Finance, 2009, 64, (2), 631-655 Downloads View citations (42)
    See also Working Paper (2006)

2000

  1. Az elvesztett tér nyomában. Egy új könyv kapcsán az új gazdaságföldrajzról. Fujita, M.Krugman, P.Venables, A. J.: The Spatial Economy. Cities, Regions and International Trade. MIT Press, Cambridge, Mass., London, 1999, 367 oldal
    (Fujita, M.Krugman, P.Venables, A. J.: The Spatial Economy. Cities, Regions and International Trade. MIT Press, Cambridge, Mass., London, 1999, 367 oldal. MIT Press, Cambridge, Mass., London, 1999, 367 p)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2000, XLVII, (6), 475-484 Downloads
 
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