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:
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   Permalink: http://citec.repec.org/pko157
   Updated: 2019-11-10    RAS profile: 2019-06-28    
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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.

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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

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

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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.

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

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

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

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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.

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

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

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

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

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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..

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

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

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

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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.

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

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

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

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

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2019.

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2019.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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

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

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

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

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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.
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This paper has another version. Agregated cites: 46		paper
2010Fund managers, career concerns, and asset price volatility.(2010) In: Staff Report.
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This paper has another version. Agregated cites: 46		paper
2009Fund Managers, Career Concerns, and Asset Price Volatility.(2009) In: NBER Working Papers.
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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.
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This paper has another version. Agregated cites: 36		paper
2019Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers.
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2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: FMG Discussion Papers.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
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2006Procyclicality, collateral values and financial stability In: Bank of England working papers.
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2012Do Hedge Funds Reduce Idiosyncratic Risk? In: CEU Working Papers.
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2014Do Hedge Funds Reduce Idiosyncratic Risk?.(2014) In: Journal of Financial and Quantitative Analysis.
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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.
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2018Trading and Information Diffusion in Over‐the‐Counter Markets.(2018) In: Econometrica.
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2018Learning in Crowded Markets In: CEU Working Papers.
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2016Learning in Crowded Markets.(2016) In: 2016 Meeting Papers.
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2018Private Information and Client Connections in Government Bond Markets In: Discussion Papers.
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2019Private information and client connections in government bond markets.(2019) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 0		paper
2011Idiosyncratic Return Volatility in the Cross-Section of Stocks In: CEPR Discussion Papers.
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2011The more we know on the fundamental, the less we agree on the price In: CEPR Discussion Papers.
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2011The delegated Lucas tree In: CEPR Discussion Papers.
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2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
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2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
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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.
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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.
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This paper has another version. Agregated cites: 7		paper
2004Rational trader risk In: LSE Research Online Documents on Economics.
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2005Rational Trader Risk.(2005) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2016Inefficient investment waves In: LSE Research Online Documents on Economics.
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2012Inefficient Investment Waves.(2012) In: NBER Working Papers.
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2012Inefficient Investment Waves.(2012) In: 2012 Meeting Papers.
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2016Inefficient Investment Waves.(2016) In: Econometrica.
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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).
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2012The More We Know about the Fundamental, the Less We Agree on the Price In: Review of Economic Studies.
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2007Emerging Economies and Fund Managers In: 2007 Meeting Papers.
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2009The more we know, the less we agree: Higher-order expectations and public announcements In: 2009 Meeting Papers.
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2015Cursed financial innovation In: 2015 Meeting Papers.
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2015Cursed financial innovation.(2015) In: Discussion Papers, Research Unit: Economics of Change.
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2017Flight-to-Quality Cycles and the Real Economy In: 2017 Meeting Papers.
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