Péter Kondor
(Peter Kondor)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Farboodi, Maryam & Kondor, Peter, 2022.
"Heterogeneous global booms and busts,"
LSE Research Online Documents on Economics
114547, London School of Economics and Political Science, LSE Library.
- Maryam Farboodi & Péter Kondor, 2022. "Heterogeneous Global Booms and Busts," American Economic Review, American Economic Association, vol. 112(7), pages 2178-2212, July.
- Maryam Farboodi & Péter Kondor, 2021. "Heterogeneous Global Booms and Busts," NBER Working Papers 28834, National Bureau of Economic Research, Inc.
Cited by:
- Farboodi, Maryam & Kondor, Peter, 2021.
"Cleansing by tight credit: rational cycles and endogenous lending standards,"
LSE Research Online Documents on Economics
118900, London School of Economics and Political Science, LSE Library.
- Farboodi, Maryam & Kondor, Péter, 2023. "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, vol. 150(1), pages 46-67.
- Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Farboodi, Maryam & Kondor, Peter, 2021.
"Cleansing by tight credit: rational cycles and endogenous lending standards,"
LSE Research Online Documents on Economics
118900, London School of Economics and Political Science, LSE Library.
- Farboodi, Maryam & Kondor, Péter, 2023. "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, vol. 150(1), pages 46-67.
Cited by:
- Fernando Leibovici & David Wiczer, 2024.
"Firm Exit and Liquidity: Evidence from the Great Recession,"
FRB Atlanta Working Paper
13, Federal Reserve Bank of Atlanta.
- Fernando Leibovici & David Wiczer, 2023. "Firm Exit and Liquidity: Evidence from the Great Recession," Working Papers 2023-011, Federal Reserve Bank of St. Louis, revised Aug 2024.
- Fernando Leibovici & David Wiczer, 2023. "Firm Exit and Liquidity: Evidence from the Great Recession," Opportunity and Inclusive Growth Institute Working Papers 074, Federal Reserve Bank of Minneapolis.
- Maryam Farboodi & Péter Kondor, 2020.
"Rational Sentiments and Economic Cycles,"
NBER Working Papers
27472, National Bureau of Economic Research, Inc.
Cited by:
- Hu, Yunzhi, 2022. "A dynamic theory of bank lending, firm entry, and investment fluctuations," Journal of Economic Theory, Elsevier, vol. 204(C).
- Krishnamurthy, Arvind & Li, Wenhao, 2020.
"Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment,"
Research Papers
3874, Stanford University, Graduate School of Business.
- Arvind Krishnamurthy & Wenhao Li, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," NBER Working Papers 27088, National Bureau of Economic Research, Inc.
- Ewa Wróbel, 2022. "What drives bank lending policy? The evidence from bank lending survey for Poland," NBP Working Papers 352, Narodowy Bank Polski.
- Kondor, Péter & Pinter, Gabor, 2019.
"Clients' Connections: Measuring the Role of Private Information in Decentralised Markets,"
CEPR Discussion Papers
13880, C.E.P.R. Discussion Papers.
- Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
- Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
Cited by:
- Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021.
"Informed trading in government bond markets,"
LSE Research Online Documents on Economics
118857, London School of Economics and Political Science, LSE Library.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," LSE Research Online Documents on Economics 108504, London School of Economics and Political Science, LSE Library.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1253-1274.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.
- Jason Allen & Milena Wittwer, 2021.
"Centralizing Over-the-Counter Markets?,"
Staff Working Papers
21-39, Bank of Canada.
- Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024.
"Size Discount and Size Penalty: Trading Costs in Bond Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England working papers 970, Bank of England.
- Kondor, Péter & Pinter, Gabor, 2019.
"Clients' Connections: Measuring the Role of Private Information in Decentralised Markets,"
CEPR Discussion Papers
13880, C.E.P.R. Discussion Papers.
- Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
- Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.
- Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
- Robert Czech & Gábor Pintér, 2020.
"Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets,"
Discussion Papers
2032, Centre for Macroeconomics (CFM).
- Czech, Robert & Pintér, Gábor, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England, revised 20 Jan 2022.
- Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
- Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
- Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024. "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, vol. 69(C).
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023.
"Relationship discounts in corporate bond trading,"
Bank of England working papers
1049, Bank of England.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick, 2024. "Relationship Discounts in Corporate Bond Trading," CEPR Discussion Papers 18784, C.E.P.R. Discussion Papers.
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts incorporate bond trading," BIS Working Papers 1140, Bank for International Settlements.
- Lou, Dong, 2020. "Informed Trading in Government Bond Markets," CEPR Discussion Papers 15028, C.E.P.R. Discussion Papers.
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Peter Kondor & Adam Zawadowski, 2018.
"Learning in Crowded Markets,"
CEU Working Papers
2018_4, Department of Economics, Central European University.
- Kondor, Péter & Zawadowski, Adam, 2019. "Learning in crowded markets," Journal of Economic Theory, Elsevier, vol. 184(C).
- Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
- Kondor, Peter & Zawadowski, Adam, 2016. "Learning in crowded markets," LSE Research Online Documents on Economics 118972, London School of Economics and Political Science, LSE Library.
- Kondor, Peter & Zawadowski, Adam, 2019. "Learning in crowded markets," LSE Research Online Documents on Economics 101378, London School of Economics and Political Science, LSE Library.
Cited by:
- Kondor, Peter & Zawadowski, Adam, 2016.
"Learning in crowded markets,"
LSE Research Online Documents on Economics
118972, London School of Economics and Political Science, LSE Library.
- Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
- Peter Kondor & Adam Zawadowski, 2018. "Learning in Crowded Markets," CEU Working Papers 2018_4, Department of Economics, Central European University.
- Kondor, Peter & Zawadowski, Adam, 2019. "Learning in crowded markets," LSE Research Online Documents on Economics 101378, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Zawadowski, Adam, 2019. "Learning in crowded markets," Journal of Economic Theory, Elsevier, vol. 184(C).
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023.
"Rational Inattention: A Review,"
SciencePo Working papers Main
hal-03878692, HAL.
- Maćkowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2021. "Rational inattention: a review," Working Paper Series 2570, European Central Bank.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," Journal of Economic Literature, American Economic Association, vol. 61(1), pages 226-273, March.
- Mackowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2020. "Rational Inattention: A Review," CEPR Discussion Papers 15408, C.E.P.R. Discussion Papers.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," Post-Print hal-03878692, HAL.
- Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
- Stepan Gorban & Anna A. Obizhaeva & Yajun Wang, 2020. "Trading in Crowded Markets," Working Papers w0275, New Economic School (NES).
- Fardeau, Vincent, 2023. "Sequential entry in illiquid markets," Journal of Financial Markets, Elsevier, vol. 64(C).
