Péter Kondor : Citation Profile


Are you Péter Kondor?

Central European University

8

H index

8

i10 index

274

Citations

RESEARCH PRODUCTION:

11

Articles

35

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 14
   Journals where Péter Kondor has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 13 (4.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko157
   Updated: 2019-11-10    RAS profile: 2019-06-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Vayanos, Dimitri (6)

Pinter, Gabor (2)

He, Zhiguo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Péter Kondor.

Is cited by:

Vayanos, Dimitri (11)

Weill, Pierre-Olivier (10)

Shleifer, Andrei (9)

Vives, Xavier (9)

Cespa, Giovanni (8)

Gennaioli, Nicola (8)

Eisfeldt, Andrea (5)

Ozdenoren, Emre (5)

Lester, Benjamin (4)

Ranaldo, Angelo (4)

Yan, Hongjun (4)

Cites to:

Shleifer, Andrei (11)

Shin, Hyun Song (7)

Angeletos, George-Marios (6)

Danielsson, Jon (6)

Morris, Stephen (6)

Korinek, Anton (6)

Stein, Jeremy (6)

Vayanos, Dimitri (6)

Jeanne, Olivier (6)

Brunnermeier, Markus (6)

Fama, Eugene (5)

Main data


Where Péter Kondor has published?


Journals with more than one article published# docs
Kzgazdasgi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences)3
Journal of Finance2
Econometrica2

Working Papers Series with more than one paper published# docs
CEU Working Papers / Department of Economics, Central European University3

Recent works citing Péter Kondor (2019 and 2018)


YearTitle of citing document
2018Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53.

Full description at Econpapers || Download paper

2018An experiment on the efficiency of bilateral exchange under incomplete markets. (2018). Rud, Olga ; Rabanal, Jean Paul ; Sharifova, Manizha. In: Working Papers. RePEc:apc:wpaper:123.

Full description at Econpapers || Download paper

2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Gungor, Sermin ; Bulusu, Narayan. In: Discussion Papers. RePEc:bca:bocadp:18-4.

Full description at Econpapers || Download paper

2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Xiong, Xiong ; Pham, Tho ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

Full description at Econpapers || Download paper

2018Noise Momentum Around the World. (2018). Cai, Charlie X ; Shin, Yongcheol ; Faff, Robert. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104.

Full description at Econpapers || Download paper

2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685.

Full description at Econpapers || Download paper

2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

Full description at Econpapers || Download paper

2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

Full description at Econpapers || Download paper

2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2017). Kaniel, Ron ; Zhou, TI ; Tompaidis, Stathis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12285.

Full description at Econpapers || Download paper

2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

Full description at Econpapers || Download paper

2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

Full description at Econpapers || Download paper

2018Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126.

Full description at Econpapers || Download paper

2018Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345.

Full description at Econpapers || Download paper

2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

Full description at Econpapers || Download paper

2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

Full description at Econpapers || Download paper

2018Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier . In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:40-59.

Full description at Econpapers || Download paper

2018Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

Full description at Econpapers || Download paper

2019An experiment on the efficiency of bilateral exchange under incomplete markets. (2019). Rud, Olga ; Sharifova, Manizha ; Rabanal, Jean Paul. In: Games and Economic Behavior. RePEc:eee:gamebe:v:114:y:2019:i:c:p:253-267.

Full description at Econpapers || Download paper

2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

Full description at Econpapers || Download paper

2019Using cheap talk to polarize or unify a group of decision makers. (2019). Jeong, Daeyoung. In: Journal of Economic Theory. RePEc:eee:jetheo:v:180:y:2019:i:c:p:50-80.

Full description at Econpapers || Download paper

2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

Full description at Econpapers || Download paper

2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

Full description at Econpapers || Download paper

2019Good disclosure, bad disclosure. (2019). Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:118-138.

Full description at Econpapers || Download paper

2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

Full description at Econpapers || Download paper

2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Grandmont, Jean-Michel ; Lemaire, Isabelle ; Calvet, Laurent-Emmanuel . In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146.

Full description at Econpapers || Download paper

2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

Full description at Econpapers || Download paper

2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84952.

Full description at Econpapers || Download paper

2018Financial Intermediation Chains in an OTC Market. (2018). Yan, Hongjun ; Wei, Bin ; Shen, JI. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-15.

