Details about Péter Kondor

Access statistics for papers by Péter Kondor.

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Short-id: pko157

Working Papers

2019

1. Clients' Connections: Measuring the Role of Private Information in Decentralised Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Private Information and Client Connections in Government Bond Markets
   2019 Meeting Papers, Society for Economic Dynamics
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
   Discussion Papers, Centre for Macroeconomics (CFM) (2018)

2018

3. Learning in Crowded Markets
   CEU Working Papers, Department of Economics, Central European University
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (2)
   See also Journal Article in Journal of Economic Theory (2019)
4. Trading and information diffusion in OTC markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (20)

2017

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

2016

6. Inefficient investment waves
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (19)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (6)
   See also Journal Article in Econometrica (2016)

2015

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

2014

8. Liquidity Risk and the Dynamics of Arbitrage Capital
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (18)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (9)
   FMG Discussion Papers, Financial Markets Group (2014) View citations (9)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (8)
   See also Journal Article in Journal of Finance (2019)

2013

9. Trading and Information Diffusion in Over-the-Counter Markets
   2013 Meeting Papers, Society for Economic Dynamics View citations (15)
   Also in CEU Working Papers, Department of Economics, Central European University (2012) View citations (39)
   See also Journal Article in Econometrica (2018)

2012

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

2011

11. Fund Managers, Career Concerns, and Asset Price Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2010) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (4)
    See also Journal Article in American Economic Review (2012)
12. Idiosyncratic Return Volatility in the Cross-Section of Stocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
13. 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 (7)
    See also Journal Article in Review of Financial Studies (2013)
14. 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 (1)

2009

15. The more we know, the less we agree: Higher-order expectations and public announcements
    2009 Meeting Papers, Society for Economic Dynamics View citations (5)

2007

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

2006

17. Procyclicality, collateral values and financial stability
    Bank of England working papers, Bank of England View citations (7)
18. 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

19. 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 (1)
20. 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)

Journal Articles

2019

1. Learning in crowded markets
   Journal of Economic Theory, 2019, 184, (C)
   See also Working Paper (2018)
2. Liquidity Risk and the Dynamics of Arbitrage Capital
   Journal of Finance, 2019, 74, (3), 1139-1173 View citations (11)
   See also Working Paper (2014)

2018

3. Trading and Information Diffusion in Over‐the‐Counter Markets
   Econometrica, 2018, 86, (5), 1727-1769 View citations (14)
   See also Working Paper (2013)

2016

4. Inefficient Investment Waves
   Econometrica, 2016, 84, 735-780 View citations (14)
   See also Working Paper (2016)

2014

5. 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)
6. Do Hedge Funds Reduce Idiosyncratic Risk?
   Journal of Financial and Quantitative Analysis, 2014, 49, (4), 843-877 View citations (9)
   See also Working Paper (2012)

2013

7. 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)
8. The Delegated Lucas Tree
   Review of Financial Studies, 2013, 26, (4), 929-984 View citations (22)
   See also Working Paper (2011)

2012

9. Fund Managers, Career Concerns, and Asset Price Volatility
   American Economic Review, 2012, 102, (5), 1986-2017 View citations (40)
   See also Working Paper (2011)
10. 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 (31)

2009

11. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
    Journal of Finance, 2009, 64, (2), 631-655 View citations (35)
    See also Working Paper (2006)

2000

12. 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