- Farboodi, Maryam & Kondor, Peter, 2018.
"Heterogeneous global cycles,"
LSE Research Online Documents on Economics
118911, London School of Economics and Political Science, LSE Library.
Cited by:
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2019.
"Global Spillover Effects of US Uncertainty,"
Discussion Papers
2017-17a, School of Economics, The University of New South Wales.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2017. "Global Spillover Effects of US Uncertainty," Globalization Institute Working Papers 331, Federal Reserve Bank of Dallas.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2019. "Global Spillover Effects of US Uncertainty," Working Paper Series no107, Institute of Economic Research, Seoul National University.
- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2020. "Global spillover effects of US uncertainty," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 71-89.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2017. "Global Spillover Effects of US Uncertainty," Discussion Papers 2017-17, School of Economics, The University of New South Wales.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2019.
"Global Spillover Effects of US Uncertainty,"
Discussion Papers
2017-17a, School of Economics, The University of New South Wales.
- Kondor, Peter & Koszegi, Botond, 2017.
"Financial choice and financial information,"
LSE Research Online Documents on Economics
118973, London School of Economics and Political Science, LSE Library.
Cited by:
- Ispano, Alessandro & Schwardmann, Peter, 2021.
"Cursed Consumers and the Effectiveness of Consumer Protection Policies,"
Rationality and Competition Discussion Paper Series
305, CRC TRR 190 Rationality and Competition.
- Alessandro Ispano & Peter Schwardmann, 2023. "Cursed Consumers and the Effectiveness of Consumer Protection Policies," Journal of Industrial Economics, Wiley Blackwell, vol. 71(2), pages 407-440, June.
- Alessandro Ispano & Peter Schwardmann, 2023. "Cursed Consumers and the Effectiveness of Consumer Protection Policies," Post-Print hal-04182135, HAL.
- Zhengqing Gui & Yangguang Huang & Xiaojian Zhao, 2021.
"Financial Fraud and Investor Awareness,"
Monash Economics Working Papers
2021-06, Monash University, Department of Economics.
- Gui, Zhengqing & Huang, Yangguang & Zhao, Xiaojian, 2024. "Financial fraud and investor awareness," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 104-123.
- Zhengqing Gui & Yangguang Huang & Xiaojian Zhao, 2020. "Financial Fraud and Investor Awareness," HKUST CEP Working Papers Series 202002, HKUST Center for Economic Policy.
- Ispano, Alessandro & Schwardmann, Peter, 2021.
"Cursed Consumers and the Effectiveness of Consumer Protection Policies,"
Rationality and Competition Discussion Paper Series
305, CRC TRR 190 Rationality and Competition.
- Zhiguo, He & Kondor, Peter, 2016.
"Inefficient investment waves,"
LSE Research Online Documents on Economics
64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2016. "Inefficient Investment Waves," Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
Cited by:
- Bouvard, Matthieu & de Motta, Adolfo, 2021. "Labor leverage, coordination failures, and aggregate risk," TSE Working Papers 21-1179, Toulouse School of Economics (TSE).
- Ghassan, Hassan B., 2017.
"New alternative measuring financial stability,"
MPRA Paper
80508, University Library of Munich, Germany.
- Hassan Belkacem GHASSAN, 2017. "New alternative measuring financial stability," Turkish Economic Review, KSP Journals, vol. 4(3), pages 275-281, September.
- Andreas Schrimpf & Semyon Malamud, 2017.
"Intermediation Markups and Monetary Policy Passthrough,"
2017 Meeting Papers
812, Society for Economic Dynamics.
- Semyon Malamud & Andreas Schrimpf, 2016. "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series 16-75, Swiss Finance Institute.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Zhiguo He & Péter Kondor, 2016.
"Inefficient Investment Waves,"
Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Zhiguo, He & Kondor, Peter, 2016. "Inefficient investment waves," LSE Research Online Documents on Economics 64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2014.
"Investment Hangover and the Great Recession,"
NBER Working Papers
20569, National Bureau of Economic Research, Inc.
- Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2018. "Investment Hangover and the Great Recession," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(2), pages 113-153, April.
- Andrei Shleifer & Alp Simsek & Matthew Rognlie, 2015. "Investment Hangover and the Great Recession," 2015 Meeting Papers 1171, Society for Economic Dynamics.
- Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2014. "Investment Hangover and the Great Recession," Working Paper 203866, Harvard University OpenScholar.
- David M. Arseneau & David E. Rappoport & Alexandros Vardoulakis, 2017.
"Private and Public Liquidity Provision in Over-the-Counter Markets,"
Finance and Economics Discussion Series
2017-033, Board of Governors of the Federal Reserve System (U.S.).
- Arseneau, David M. & Rappoport W., David E. & Vardoulakis, Alexandros P., 2020. "Private and public liquidity provision in over-the-counter markets," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018.
"An experiment on the efficiency of bilateral exchange under incomplete markets,"
Working Papers
123, Peruvian Economic Association.
- Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019. "An experiment on the efficiency of bilateral exchange under incomplete markets," Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
- Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
- Thomas M. Eisenbach & Gregory Phelan, 2020.
"Cournot Fire Sales,"
Department of Economics Working Papers
2020-10, Department of Economics, Williams College.
- Thomas M. Eisenbach & Gregory Phelan, 2018. "Cournot Fire Sales," Staff Reports 837, Federal Reserve Bank of New York.
- Thomas M. Eisenbach & Gregory Phelan, 2018. "Cournot Fire Sales," Department of Economics Working Papers 2018-01, Department of Economics, Williams College.
- Thomas M. Eisenbach & Gregory Phelan, 2022. "Cournot Fire Sales," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(3), pages 508-542, July.
- Olkhov, Victor, 2017. "Quantitative wave model of macro-finance," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 143-150.
- He, Zhiguo & Krishnamurthy, Arvind, 2015.
"A Macroeconomic Framework for Quantifying Systemic Risk,"
Research Papers
3277, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," Swiss Finance Institute Research Paper Series 13-42, Swiss Finance Institute, revised Apr 2015.
- Zhiguo He & Arvind Krishnamurthy, 2019. "A Macroeconomic Framework for Quantifying Systemic Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 1-37, October.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2012. "A macroeconomic framework for quantifying systemic risk," Working Paper Research 233, National Bank of Belgium.
- Bouvard, Matthieu & de Motta, Adolfo, 2021. "Labor leverage, coordination failures, and aggregate risk," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1229-1252.
- Ryuichiro Izumi & Yang Li, 2021. "Financial Stability with Fire Sale Externalities," Wesleyan Economics Working Papers 2021-002, Wesleyan University, Department of Economics.
- Ozdenoren, Emre & Yuan, Kathy, 2017.
