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

9

DOWNLOADS
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1,171

CITATIONS
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Top 10,196

in Total Papers Citations

42

Scholarly Papers (9)

1.
Downloads 481 ( 48,154)
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
University of Connecticut, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 476 (48,246)
Citation 2

Abstract:

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
University of Connecticut, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 5 (551,726)
Citation 2
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Abstract:

Hedge funds, idiosyncratic risk, limits to arbitrage

2.
Downloads 228 (112,915)

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 - Booth School of Business, and NBER and London School of Economics & Political Science (LSE)
Downloads 218 (117,594)

Abstract:

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 - Booth School of Business, and NBER and London School of Economics & Political Science (LSE)
Downloads 10 (525,031)

Abstract:

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 146 (169,911)
Citation 11

Abstract:

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 39 (375,835)
Citation 11

Abstract:

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 (556,999)
Citation 11
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Abstract:

amplification, career concerns, delegated portfolio management

4.

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 185 (132,532)
Citation 3

Abstract:

Financial stability, procyclicality, collateral constraints

5.

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 46 (318,646)
Citation 10

Abstract:

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

Liquidity Risk and the Dynamics of Arbitrage Capital

NBER Working Paper No. w19931
Number of pages: 64 Posted: 24 Feb 2014
Peter Kondor and Dimitri Vayanos
London School of Economics & Political Science (LSE) and London School of Economics
Downloads 12 (513,780)

Abstract:

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 (582,940)
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Abstract:

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

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 (527,216)
Citation 10
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Abstract:

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 (531,844)
Citation 3
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Abstract:

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
Federal Reserve Bank of Chicago and London School of Economics & Political Science (LSE)
Downloads 3 (536,977)
Citation 3
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Abstract:

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

Other Papers (1)

Total Downloads: 51    Citations: 9
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 46
Citation 9

Abstract:

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