Details about Adam Zawadowski

Access statistics for papers by Adam Zawadowski.

Last updated 2024-01-20. Update your information in the RePEc Author Service.

Short-id: pza424

Working Papers

2017

1. The anatomy of the CDS market
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (58)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (1)

2016

2. Learning in crowded markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2004

3. Short-term market reaction after extreme price changes of liquid stocks
   Papers, arXiv.org View citations (3)

Journal Articles

2015

1. Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets
   The Review of Financial Studies, 2015, 28, (12), 3303-3337 View citations (40)

2004

2. Large price changes on small scales
   Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 221-226 View citations (14)

2003

3. Correlations and response: absence of detailed balance on the stock market
   Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 74-80

2002

4. Price drops, fluctuations, and correlation in a multi-agent model of stock markets
   Physica A: Statistical Mechanics and its Applications, 2002, 316, (1), 403-412 View citations (3)