"Contractual externalities and systemic risk,"
LSE Research Online Documents on Economics
75998, London School of Economics and Political Science, LSE Library.
- Emre Ozdenoren & Kathy Yuan, 2017. "Contractual Externalities and Systemic Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1789-1817.
- Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2023. "Data versus Collateral," Review of Finance, European Finance Association, vol. 27(2), pages 369-398.
- Gersbach, Hans & Rochet, Jean-Charles, 2017.
"Capital regulation and credit fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
- Rochet, Jean Charles & Gersbach, Hans, 2012. "Capital Regulation and Credit Fluctuations," CEPR Discussion Papers 9077, C.E.P.R. Discussion Papers.
- Kumar, Manish & Kumar, Arun, 2017. "Performance assessment and degradation analysis of solar photovoltaic technologies: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 78(C), pages 554-587.
- Matthieu Bouvard & Adolfo de Motta, 2021. "Labor leverage, coordination failures, and aggregate risk," Post-Print hal-03524121, HAL.
- Dietrich, Diemo & Gehrig, Thomas, 2021.
"Speculative and precautionary demand for liquidity in competitive banking markets,"
LSE Research Online Documents on Economics
118869, London School of Economics and Political Science, LSE Library.
- Dietrich, Diemo & Gehrig, Thomas, 2022. "Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets," CEPR Discussion Papers 15827, C.E.P.R. Discussion Papers.
- Dietrich, Diemo & Gehrig, Thomas, 2021. "Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242347, Verein für Socialpolitik / German Economic Association.
- Iachan, Felipe S. & Silva, Dejanir & Zi, Chao, 2022. "Under-diversification and idiosyncratic risk externalities," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1227-1250.
- Andrea Lanteri & Adriano A. Rampini, 2023.
"Constrained-Efficient Capital Reallocation,"
American Economic Review, American Economic Association, vol. 113(2), pages 354-395, February.
- Lanteri, Andrea & Rampini, Adriano A., 2022. "Constrained-Efficient Capital Reallocation," CEPR Discussion Papers 15690, C.E.P.R. Discussion Papers.
- Andrea Lanteri & Adriano A. Rampini, 2021. "Constrained-Efficient Capital Reallocation," NBER Working Papers 28384, National Bureau of Economic Research, Inc.
- Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
- Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
- Sebastian Di Tella, 2017. "Optimal Regulation of Financial Intermediaries," 2017 Meeting Papers 28, Society for Economic Dynamics.
- Afrasiab Mirza & Eric Stephens, 2016.
"Securitization and Aggregate Investment Efficiency,"
Carleton Economic Papers
16-05, Carleton University, Department of Economics, revised 24 Jan 2017.
- Mirza, Afrasiab & Stephens, Eric, 2022. "Securitization and aggregate investment efficiency," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- John Moore, 2013.
"Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty,"
Edinburgh School of Economics Discussion Paper Series
233, Edinburgh School of Economics, University of Edinburgh.
- Moore, John, 2013. "Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty," SIRE Discussion Papers 2013-71, Scottish Institute for Research in Economics (SIRE).
- Ozdenoren, Emre & Yuan, Kathy, 2015.
"Endogenous contractual externalities,"
LSE Research Online Documents on Economics
65100, London School of Economics and Political Science, LSE Library.
- Yuan, Kathy & Ozdenoren, Emre, 2014. "Endogenous Contractual Externalities," CEPR Discussion Papers 10052, C.E.P.R. Discussion Papers.
- Ye Li, 2018. "Fragile New Economy: The Rise of Intangible Capital and Financial Instability," 2018 Meeting Papers 1189, Society for Economic Dynamics.
- Parlatore, Cecilia, 2015.
"Fragility in money marketfunds: sponsor support and regulation,"
Working Paper Series
1772, European Central Bank.
- Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
- Kurlat, Pablo, 2021. "Investment externalities in models of fire sales," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 102-118.
- Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
- Botond Koszegi & Peter Kondor, 2015.
"Cursed financial innovation,"
2015 Meeting Papers
1098, Society for Economic Dynamics.
- Kondor, Péter & Köszegi, Botond, 2015. "Cursed financial innovation," Discussion Papers, Research Unit: Economics of Change SP II 2015-306, WZB Berlin Social Science Center.
Cited by:
- Yiling Chen & Alon Eden & Juntao Wang, 2021. "Cursed yet Satisfied Agents," Papers 2104.00835, arXiv.org, revised Nov 2021.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017.
"Re-Use of Collateral: Leverage, Volatility, and Welfare,"
Swiss Finance Institute Research Paper Series
17-04, Swiss Finance Institute.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
- Vayanos, Dimitri & Kondor, Péter, 2014.
"Liquidity Risk and the Dynamics of Arbitrage Capital,"
CEPR Discussion Papers
9885, C.E.P.R. Discussion Papers.
- Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
- Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
- Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
- Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
Cited by:
- Gromb, Denis & Vayanos, Dimitri, 2015.
"The dynamics of financially constrained arbitrage,"
LSE Research Online Documents on Economics
62007, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
- Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
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"Competition among Portfolio Managers and Asset Specialization,"
Working Papers
w0194, Center for Economic and Financial Research (CEFIR).
- Suleyman Basak & Dmitry Makarov, 2013. "Competition among Portfolio Managers and Asset Specialization," Working Papers w0194, New Economic School (NES).
- Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
- Veronica Guerrieri & Péter Kondor, 2009.
"Fund Managers, Career Concerns, and Asset Price Volatility,"
NBER Working Papers
14898, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
- 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.
- Kondor, Péter & Guerrieri, Veronica, 2011. "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers 8454, C.E.P.R. Discussion Papers.
- Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.
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- Andrew Koch, 2017. "Herd Behavior and Mutual Fund Performance," Management Science, INFORMS, vol. 63(11), pages 3849-3873, November.
- Kondor, Péter & Guerrieri, Veronica, 2011.
"Fund Managers, Career Concerns, and Asset Price Volatility,"
CEPR Discussion Papers
8454, C.E.P.R. Discussion Papers.
- 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.
- Veronica Guerrieri & Péter Kondor, 2009. "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers 14898, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
Cited by:
- Burkart, Mike & Dasgupta, Amil, 2015.
"Activist funds, leverage, and procyclicality,"
LSE Research Online Documents on Economics
65095, London School of Economics and Political Science, LSE Library.
- Burkart, Mike & Dasgupta, Amil, 2014. "Activist funds, leverage, and procyclicality," LSE Research Online Documents on Economics 119029, London School of Economics and Political Science, LSE Library.
- Mike Burkart & Amil Dasgupta, 2014. "Activist Funds, Leverage, and Procyclicality," FMG Discussion Papers dp733, Financial Markets Group.
