Peter Kondor

London School of Economics & Political Science (LSE)

Houghton Street

London, WC2A 2AE

United Kingdom

http://fmg.lse.ac.uk/~kondor

Central European University (CEU)

Asssistant Professor

Nador utca 9

Budapest, H-1051

Hungary

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 36,285

SSRN RANKINGS

Top 36,285

in Total Papers Downloads

1,364

SSRN CITATIONS
Rank 4,922

SSRN RANKINGS

Top 4,922

in Total Papers Citations

113

CROSSREF CITATIONS

132

Scholarly Papers (11)

1.
Downloads 562 ( 52,763)
Citation 2

Do Hedge Funds Reduce Idiosyncratic Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 11 Mar 2011 Last Revised: 14 May 2013
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 557 (52,743)
Citation 1

Abstract:

Loading...

idiosyncratic risk, hedge funds

Idiosyncratic Return Volatility in the Cross-Section of Stocks

CEPR Discussion Paper No. DP8307
Number of pages: 49 Posted: 18 Apr 2011
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 5 (699,580)
  • Add to Cart

Abstract:

Loading...

Hedge funds, idiosyncratic risk, limits to arbitrage

2.
Downloads 250 (134,210)
Citation 9

Inefficient Investment Waves

Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-33
Number of pages: 46 Posted: 15 Mar 2012 Last Revised: 17 Apr 2015
Zhiguo He and Peter Kondor
University of Chicago - Finance and London School of Economics & Political Science (LSE)
Downloads 236 (141,556)

Abstract:

Loading...

Pecuniary externality, overinvestment and underinvestment, market intervention

Inefficient Investment Waves

NBER Working Paper No. w18217
Number of pages: 74 Posted: 15 Jul 2012 Last Revised: 31 Jul 2012
Zhiguo He and Peter Kondor
University of Chicago - Finance and London School of Economics & Political Science (LSE)
Downloads 14 (630,024)
Citation 10

Abstract:

Loading...

3.

Procyclicality, Collateral Values and Financial Stability

Bank of England Working Paper No. 304
Number of pages: 37 Posted: 28 Sep 2006
Prasanna Gai, Peter Kondor and Nicholas Vause
Bank of England, London School of Economics & Political Science (LSE) and Bank for International Settlements Staff
Downloads 206 (161,618)
Citation 5

Abstract:

Loading...

Financial stability, procyclicality, collateral constraints

Fund Managers, Career Concerns, and Asset Price Volatility

Chicago Booth Research Paper No. 11-22
Number of pages: 41 Posted: 25 Jul 2011
Veronica Guerrieri and Peter Kondor
University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE)
Downloads 153 (210,438)

Abstract:

Loading...

Fund Managers, Career Concerns, and Asset Price Volatility

NBER Working Paper No. w14898
Number of pages: 41 Posted: 20 Apr 2009 Last Revised: 17 Sep 2010
Veronica Guerrieri and Peter Kondor
University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE)
Downloads 44 (453,585)

Abstract:

Loading...

Fund Managers, Career Concerns, and Asset Price Volatility

CEPR Discussion Paper No. DP8454
Number of pages: 42 Posted: 20 Jul 2011
Veronica Guerrieri and Peter Kondor
University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE)
Downloads 4 (707,842)
Citation 5
  • Add to Cart

Abstract:

Loading...

amplification, career concerns, delegated portfolio management

5.
Downloads 70 (358,398)
Citation 14

Liquidity Risk and the Dynamics of Arbitrage Capital

Journal of Finance, Forthcoming
Number of pages: 112 Posted: 16 Apr 2018
Peter Kondor and Dimitri Vayanos
London School of Economics & Political Science (LSE) and London School of Economics
Downloads 52 (421,903)

Abstract:

Loading...

Liquidity risk, wealth effects, heterogeneous agents, intermediary asset pricing, endogenous risk

Liquidity Risk and the Dynamics of Arbitrage Capital

NBER Working Paper No. w19931
Number of pages: 103 Posted: 24 Feb 2014
Peter Kondor and Dimitri Vayanos
London School of Economics & Political Science (LSE) and London School of Economics
Downloads 17 (607,975)
Citation 1

Abstract:

Loading...

Liquidity Risk and the Dynamics of Arbitrage Capital

CEPR Discussion Paper No. DP9885
Number of pages: 65 Posted: 02 Jun 2014
Peter Kondor and Dimitri Vayanos
London School of Economics & Political Science (LSE) and London School of Economics
Downloads 1 (742,633)
Citation 13
  • Add to Cart

Abstract:

Loading...

Arbitrage capital, Asset pricing, Liquidity, Liquidity risk, Risk-sharing

6.

The Delegated Lucas-Tree

AFA 2011 Denver Meetings Paper
Number of pages: 71 Posted: 15 Mar 2010 Last Revised: 28 Sep 2013
Ron Kaniel and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)
Downloads 63 (378,793)
Citation 8

Abstract:

Loading...

Mutual funds, Hedge funds, Delegated portfolio management, Asset pricing

7.

The Delegated Lucas Tree

CEPR Discussion Paper No. DP8578
Number of pages: 64 Posted: 29 Sep 2011
Ron Kaniel and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)
Downloads 5 (670,313)
Citation 5
  • Add to Cart

Abstract:

Loading...

agency, delegation, equilibrium, funds, money management

8.

The More We Know on the Fundamental, the Less We Agree on the Price

CEPR Discussion Paper No. DP8455
Number of pages: 65 Posted: 20 Jul 2011
Peter Kondor
London School of Economics & Political Science (LSE)
Downloads 4 (677,821)
Citation 5
  • Add to Cart

Abstract:

Loading...

higher-order expectations, public announcement, trading volume

9.

Trading and Information Diffusion in OTC Markets

CEPR Discussion Paper No. DP9271
Number of pages: 68 Posted: 01 Feb 2013
Ana Babus and Peter Kondor
Washington University in St. Louis and London School of Economics & Political Science (LSE)
Downloads 3 (686,093)
Citation 24
  • Add to Cart

Abstract:

Loading...

bilateral trading, demand schedule equilibrium, information aggregation, networks, over-the-counter markets

10.

Rational Sentiments and Economic Cycles

NBER Working Paper No. w27472
Number of pages: 70 Posted: 14 Jul 2020
Maryam Farboodi and Peter Kondor
Massachusetts Institute of Technology (MIT) - Sloan School of Management and London School of Economics & Political Science (LSE)
Downloads 0 (726,457)
  • Add to Cart

Abstract:

Loading...

11.

Clients' Connections: Measuring the Role of Private Information in Decentralised Markets

CEPR Discussion Paper No. DP13880
Number of pages: 84 Posted: 02 Aug 2019
Peter Kondor and Gabor Pinter
London School of Economics & Political Science (LSE) and Bank of England
Downloads 0 (726,457)
  • Add to Cart

Abstract:

Loading...

Client-Dealer Connections, Government Bond Market, private information

Other Papers (1)

Total Downloads: 54
1.

The More We Know, the Less We Agree: Public Announcements and Higher-Order Expectations

FMG Discussion Papers 532, EFA 2005 Moscow Meetings Paper
Number of pages: 33 Posted: 02 Mar 2005 Last Revised: 07 May 2009
Peter Kondor
London School of Economics & Political Science (LSE)
Downloads 54

Abstract:

Loading...

Confirmatory bias, public announcements, trading volume, higher-order expectations