Details about Péter Kondor

Access statistics for papers by Péter Kondor.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pko157

Working Papers

2022

1. Clients’ connections: measuring the role of private information in decentralized markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (13)
   See also Journal Article Clients' Connections: Measuring the Role of Private Information in Decentralized Markets, Journal of Finance, American Finance Association (2022) View citations (9) (2022)
2. Heterogeneous global booms and busts
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021)
   See also Journal Article Heterogeneous Global Booms and Busts, American Economic Review, American Economic Association (2022) View citations (2) (2022)

2021

3. Cleansing by tight credit: rational cycles and endogenous lending standards
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   See also Journal Article Cleansing by tight credit: Rational cycles and endogenous lending standards, Journal of Financial Economics, Elsevier (2023) (2023)

2020

4. Rational Sentiments and Economic Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2019

5. Clients' connections
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
6. Learning in crowded markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
   2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (4)
   CEU Working Papers, Department of Economics, Central European University (2018)
   See also Journal Article Learning in crowded markets, Journal of Economic Theory, Elsevier (2019) View citations (5) (2019)
7. Liquidity risk and the dynamics of arbitrage capital
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (19)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (12)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (12)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (12)
   FMG Discussion Papers, Financial Markets Group (2014) View citations (9)
   2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (20)
   See also Journal Article Liquidity Risk and the Dynamics of Arbitrage Capital, Journal of Finance, American Finance Association (2019) View citations (27) (2019)
8. Private Information and Client Connections in Government Bond Markets
   2019 Meeting Papers, Society for Economic Dynamics
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)

2018

9. Heterogeneous global cycles
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
10. Trading and information diffusion in OTC markets
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (21)
11. Trading and information diffusion in over-the-counter markets
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (13)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (25)
    CEU Working Papers, Department of Economics, Central European University (2012) View citations (39)
    See also Journal Article Trading and Information Diffusion in Over‐the‐Counter Markets, Econometrica, Econometric Society (2018) View citations (43) (2018)

2017

12. Financial choice and financial information
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
13. Flight-to-Quality Cycles and the Real Economy
    2017 Meeting Papers, Society for Economic Dynamics

2016

14. Inefficient investment waves
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (26)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (7)
    See also Journal Article Inefficient Investment Waves, Econometrica, Econometric Society (2016) View citations (24) (2016)

2015

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

2012

16. Do Hedge Funds Reduce Idiosyncratic Risk?
    CEU Working Papers, Department of Economics, Central European University View citations (2)
    See also Journal Article Do Hedge Funds Reduce Idiosyncratic Risk?, Journal of Financial and Quantitative Analysis, Cambridge University Press (2014) View citations (12) (2014)

2011

17. Fund Managers, Career Concerns, and Asset Price Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (7)
    Staff Report, Federal Reserve Bank of Minneapolis (2010) View citations (6)
    See also Journal Article Fund Managers, Career Concerns, and Asset Price Volatility, American Economic Review, American Economic Association (2012) View citations (65) (2012)
18. Idiosyncratic Return Volatility in the Cross-Section of Stocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
19. The delegated Lucas tree
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (8)
    See also Journal Article The Delegated Lucas Tree, The Review of Financial Studies, Society for Financial Studies (2013) View citations (32) (2013)
20. The more we know on the fundamental, the less we agree on the price
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

2009

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

2007

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

2006

23. Procyclicality, collateral values and financial stability
    Bank of England working papers, Bank of England View citations (9)
24. Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (8)
    See also Journal Article Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading, Journal of Finance, American Finance Association (2009) View citations (54) (2009)

2005

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

Journal Articles

2023

1. Cleansing by tight credit: Rational cycles and endogenous lending standards
   Journal of Financial Economics, 2023, 150, (1), 46-67
   See also Working Paper Cleansing by tight credit: rational cycles and endogenous lending standards, LSE Research Online Documents on Economics (2021) View citations (1) (2021)

2022

2. Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
   Journal of Finance, 2022, 77, (1), 505-544 View citations (9)
   See also Working Paper Clients’ connections: measuring the role of private information in decentralized markets, LSE Research Online Documents on Economics (2022) View citations (7) (2022)
3. Heterogeneous Global Booms and Busts
   American Economic Review, 2022, 112, (7), 2178-2212 View citations (2)
   See also Working Paper Heterogeneous global booms and busts, LSE Research Online Documents on Economics (2022) View citations (1) (2022)

2020

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

2019

5. Learning in crowded markets
   Journal of Economic Theory, 2019, 184, (C) View citations (5)
   See also Working Paper Learning in crowded markets, LSE Research Online Documents on Economics (2019) View citations (5) (2019)
6. Liquidity Risk and the Dynamics of Arbitrage Capital
   Journal of Finance, 2019, 74, (3), 1139-1173 View citations (27)
   See also Working Paper Liquidity risk and the dynamics of arbitrage capital, LSE Research Online Documents on Economics (2019) View citations (19) (2019)

2018

7. Trading and Information Diffusion in Over‐the‐Counter Markets
   Econometrica, 2018, 86, (5), 1727-1769 View citations (43)
   See also Working Paper Trading and information diffusion in over-the-counter markets, LSE Research Online Documents on Economics (2018) View citations (13) (2018)

2016

8. Inefficient Investment Waves
   Econometrica, 2016, 84, 735-780 View citations (24)
   See also Working Paper Inefficient investment waves, LSE Research Online Documents on Economics (2016) View citations (26) (2016)

2014

9. 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 View citations (2)
10. Do Hedge Funds Reduce Idiosyncratic Risk?
    Journal of Financial and Quantitative Analysis, 2014, 49, (4), 843-877 View citations (12)
    See also Working Paper Do Hedge Funds Reduce Idiosyncratic Risk?, CEU Working Papers (2012) View citations (2) (2012)

2013

11. 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 View citations (5)
12. The Delegated Lucas Tree
    The Review of Financial Studies, 2013, 26, (4), 929-984 View citations (32)
    See also Working Paper The delegated Lucas tree, CEPR Discussion Papers (2011) View citations (2) (2011)

2012

13. Fund Managers, Career Concerns, and Asset Price Volatility
    American Economic Review, 2012, 102, (5), 1986-2017 View citations (65)
    See also Working Paper Fund Managers, Career Concerns, and Asset Price Volatility, CEPR Discussion Papers (2011) View citations (12) (2011)
14. The More We Know about the Fundamental, the Less We Agree on the Price
    The Review of Economic Studies, 2012, 79, (3), 1175-1207 View citations (45)

2009

15. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
    Journal of Finance, 2009, 64, (2), 631-655 View citations (54)
    See also Working Paper Risk in Dynamic Arbitrage: Price Effects of Convergence Trading, MNB Working Papers (2006) View citations (8) (2006)

2000

16. 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