Full description at Econpapers || Download paper

2017International Illiquidity. (2017). Venter, Gyuri ; Vedolin, Andrea ; Mueller, Philippe ; Malkhozov, Aytek. In: International Finance Discussion Papers. RePEc:fip:fedgif:1201.

Full description at Econpapers || Download paper

2018A Demand System Approach to Asset Pricing. (2018). Yogo, Motohiro ; Koijen,Ralph S. J., ; Koijen, Ralph S. J., . In: Staff Report. RePEc:fip:fedmsr:510.

Full description at Econpapers || Download paper

2018Cournot fire sales. (2018). Phelan, Gregory ; Eisenbach, Thomas. In: Staff Reports. RePEc:fip:fednsr:837.

Full description at Econpapers || Download paper

2018Inefficiency in a Simple Model of Production and Bilateral Trade. (2018). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Economic Quarterly. RePEc:fip:fedreq:00061.

Full description at Econpapers || Download paper

2019An Information-Based Theory of Financial Intermediation. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Working Paper. RePEc:fip:fedrwp:19-12.

Full description at Econpapers || Download paper

2019Trust somebody but choose carefully : an empirical analysis of social relationships on an exchange market. (2019). Vignes, Annick ; Mignot, Sylvain. In: Working Papers. RePEc:hal:wpaper:hal-02005026.

Full description at Econpapers || Download paper

2017Does corporate control matter to financial volatility?. (2017). Rungi, Armando ; Gianfagna, Laura. In: Working Papers. RePEc:ial:wpaper:9/2017.

Full description at Econpapers || Download paper

2017Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir . In: NBER Working Papers. RePEc:nbr:nberwo:23231.

Full description at Econpapers || Download paper

2017Complex Asset Markets. (2017). Zhang, Lei ; Lustig, Hanno ; Eisfeldt, Andrea. In: NBER Working Papers. RePEc:nbr:nberwo:23476.

Full description at Econpapers || Download paper

2018OTC Intermediaries. (2018). Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard ; Eisfeldt, Andrea. In: Working Papers. RePEc:ofr:wpaper:18-05.

Full description at Econpapers || Download paper

2017Contractual Externalities and Systemic Risk. (2017). Ozdenoren, Emre ; Yuan, Kathy. In: Review of Economic Studies. RePEc:oup:restud:v:84:y:2017:i:4:p:1789-1817..

Full description at Econpapers || Download paper

2018The Valuation of Secrecy and the Privacy Multiplier. (2018). Sanchez, David Cerezo . In: MPRA Paper. RePEc:pra:mprapa:83954.

Full description at Econpapers || Download paper

2018When do populations polarize? An explanation. (2018). Benoit, Jean-Pierre ; Dubra, Juan. In: MPRA Paper. RePEc:pra:mprapa:86173.

Full description at Econpapers || Download paper

2018Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2018). Takayama, Shino. In: Discussion Papers Series. RePEc:qld:uq2004:603.

Full description at Econpapers || Download paper

2019Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers. (2019). Neklyudov, Artem. In: Review of Economic Dynamics. RePEc:red:issued:18-286.

Full description at Econpapers || Download paper

2017Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea . In: 2017 Meeting Papers. RePEc:red:sed017:374.

Full description at Econpapers || Download paper

2018Disagreement after News: Gradual Information Diffusion or Differences of Opinion?. (2018). Fedyk, Anastassia. In: 2018 Meeting Papers. RePEc:red:sed018:1095.

Full description at Econpapers || Download paper

2018Fragile New Economy: The Rise of Intangible Capital and Financial Instability. (2018). Li, YE. In: 2018 Meeting Papers. RePEc:red:sed018:1189.

Full description at Econpapers || Download paper

2018Endogenous Specialization and Dealer Networks. (2018). Sambalaibat, Batchimeg. In: 2018 Meeting Papers. RePEc:red:sed018:1278.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019The Causal Effect of Institutional Ownership on Firm Level Risk Characteristics. (2019). Cenesizoglu, Tolga ; Radmehr, Farid. In: Cahiers de recherche / Working Papers. RePEc:rsi:irersi:2.

Full description at Econpapers || Download paper

2017An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:1:a:62104.

Full description at Econpapers || Download paper

2018Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9404-z.

