Details about Péter Kondor

Access statistics for papers by Péter Kondor.

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

Short-id: pko157

Working Papers

2021

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

2020

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

2019

3. Clients' Connections: Measuring the Role of Private Information in Decentralised Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   See also Journal Article in Journal of Finance (2022)
4. Learning in crowded markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in 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 in Journal of Economic Theory (2019)
5. 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 (17)
   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)
   2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (20)
   FMG Discussion Papers, Financial Markets Group (2014) View citations (9)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (11)
   See also Journal Article in Journal of Finance (2019)
6. 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

7. Trading and information diffusion in OTC 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 (2013) View citations (20)

2017

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

2016

9. Inefficient investment waves
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (25)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (7)
   2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
   See also Journal Article in Econometrica (2016)

2015

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

2013

11. Trading and Information Diffusion in Over-the-Counter Markets
    2013 Meeting Papers, Society for Economic Dynamics View citations (24)
    Also in CEU Working Papers, Department of Economics, Central European University (2012) View citations (39)
    See also Journal Article in Econometrica (2018)

2012

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

2011

13. Fund Managers, Career Concerns, and Asset Price Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    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 (8)
    See also Journal Article in American Economic Review (2012)
14. Idiosyncratic Return Volatility in the Cross-Section of Stocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
15. 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) View citations (2)
    See also Journal Article in Review of Financial Studies (2013)
16. 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

17. 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

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

2006

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

2005

21. 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)
22. 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

2022

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

2020

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

2019

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

2018

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

2016

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

2014

8. 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)
9. Do Hedge Funds Reduce Idiosyncratic Risk?
   Journal of Financial and Quantitative Analysis, 2014, 49, (4), 843-877 View citations (10)
   See also Working Paper (2012)

2013

10. 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)
11. The Delegated Lucas Tree
    Review of Financial Studies, 2013, 26, (4), 929-984 View citations (27)
    See also Working Paper (2011)

2012

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

2009

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

2000

15. 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