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Péter Kondor

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This is information that was supplied by Péter Kondor in registering through RePEc. If you are Péter Kondor , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Péter
Middle Name:
Last Name: Kondor
Suffix:

RePEc Short-ID: pko157

Email:
Homepage: http://www.personal.ceu.hu/staff/peter_kondor
Postal Address:
Phone:

Affiliation

Department of Economics
Central European University
Location: Budapest, Hungary
Homepage: http://economics.ceu.hu/
Email:
Phone: (36-1) 327-3000
Fax: (36-1) 327-3001
Postal: Nador u. 9 - 1051 Budapest 5
Handle: RePEc:edi:deceuhu (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Hungarian economists
  2. Magyar Közgazdaságtudományi Egyesület

Works

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Working papers

  1. Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  2. Babus, Ana & Kondor, Péter, 2013. "Trading and information diffusion in OTC markets," CEPR Discussion Papers 9271, C.E.P.R. Discussion Papers.
  3. Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
  4. Ana Babus & Péter Kondor, 2012. "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers 2012_19, Department of Economics, Central European University, revised 09 Dec 2012.
  5. Namho Kang & Peter Kondor & Ronnie Sadka, 2012. "Do Hedge Funds Reduce Idiosyncratic Risk?," CEU Working Papers 2012_15, Department of Economics, Central European University, revised 04 Oct 2012.
  6. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
  7. Kaniel, Ron & Kondor, Péter, 2011. "The delegated Lucas tree," CEPR Discussion Papers 8578, C.E.P.R. Discussion Papers.
  8. Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2011. "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers 8307, C.E.P.R. Discussion Papers.
  9. Péter Kondor, 2009. "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers 1018, Society for Economic Dynamics.
  10. Veronica Guerrieri & Péter Kondor, 2009. "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers 14898, National Bureau of Economic Research, Inc.
  11. Peter Kondor & Veronica Guerrieri, 2007. "Emerging Economies and Fund Managers," 2007 Meeting Papers 838, Society for Economic Dynamics.
  12. Péter Kondor, 2006. "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers 2006/6, Magyar Nemzeti Bank (the central bank of Hungary).
  13. Prasanna Gai & Peter Kondor & Nicholas Vause, 2006. "Procyclicality, collateral values and financial stability," Bank of England working papers 304, Bank of England.
  14. Péter Kondor, 2005. "Rational Trader Risk," FMG Discussion Papers dp533, Financial Markets Group.
  15. Péter Kondor, 2005. "The more we know, the less we agree: public announcements and higher-order expectations," FMG Discussion Papers dp532, Financial Markets Group.

Articles

  1. Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
  2. Veronica Guerrieri & Peter Kondor, 2012. "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(5), pages 1986-2017, August.
  3. Péter Kondor, 2012. "The More We Know about the Fundamental, the Less We Agree on the Price," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 1175-1207.
  4. Péter Kondor, 2009. "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, vol. 64(2), pages 631-655, 04.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-07-13
  2. NEP-CTA: Contract Theory & Applications (5) 2011-07-13 2011-07-13 2013-01-19 2013-04-13 2013-10-18. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2006-09-30
  4. NEP-ENT: Entrepreneurship (1) 2006-09-30
  5. NEP-FIN: Finance (1) 2006-08-12
  6. NEP-FMK: Financial Markets (1) 2006-09-30
  7. NEP-MAC: Macroeconomics (2) 2006-09-30 2012-07-23
  8. NEP-MST: Market Microstructure (1) 2011-07-13
  9. NEP-PBE: Public Economics (1) 2005-04-16
  10. NEP-RMG: Risk Management (2) 2012-10-27 2014-03-01

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Most cited item

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Co-authorship network on CollEc

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