- Guillermo Ordonez, 2008.
"Fragility of Reputation and Clustering in Risk Taking,"
2008 Meeting Papers
441, Society for Economic Dynamics.
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- Guillermo Ordoñez, 2009. "Fragility of reputation and clustering of risk-taking," Staff Report 431, Federal Reserve Bank of Minneapolis.
- Viral V. Acharya & Ryan Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022.
"Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels,"
NBER Working Papers
29777, National Bureau of Economic Research, Inc.
- Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," BIS Working Papers 1002, Bank for International Settlements.
- Acharya, Viral & Banerjee, Ryan & Crosignani, Matteo & Eisert, Tim & Spigt, Renée, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," CEPR Discussion Papers 17032, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," Staff Reports 1004, Federal Reserve Bank of New York.
- Péter Kondor & Ron Kaniel, 2011.
"The delegated Lucas tree,"
2011 Meeting Papers
580, Society for Economic Dynamics.
- Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
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"The impact of unconventional monetary policy on firm financing constraints: evidence from the maturity extension program,"
Working Papers
15-30, Federal Reserve Bank of Philadelphia.
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- Malliaris, Steven & Malliaris, A.G., 2021. "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014.
"Money Doctors,"
Scholarly Articles
12965657, Harvard University Department of Economics.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012. "Money Doctors," NBER Working Papers 18174, National Bureau of Economic Research, Inc.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money Doctors," Working Papers 464, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 228501, Harvard University OpenScholar.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "Money Doctors," Journal of Finance, American Finance Association, vol. 70(1), pages 91-114, February.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 69721, Harvard University OpenScholar.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money doctors," Economics Working Papers 1355, Department of Economics and Business, Universitat Pompeu Fabra.
- Koji Asano, 2016.
"Managerial Reputation, Risk-Taking, and Imperfect Capital Markets,"
Discussion Papers in Economics and Business
16-12, Osaka University, Graduate School of Economics.
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"Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows,"
Management Science, INFORMS, vol. 65(7), pages 3174-3195, July.
- Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers 12285, C.E.P.R. Discussion Papers.
- Idan Hodor & Andrea Buffa, 2017. "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers 374, Society for Economic Dynamics.
- Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan, 2017. "A Review on Agency Cost of Shariah Governance in Mutual Fund," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 530-538.
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"Information Acquisition and Learning from Prices Over the Business Cycle,"
SSE/EFI Working Paper Series in Economics and Finance
740, Stockholm School of Economics, revised 19 Mar 2013.
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- Mäkinen, Taneli & Ohl, Björn, 2015. "Information acquisition and learning from prices over the business cycle," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 585-633.
- Mäkinen, Taneli & Ohl, Björn, 2014. "Information acquisition and learning from prices over the business cycle," Bank of Finland Research Discussion Papers 7/2014, Bank of Finland.
- Taneli M�kinen & Bj�rn Ohl, 2014. "Information acquisition and learning from prices over the business cycle," Temi di discussione (Economic working papers) 946, Bank of Italy, Economic Research and International Relations Area.
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"Monitoring, moral hazard, and turnover,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 355-374, February.
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"On the Size of the Active Management Industry,"
Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
- Laura Gianfagna & Armando Rungi, 2017. "Does corporate control matter to financial volatility?," Working Papers 09/2017, IMT School for Advanced Studies Lucca, revised Nov 2017.
- Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014.
"Asset management contracts and equilibrium prices,"
LSE Research Online Documents on Economics
119026, London School of Economics and Political Science, LSE Library.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014. "Asset Management Contracts and Equilibrium Prices," NBER Working Papers 20480, National Bureau of Economic Research, Inc.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2022. "Asset Management Contracts and Equilibrium Prices," Journal of Political Economy, University of Chicago Press, vol. 130(12), pages 3146-3201.
- Buffa, Andrea M. & Vayanos, Dimitri & Woolley, Paul, 2022. "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics 113889, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Woolley, Paul & ,, 2014. "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers 10152, C.E.P.R. Discussion Papers.
- Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019.
"Bond Funds and Credit Risk,"
CEPR Discussion Papers
14134, C.E.P.R. Discussion Papers.
- Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022. "Bond funds and credit risk," LSE Research Online Documents on Economics 118856, London School of Economics and Political Science, LSE Library.
- Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
- Irene van Staveren, 2014. "The Lehman Sisters hypothesis," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 38(5), pages 995-1014.
- Alvaro Pedraza, 2015. "Strategic Interactions and Portfolio Choice in Money Management: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1531-1569, December.
- Abhilash S. Nair, 2013. "Existence Of Capital Market Equilibrium In The Presence Of Herding And Feedback Trading," Working papers 121, Indian Institute of Management Kozhikode.
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"Do Hedge Funds Reduce Idiosyncratic Risk?,"
CEU Working Papers
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"Investor behaviour and reaching for yield: evidence from the sterling corporate bond market,"
Bank of England working papers
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"Cyclical investment behavior across financial institutions,"
ESRB Working Paper Series
77, European Systemic Risk Board.
- Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, vol. 129(2), pages 268-286.
- Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
- Ozdenoren, Emre & Yuan, Kathy, 2017.
"Contractual externalities and systemic risk,"
LSE Research Online Documents on Economics
75998, London School of Economics and Political Science, LSE Library.
- Emre Ozdenoren & Kathy Yuan, 2017. "Contractual Externalities and Systemic Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1789-1817.
- Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015.
"Asset price effects of peer benchmarking : evidence from a natural experiment,"
Policy Research Working Paper Series
7239, The World Bank.
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- Moreira, Alan, 2019. "Capital immobility and the reach for yield," Journal of Economic Theory, Elsevier, vol. 183(C), pages 907-951.
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"Reputational Concerns and Price Comovements,"
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384, Collegio Carlo Alberto.
- Maryam Sami & Sandro Brusco, 2014. "Reputational Concerns and Price Comovements," Department of Economics Working Papers 14-05, Stony Brook University, Department of Economics.
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"Delegated asset management, investment mandates, and capital immobility,"
Journal of Financial Economics, Elsevier, vol. 107(2), pages 239-258.
- Zhiguo He & Wei Xiong, 2008. "Delegated Asset Management, Investment Mandates, and Capital Immobility," NBER Working Papers 14574, National Bureau of Economic Research, Inc.
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"Managing other people's money: an agency theory in financial management industry,"
LSE Research Online Documents on Economics
119872, London School of Economics and Political Science, LSE Library.
- Dimitris Papadimitriou & Konstantinos Tokis & Georgios Vichos & Panos Mourdoukoutas, 2024. "Managing other people's money: An agency theory in financial management industry," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(1), pages 179-209, March.
- Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
- Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
- Scotti, Massimo, 2012. "Delegated portfolio management with career concerns," Journal of Economic Behavior & Organization, Elsevier, vol. 84(3), pages 829-839.
- Veronica Guerrieri & Péter Kondor, 2009.
"Fund Managers, Career Concerns, and Asset Price Volatility,"
NBER Working Papers
14898, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
- 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.
- Kondor, Péter & Guerrieri, Veronica, 2011. "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers 8454, C.E.P.R. Discussion Papers.
- Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.
- Dasgupta, Amil & Piacentino, Giorgia, 2011. "The Wall Street walk when blockholders compete for flows," LSE Research Online Documents on Economics 119060, London School of Economics and Political Science, LSE Library.
- Asano, Koji, 2016. "Reputation acquisition in imperfect financial markets," Economics Letters, Elsevier, vol. 139(C), pages 76-78.
- Ruijun Zhang & Xiaotong Yang & Nian Li & Muhammad Asif Khan, 2021. "Herd Behavior in Venture Capital Market: Evidence from China," Mathematics, MDPI, vol. 9(13), pages 1-18, June.
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"Procyclical asset management and bond risk premia,"
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- Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021. "Procyclical asset management and bond risk premia," ESRB Working Paper Series 116, European Systemic Risk Board.
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- Ozdenoren, Emre & Yuan, Kathy, 2015.
"Endogenous contractual externalities,"
LSE Research Online Documents on Economics
65100, London School of Economics and Political Science, LSE Library.
- Yuan, Kathy & Ozdenoren, Emre, 2014. "Endogenous Contractual Externalities," CEPR Discussion Papers 10052, C.E.P.R. Discussion Papers.
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"Serial defaults, serial profits: Returns to sovereign lending in Habsburg Spain, 1566-1600,"
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"The more we know, the less we agree: Higher-order expectations and public announcements,"
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Cited by:
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"Polarization and Ambiguity,"
American Economic Review, American Economic Association, vol. 103(7), pages 3071-3083, December.
- Sandeep Baliga & Eran Hanany & Peter Klibanoff, 2013. "Polarization and Ambiguity," Discussion Papers 1558, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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"Man-bites-dog Business Cycles,"
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9517, C.E.P.R. Discussion Papers.
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- Kristoffer P. Nimark, 2013. "Man-Bites-Dog Business Cycle," Working Papers 700, Barcelona School of Economics.
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929, Society for Economic Dynamics.
- Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
- Sandeep Baliga & Eran Hanany & Peter Klibanoff, 2013.
"Polarization and Ambiguity,"
American Economic Review, American Economic Association, vol. 103(7), pages 3071-3083, December.
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Cited by:
- Bernardo, Antonio E. & Welch, Ivo, 2013. "Leverage and preemptive selling of financial institutions," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 123-151.
- Xi Dong & Shu Feng & Ronnie Sadka, 2019. "Liquidity Risk and Mutual Fund Performance," Management Science, INFORMS, vol. 65(3), pages 1020-1041, March.
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"Market Liquidity -- Theory and Empirical Evidence,"
NBER Working Papers
18251, National Bureau of Economic Research, Inc.
- Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
- Vayanos, Dimitri & Wang, Jiang, 2012. "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics 119044, London School of Economics and Political Science, LSE Library.
- Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1258-1276.
- Babatunde Buraimo & David Peel & Rob Simmons, 2013. "Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions," IJFS, MDPI, vol. 1(4), pages 1-15, December.
- Almeida, Caio & Fernandes, Marcelo & Valente, Joao Paulo, 2022. "Tail risk exposures of hedge funds: Evidence from unique Brazilian data," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 41(1), June.
- Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022.
"The Value of Arbitrage,"
CEPR Discussion Papers
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- Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
- Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," Cowles Foundation Discussion Papers 2322, Cowles Foundation for Research in Economics, Yale University.
- Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," NBER Working Papers 29744, National Bureau of Economic Research, Inc.
- Atanasova, Christina & Weisskopf, Jean-Philippe, 2020. "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Alex Edmans & Itay Goldstein & Wei Jiang, 2011.
"Feedback Effects and the Limits to Arbitrage,"
NBER Working Papers
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- Edmans, Alex & Goldstein, Itay & Jiang, Wei, 2011. "Feedback Effects and the Limits to Arbitrage," Working Papers 11-67, University of Pennsylvania, Wharton School, Weiss Center.
- Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
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"Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity,"
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- Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012. "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance 1212, University of St. Gallen, School of Finance.
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"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Robert Garrison & Pankaj Jain & Mark Paddrik, 2019. "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers 19-04, Office of Financial Research, US Department of the Treasury.
- Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Böhme, 2021.
"Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform,"
Department of Economics University of Siena
860, Department of Economics, University of Siena.
- Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Papers 2109.10958, arXiv.org.
- Isabel Figuerola‐Ferretti & Ioannis Paraskevopoulos & Tao Tang, 2018. "Pairs‐trading and spread persistence in the European stock market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(9), pages 998-1023, September.
- 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.
- Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2014. "Do Hedge Funds Reduce Idiosyncratic Risk?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(4), pages 843-877, August.
- Chen, Shiyi & Chng, Michael T. & Liu, Qingfu, 2021. "The implied arbitrage mechanism in financial markets," Journal of Econometrics, Elsevier, vol. 222(1), pages 468-483.
- Douglas W. Diamond & Raghuram G. Rajan, 2009.
"Fear of Fire Sales and the Credit Freeze,"
NBER Working Papers
14925, National Bureau of Economic Research, Inc.
- Douglas W Diamond, 2010. "Fear of fire sales and the credit freeze," BIS Working Papers 305, Bank for International Settlements.
- Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023. "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, vol. 39(1), pages 178-191.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2010.
"Outside And Inside Liquidity,"
Working Papers
1395, Princeton University, Department of Economics, Econometric Research Program..
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Outside and Inside Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(1), pages 259-321.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009. "Outside and Inside Liquidity," NBER Working Papers 14867, National Bureau of Economic Research, Inc.
- Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018.
"Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets,"
Research in Economics, Elsevier, vol. 72(1), pages 117-146.
- Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 2004-12, Center for Research in Economics and Statistics.
- Roman Kozhan & Wing Wah Tham, 2012. "Execution Risk in High-Frequency Arbitrage," Management Science, INFORMS, vol. 58(11), pages 2131-2149, November.
- García Iborra, Rafael & Howden, David, 2016. "Uses and Misuses of Arbitrage in Financial Theory, and a Suggested Alternative," MPRA Paper 79802, University Library of Munich, Germany.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
CEPR Discussion Papers
10234, C.E.P.R. Discussion Papers.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers 20660, National Bureau of Economic Research, Inc.
- Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2009.
