Péter Kondor

Finance · 2009–2012

A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #6,790 of 10,518 by trust here, #5,938 by citations
• Economics and Econometrics — 30 citations into it
• Accounting — 9 citations into it; #5,604 of 8,970 by trust here, #6,020 by citations

Whom Péter Kondor trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Dilip Abreu
2. Joshua D. Coval
3. Suleyman Basak
4. Markus K. Brunnermeier
5. Erik Stafford
6. Benjamin Croitoru
7. Albert S. Kyle
8. Donald MacKenzie
9. Darrell Duffie
10. John Y. Campbell

Who trusts Péter Kondor overall

1. B. Do
2. Douglas W. Diamond
3. Patrick Bolton

Papers from Péter Kondor's perspective

Ordered by how strongly the researchers Péter Kondor trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
2. Equilibrium and welfare in markets with financially constrained arbitrageurs
3. Bubbles and crashes
4. Contagion as a Wealth Effect
5. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
6. Long-Term Capital Management and the sociology of arbitrage
7. Liquidity and Asset Prices
8. Asset Fire Sales (and Purchases) in Equity Markets
9. Liquidity Black Holes
10. Risks and Portfolio Decisions Involving Hedge Funds

Their papers

• Trading and Information Diffusion in Over-the-Counter Markets (2012) — 156 citations
• Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading (2009) — 146 citations