Full description at Econpapers || Download paper

2017One-period pricing strategy of ‘money doctors’ under cumulative prospect theory. (2017). Deng, Liurui ; Liu, Zilan. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:2:d:10.1007_s10258-017-0133-1.

Full description at Econpapers || Download paper

2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

Full description at Econpapers || Download paper

2019Aggregation and design of information in asset markets with adverse selection. (2019). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Economics Working Papers. RePEc:upf:upfgen:1573.

Full description at Econpapers || Download paper

2018OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

Full description at Econpapers || Download paper

2019Dimensionality and Disagreement: Asymptotic Belief Divergence in Response to Common Information. (2019). Phelan, Gregory ; Loh, Isaac . In: Department of Economics Working Papers. RePEc:wil:wileco:2016-18.

Full description at Econpapers || Download paper

2018Cournot Fire Sales. (2018). Phelan, Gregory ; Eisenbach, Thomas. In: Department of Economics Working Papers. RePEc:wil:wileco:2018-01.

Full description at Econpapers || Download paper

2018Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp255.

Full description at Econpapers || Download paper

2018Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5965.

Full description at Econpapers || Download paper

2018Information Rigidities and Exchange Rate Expectations. (2018). Reitz, Stefan ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181628.

Full description at Econpapers || Download paper

Works by Péter Kondor:


YearTitleTypeCited
2012Fund Managers, Career Concerns, and Asset Price Volatility In: American Economic Review.
[Full Text][Citation analysis]
article46
2011Fund Managers, Career Concerns, and Asset Price Volatility.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2010Fund managers, career concerns, and asset price volatility.(2010) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2009Fund Managers, Career Concerns, and Asset Price Volatility.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2009Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading In: Journal of Finance.
[Full Text][Citation analysis]
article36
2006Risk in Dynamic Arbitrage: Price Effects of Convergence Trading.(2006) In: MNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2019Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance.
[Full Text][Citation analysis]
article16
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2006Procyclicality, collateral values and financial stability In: Bank of England working papers.
[Full Text][Citation analysis]
paper4
2012Do Hedge Funds Reduce Idiosyncratic Risk? In: CEU Working Papers.
[Full Text][Citation analysis]
paper7
2014Do Hedge Funds Reduce Idiosyncratic Risk?.(2014) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2012Trading and Information Diffusion in Over-the-Counter Markets In: CEU Working Papers.
[Full Text][Citation analysis]
paper47
2013Trading and Information Diffusion in Over-the-Counter Markets.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2018Trading and Information Diffusion in Over‐the‐Counter Markets.(2018) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2018Learning in Crowded Markets In: CEU Working Papers.
[Full Text][Citation analysis]
paper0
2016Learning in Crowded Markets.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Private Information and Client Connections in Government Bond Markets In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Private information and client connections in government bond markets.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Idiosyncratic Return Volatility in the Cross-Section of Stocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2011The more we know on the fundamental, the less we agree on the price In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2011The delegated Lucas tree In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper24
2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2013Trading and information diffusion in OTC markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper22
2018Trading and information diffusion in OTC markets.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2004The more we know, the less we agree: public announcements and higher-order expectations In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper7
2005The more we know, the less we agree: public announcements and higher-order expectations.(2005) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2004Rational trader risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper4
2005Rational Trader Risk.(2005) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Inefficient investment waves In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper22
2012Inefficient Investment Waves.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Inefficient Investment Waves.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2016Inefficient Investment Waves.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2013Javaslat a magyarországi közgazdasági doktori képzés korszerűsítésére In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]
article5
2014Cégek kapcsolati hálózatainak gazdasági szerepe In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]
article1
2000Az 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, Camb In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]
article0
2012The More We Know about the Fundamental, the Less We Agree on the Price In: Review of Economic Studies.
[Full Text][Citation analysis]
article26
2007Emerging Economies and Fund Managers In: 2007 Meeting Papers.
[Citation analysis]
paper0
2009The more we know, the less we agree: Higher-order expectations and public announcements In: 2009 Meeting Papers.
[Full Text][Citation analysis]
paper5
2015Cursed financial innovation In: 2015 Meeting Papers.
[Full Text][Citation analysis]
paper1
2015Cursed financial innovation.(2015) In: Discussion Papers, Research Unit: Economics of Change.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Flight-to-Quality Cycles and the Real Economy In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team