"Crises and Liquidity in Over-the-Counter Markets,"
NBER Working Papers
15414, National Bureau of Economic Research, Inc.
- Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011. "Crises and liquidity in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2169-2205.
- Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010. "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers 500, Society for Economic Dynamics.
- Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017.
"Interactions among High-Frequency Traders,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1375-1402, August.
- Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
- Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
- Leal, Laura Simonsen & Almeida, Caio, 2017. "An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
- Timmermann, Allan & Liu, Jun, 2009. "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers 7188, C.E.P.R. Discussion Papers.
- Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1289-1361, Elsevier.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Kondor, Péter & Sadka, Ronnie & Kang, Namho, 2011. "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers 8307, C.E.P.R. Discussion Papers.
- Liu, Zehao & Sinclair, Andrew J., 2022. "Wealth, endogenous collateral quality, and financial crises," Journal of Economic Theory, Elsevier, vol. 204(C).
- Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015. "A Model of Anomaly Discovery," International Finance Discussion Papers 1128, Board of Governors of the Federal Reserve System (U.S.).
- Guillaume Plantin & Igor Makarov, 2012. "Deliberate Limits to Arbitrage," 2012 Meeting Papers 831, Society for Economic Dynamics.
- Ya‐Kai Chang & Robin K. Chou, 2022. "Algorithmic trading and market quality: Evidence from the Taiwan index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1837-1855, October.
- Stavros Panageas, 2020.
"The Implications of Heterogeneity and Inequality for Asset Pricing,"
NBER Working Papers
26974, National Bureau of Economic Research, Inc.
- Panageas, Stavros, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," Foundations and Trends(R) in Finance, now publishers, vol. 12(3), pages 199-275, November.
- Kapadia, Nikunj & Pu, Xiaoling, 2012. "Limited arbitrage between equity and credit markets," Journal of Financial Economics, Elsevier, vol. 105(3), pages 542-564.
- Fardeau, Vincent, 2024. "Arbitrage with financial constraints and market power," Journal of Economic Theory, Elsevier, vol. 217(C).
- Abrar Rahman & Victor Shi & Matthew Ding & Elliot Choi, 2022. "Systematization of Knowledge: Synthetic Assets, Derivatives, and On-Chain Portfolio Management," Papers 2209.09958, arXiv.org.
- Bachmann, Manuel, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Paper Series 255, WU Vienna University of Economics and Business.
- Charlie X. Cai & Robert Faff & Yongcheol Shin, 2018. "Noise Momentum Around the World," Abacus, Accounting Foundation, University of Sydney, vol. 54(1), pages 79-104, March.
- Manuel Bachmann, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Papers wuwp255, Vienna University of Economics and Business, Department of Economics.
- Gao, Lin & Süss, Stephan, 2015. "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 84-103.
- Arumugam, Devika & Krishna Prasanna, P., 2021. "Commonality and contrarian trading among algorithmic traders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Fardeau, Vincent, 2023. "Sequential entry in illiquid markets," Journal of Financial Markets, Elsevier, vol. 64(C).
- Prasanna Gai & Peter Kondor & Nicholas Vause, 2006.
"Procyclicality, collateral values and financial stability,"
Bank of England working papers
304, Bank of England.
Cited by:
- Guido Lorenzoni, 2007.
"Inefficient Credit Booms,"
NBER Working Papers
13639, National Bureau of Economic Research, Inc.
- Guido Lorenzoni, 2008. "Inefficient Credit Booms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 809-833.
- Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez, 2008.
"Financial Innovation, Macroeconomic Stability and Systemic Crises,"
Economic Journal, Royal Economic Society, vol. 118(527), pages 401-426, March.
- Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez, 2008. "Financial innovation, macroeconomic stability and systemic crises," Bank of England working papers 340, Bank of England.
- Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Pérez-Orive, 2006. "Financial innovation, macroeconomic stability and systemic crises," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez, 2008. "Financial Innovation, Macroeconomic Stability and Systemic Crises," Economic Journal, Royal Economic Society, vol. 118(527), pages 401-426, March.
- Liu, Luke, 2011. "Asset price, asset securitization and financial stability," MPRA Paper 35000, University Library of Munich, Germany.
- David Mayes, 2011. "The future of financial markets: financial crisis avoidance," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(1), pages 77-101, February.
- Veronica Guerrieri & Péter Kondor, 2009.
"Fund Managers, Career Concerns, and Asset Price Volatility,"
NBER Working Papers
14898, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
- 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.
- Kondor, Péter & Guerrieri, Veronica, 2011. "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers 8454, C.E.P.R. Discussion Papers.
- Minh-Quan Nguyen & Nhat-Tan Le & Khuong Nguyen-An & Duc-Thi Luu, 2024. "An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans," Papers 2407.14728, arXiv.org.
- Guido Lorenzoni, 2007.
"Inefficient Credit Booms,"
NBER Working Papers
13639, National Bureau of Economic Research, Inc.
- Kondor, Peter, 2004.
"Rational trader risk,"
LSE Research Online Documents on Economics
24646, London School of Economics and Political Science, LSE Library.
- Péter Kondor, 2005. "Rational Trader Risk," FMG Discussion Papers dp533, Financial Markets Group.
Cited by:
- Giovanni Cespa & Xavier Vives, 2012.
"Dynamic Trading and Asset Prices: Keynes vs. Hayek,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
- Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
- Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
- 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.
- Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
- Kondor, Peter, 2004.
"The more we know, the less we agree: public announcements and higher-order expectations,"
LSE Research Online Documents on Economics
24645, London School of Economics and Political Science, LSE Library.
- Péter Kondor, 2005. "The more we know, the less we agree: public announcements and higher-order expectations," FMG Discussion Papers dp532, Financial Markets Group.
Cited by:
- Börgers, Tilman & Hernando-Veciana, Angel & Krähmer, Daniel, 2010.
"When are Signals Complements or Substitutes?,"
MPRA Paper
29124, University Library of Munich, Germany.
- Börgers, Tilman & Hernando-Veciana, Angel & Krähmer, Daniel, 2013. "When are signals complements or substitutes?," Journal of Economic Theory, Elsevier, vol. 148(1), pages 165-195.
- Tilman Borgers & Angel Hernanco-Veciana & Daniel Krohmer, 2010. "When are Signals Complements or Substitutes," Discussion Papers 1488, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Börgers, Tilman & Hernando-Veciana, Ángel & Krähmer, Daniel, 2007. "When are signals complements or substitutes?," UC3M Working papers. Economics we072111, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Giovanni Cespa & Xavier Vives, 2012.
"Dynamic Trading and Asset Prices: Keynes vs. Hayek,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
- Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
- Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
- Camille Cornand & Frank Heinemann, 2004.
