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

10

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1,350

SSRN CITATIONS
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SSRN RANKINGS

Top 5,197

in Total Papers Citations

74

CROSSREF CITATIONS

136

Scholarly Papers (10)

1.
Downloads 553 ( 50,845)
Citation 1

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 548 (50,810)
Citation 1

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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 (667,304)
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Hedge funds, idiosyncratic risk, limits to arbitrage

2.
Downloads 249 (127,824)
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 235 (134,912)

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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 (601,606)
Citation 9

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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 205 (154,247)
Citation 5

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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 (200,216)

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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 42 (441,382)

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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 (675,143)
Citation 5
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amplification, career concerns, delegated portfolio management

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 (402,602)

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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 (580,784)
Citation 1

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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 (708,521)
Citation 6
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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 62 (364,313)
Citation 9

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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 (638,830)
Citation 4
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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 (645,964)
Citation 3
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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 (653,833)
Citation 14
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bilateral trading, demand schedule equilibrium, information aggregation, networks, over-the-counter markets

10.

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
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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

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