"Optimal Degree of Public Information Dissemination,"
CESifo Working Paper Series
1353, CESifo.
- Camille Cornand, 2006. "Optimal Degree of Public Information Dissemination," Post-Print halshs-00137529, HAL.
- Camille Cornand & Frank Heinemann, 2008. "Optimal Degree of Public Information Dissemination," Economic Journal, Royal Economic Society, vol. 118(528), pages 718-742, April.
- Cornand, Camille & Heinemann, Frank, 2006. "Optimal Degree of Public Information Dissemination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 158, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Camille Cornand, 2006. "Optimal Degree of Public Information Dissemination," Post-Print halshs-00137519, HAL.
- Camille Cornand & Frank Heinemann, 2008. "Optimal Degree of Public Information Dissemination," Post-Print hal-00279244, HAL.
- Camille Cornand & Frank Heinemann, 2008. "Optimal Degree of Public Information Dissemination," Economic Journal, Royal Economic Society, vol. 118(528), pages 718-742, April.
- Camille Cornand, 2006. "Optimal Degree of Public Information Dissemination," Post-Print halshs-00137532, HAL.
- András Simonovits, 2006. "Social Security Reform in the US: Lessons from Hungary," CERS-IE WORKING PAPERS 0602, Institute of Economics, Centre for Economic and Regional Studies, revised 24 Apr 2006.
- Iván Major, 2006. "Why do (or do not) banks share customer information? A comparison of mature private credit markets and markets in transition," CERS-IE WORKING PAPERS 0603, Institute of Economics, Centre for Economic and Regional Studies, revised 24 Apr 2006.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
- Baeriswyl, Romain, 2007. "Central Bank's Action and Communication," Discussion Papers in Economics 1381, University of Munich, Department of Economics.
Articles
- Farboodi, Maryam & Kondor, Péter, 2023.
"Cleansing by tight credit: Rational cycles and endogenous lending standards,"
Journal of Financial Economics, Elsevier, vol. 150(1), pages 46-67.
See citations under working paper version above.
- Farboodi, Maryam & Kondor, Peter, 2021. "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics 118900, London School of Economics and Political Science, LSE Library.
- Maryam Farboodi & Péter Kondor, 2022.
"Heterogeneous Global Booms and Busts,"
American Economic Review, American Economic Association, vol. 112(7), pages 2178-2212, July.
See citations under working paper version above.
- Farboodi, Maryam & Kondor, Peter, 2022. "Heterogeneous global booms and busts," LSE Research Online Documents on Economics 114547, London School of Economics and Political Science, LSE Library.
- Maryam Farboodi & Péter Kondor, 2021. "Heterogeneous Global Booms and Busts," NBER Working Papers 28834, National Bureau of Economic Research, Inc.
- Péter Kondor & Gábor Pintér, 2022.
"Clients' Connections: Measuring the Role of Private Information in Decentralized Markets,"
Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
See citations under working paper version above.
- Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, C.E.P.R. Discussion Papers.
- Kondor, Péter & Zawadowski, Adam, 2019.
"Learning in crowded markets,"
Journal of Economic Theory, Elsevier, vol. 184(C).
See citations under working paper version above.
- Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
- Kondor, Peter & Zawadowski, Adam, 2016. "Learning in crowded markets," LSE Research Online Documents on Economics 118972, London School of Economics and Political Science, LSE Library.
- Peter Kondor & Adam Zawadowski, 2018. "Learning in Crowded Markets," CEU Working Papers 2018_4, Department of Economics, Central European University.
- Kondor, Peter & Zawadowski, Adam, 2019. "Learning in crowded markets," LSE Research Online Documents on Economics 101378, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2019.
"Liquidity Risk and the Dynamics of Arbitrage Capital,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
See citations under working paper version above.
- Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
- Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
- Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
- Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
- Ana Babus & Péter Kondor, 2018.
"Trading and Information Diffusion in Over‐the‐Counter Markets,"
Econometrica, Econometric Society, vol. 86(5), pages 1727-1769, September.
See citations under working paper version above.
- Peter Kondor & Ana Babus, 2013. "Trading and Information Diffusion in Over-the-Counter Markets," 2013 Meeting Papers 792, Society for Economic Dynamics.
- Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in over-the-counter markets," LSE Research Online Documents on Economics 118939, London School of Economics and Political Science, LSE Library.
- 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.
- Zhiguo He & Péter Kondor, 2016.
"Inefficient Investment Waves,"
Econometrica, Econometric Society, vol. 84, pages 735-780, March.
See citations under working paper version above.
- Zhiguo, He & Kondor, Peter, 2016. "Inefficient investment waves," LSE Research Online Documents on Economics 64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2014.
"Do Hedge Funds Reduce Idiosyncratic Risk?,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(4), pages 843-877, August.
See citations under working paper version above.
- 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.
- Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám, 2014.
"Cégek kapcsolati hálózatainak gazdasági szerepe [The economic role of the networks of connections possessed by firms],"
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1341-1360.
Cited by:
- Jóna, György, 2017. "Versenytársak együttműködésének hatása a regionális gazdasági fejlődésre [Impacts of rivals cooperation on regional economic development]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 54-73.
- Lengyel, Balázs & Elekes, Zoltán, 2020. "A külföldi tulajdonú vállalatok és az import szerepe a hazai térségek exportjának diverzifikációjában [Foreign-owned firms and the role of their imports in diversifying Hungarys exports]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 352-378.
- Valentinyi, Ákos & Kézdi, Gábor & Kondor, Péter & Benczúr, Péter & Mátyás, László, 2013.
"Javaslat a magyarországi közgazdasági doktori képzés korszerűsítésére [Proposal for modernizing the doctoral training for economics in Hungary],"
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 722-732.
Cited by:
- Győrffy, Dóra, 2015. "A közgazdaság-tudományi doktori iskolák helyzete Magyarországon. MTA Közgazdaság-tudományi Bizottsága, Budapest, 2015. május 14 [The position of doctoral schools of economic sciences in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 853-859.
- Lengyel, Imre, 2015. "Vágyak és realitások közt vergődve. A közgazdasági doktori képzésekről [On Hungarys doctoral schools of economics. Struggling between desire and reality]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 819-834.
- Borsi, Balázs & Dőry, Tibor, 2015. "A vállalkozóképzés nemzetközi trendjei és a vállalkozói készségek egyetemi fejlesztése. A Széchenyi István Egyetem tudásvállalkozás-fejlesztési programjának tapasztalatai [International trends of e," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 835-852.
- Móczár, József, 2014. "Rendszerváltás és közgazdaság-tudomány [Systemic change and economics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 220-227.
- Bessenyei, István, 2013. "Az ideológia hálójából a mennyiségi hajsza csapdájába. A magyarországi közgazdászképzés átalakulásáról [Out of the ideology net, into the quantity-chase trap. Transformation of economics training i," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1140-1151.
- Ron Kaniel & Péter Kondor, 2013.
"The Delegated Lucas Tree,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
See citations under working paper version above.
- Péter Kondor & Ron Kaniel, 2011. "The delegated Lucas tree," 2011 Meeting Papers 580, Society for Economic Dynamics.
- Kaniel, Ron & Kondor, Péter, 2011. "The delegated Lucas tree," CEPR Discussion Papers 8578, C.E.P.R. Discussion Papers.
- 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.
See citations under working paper version above.
- Veronica Guerrieri & Péter Kondor, 2009. "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers 14898, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
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- Péter Kondor, 2012.
"The More We Know about the Fundamental, the Less We Agree on the Price,"
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Cited by:
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- Jean-Pierre Benoît & Juan Dubra, 2018.
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1801, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
- Benoît, Jean-Pierre & Dubra, Juan, 2018. "When do populations polarize? An explanation," MPRA Paper 86173, University Library of Munich, Germany.
- Kurlat, Pablo & Veldkamp, Laura, 2015.
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- Goldstein, Itay & Yang, Liyan, 2019.
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- Isaac Loh & Gregory Phelan, 2016.
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Department of Economics Working Papers
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- Isaac Loh & Gregory Phelan, 2019. "Dimensionality And Disagreement: Asymptotic Belief Divergence In Response To Common Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(4), pages 1861-1876, November.
- Giovanni Cespa & Xavier Vives, 2011.
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CESifo Working Paper Series
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- Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
- Christopher S. Armstrong & Mirko S. Heinle & Irina Luneva, 2024. "Financial information and diverging beliefs," Review of Accounting Studies, Springer, vol. 29(3), pages 2082-2124, September.
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- Giovanni Cespa & Xavier Vives, 2014.
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- Giovanni Cespa & Xavier Vives, 2015. "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
- Chen, Tao, 2020. "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, vol. 109(C), pages 174-183.
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- Hajime Tomura, 2022. "What Will Be the Impact of Fintech on the Payment System? A Perspective from Money Creation," Working Papers 2205, Waseda University, Faculty of Political Science and Economics.
- Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
- Jan Schneemeier, 2019. "Shock Propagation Through Cross-Learning in Opaque Networks," 2019 Meeting Papers 329, Society for Economic Dynamics.
- Nimark, Kristoffer P, 2013.
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- Kristoffer Nimark, 2012. "Man-bites-dog business cycles," 2012 Meeting Papers 127, Society for Economic Dynamics.
- Kristoffer Nimark, 2011. "Man-bites-dog business cycles," Economics Working Papers 1341, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2013.
- Kristoffer P. Nimark, 2013. "Man-Bites-Dog Business Cycle," Working Papers 700, Barcelona School of Economics.
- Kristoffer P. Nimark, 2014. "Man-Bites-Dog Business Cycles," American Economic Review, American Economic Association, vol. 104(8), pages 2320-2367, August.
- Xiong, Yan & Yang, Liyan, 2021. "Disclosure, competition, and learning from asset prices," Journal of Economic Theory, Elsevier, vol. 197(C).
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- Benoît, Jean-Pierre & Dubra, Juan, 2014.
"A Theory of Rational Attitude Polarization,"
MPRA Paper
60129, University Library of Munich, Germany.
- Jean-Pierre Benoit & Juan Dubra, 2016. "A Theory of Rational Attitude Polarization," Working Papers 16-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021. "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, vol. 140(3), pages 916-940.
- Jeong, Daeyoung, 2019. "Using cheap talk to polarize or unify a group of decision makers," Journal of Economic Theory, Elsevier, vol. 180(C), pages 50-80.
- Albagli, Elias, 2015. "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 787-837.
- Liang, Hanchao & Yang, Chunpeng & Cai, Chuangqun, 2017. "Beauty contest, bounded rationality, and sentiment pricing dynamics," Economic Modelling, Elsevier, vol. 60(C), pages 71-80.
- Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Adam Meirowitz & Shaoting Pi & Dimitrios Xefteris, 2024.
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PSE Working Papers
halshs-04075483, HAL.
- Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Adam Meirowitz & Shaoting Pi & Dimitrios Xefteris, 2024. "Public Information as a Source of Disagreement," Working Papers halshs-04075483, HAL.
- Christoph S. Weber, 2017.
"The Effect of Central Bank Transparency on Exchange Rate Volatility,"
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- Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
- Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
- George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
- Lili Dai & Jerry T. Parwada & Donald W. Winchester & Bohui Zhang, 2022. "The more we know, the less we agree: A test of the trading horizon heterogeneity theory," The Financial Review, Eastern Finance Association, vol. 57(1), pages 45-67, February.
- Tao Chen, 2022. "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-28, September.
- Liyan Yang & Itay Goldstein, 2014. "Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects," 2014 Meeting Papers 154, Society for Economic Dynamics.
- Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu, 2020. "Is information risk priced? Evidence from abnormal idiosyncratic volatility," Journal of Financial Economics, Elsevier, vol. 135(2), pages 528-554.
- Martijn Cremers & Ankur Pareek & Zacharias Sautner, 2021. "Short‐Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs," Journal of Accounting Research, Wiley Blackwell, vol. 59(3), pages 911-958, June.
- Han, Bing & Tang, Ya & Yang, Liyan, 2016. "Public information and uninformed trading: Implications for market liquidity and price efficiency," Journal of Economic Theory, Elsevier, vol. 163(C), pages 604-643.
- Yang, Chunpeng & Cai, Chuangqun, 2014. "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, vol. 39(C), pages 95-100.
- Henry L. Friedman & Mirko S. Heinle, 2016. "Taste, information, and asset prices: implications for the valuation of CSR," Review of Accounting Studies, Springer, vol. 21(3), pages 740-767, September.
- Liyan Yang & Itay Goldstein, 2012. "Information Diversity and Market Efficiency Spirals," 2012 Meeting Papers 349, Society for Economic Dynamics.
- Lunawat, Radhika, 2021. "Learning from trading activity in laboratory security markets with higher-order uncertainty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
- Paul Fischer & Chongho Kim & Frank Zhou, 2022. "Disagreement about fundamentals: measurement and consequences," Review of Accounting Studies, Springer, vol. 27(4), pages 1423-1456, December.
- Elías Albagli, 2013. "Investment Horizons and Asset Prices under Asymmetric Information," Working Papers Central Bank of Chile 709, Central Bank of Chile.
- 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, April.
See citations under working paper version above.
- Péter Kondor, 2006. "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers 2006/6, Magyar Nemzeti Bank (Central Bank of Hungary).