Péter Kondor

Causal Inference for Asset Pricing (with Valentin Haddad and Zhiguo He and  Paul Huebner and Erik Loualiche)
Mach 2025

Demand Elasticity in Dynamic Asset Pricing (with Zhiguo He and Jessica Li)
August 2024

Equilibrium Spillovers of Big Data (with Pablo Kurlat and Maryam Farboodi)
March 2025

Political Connections, Ownership Networks and Firm Productivity in Hybrid Political Regimes (with Balázs Muraközy and  Gergely Ujhelyi)
January 2023

All the President's Money: Market Concentration, Oligarchs and Sanctions in Hybrid Regimes (with Gergely Ujhelyi)  Online Appendix
January 2025

Financial Choice and Financial Information  (with Botond Koszegi)
May 2017 

Cleansing By Tight Credit: Rational Cycles and Endogenous Lending Standards  (with Maryam Farboodi)
Journal of Financial Economics, October 2023, 150, 46–67,  earlier version is NBER w27472  
Online Appendix

Heterogeneous Global Booms and Busts   (with Maryam Farboodi)
American Economic Review, 2022, 112(7): 1–36.  earlier version is NBER w28834  
Online Appendix

Clients' Connections: Measuring the Role of Private Information in Decentralised Markets (with Gábor Pintér)
Journal of Finance, 77(1), February 2022, 505-544, DOI: 10.1111/jofi.13087

Learning in Crowded Markets (with Adam Zawadowski)
Journal of Economic Theory, 184(November), 2019
Online Appendix

Liquidity Risk and the Dynamics of Arbitrage Capital (with Dimitri Vayanos)
Journal of Finance 74(3), 1139-1173, June 2019 , earlier version is NBER w19931
MATLAB code

Trading and Information Diffusion in Over-the-Counter markets (with Ana Babus)
Econometrica Vol. 86. No. 5 (September, 2018), 1727-1769 MATLAB code,
Corrigendum (joint with Ana Babus and Yilin Wang), Vol. 88. No. 5, 2221-2228 MATLAB code

Inefficient Investment Waves (with Zhiguo He)
Econometrica Vol. 84, No. 2 (March, 2016), 735–780
Online Appendix, Additional Material
See also as the earler version NBER w18217

Do Hedge Funds Reduce Idiosyncratic Risk? (with Ronnie Sadka and Namho Kang)
Journal of Financial and Quantitative Analysis, 49(4), August 2014, 843-877
earlier version under a different title is CEPR DP 8307

The delegated Lucas tree (with Ron Kaniel)
Review of Financial Studies, 26 (4),April 2013, 929-984
(an earlier version is CEPR DP8578) Appendix D

Fund Managers, Career Concerns, and Asset Price Volatility (with Veronica Guerrieri)
American Economic Review, 102(5), August 2012, 1986-2017. Web Appendix
(see also an earlier version as NBER w14898)

The more we know about the fundamental, the less we agree on the price
Review of Economic Studies, 79(3), July 2012, 1175-1207 Web Appendix B, Web Appendix C
(an earlier version under stlightly different title is CEPR DP8455)

Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
Journal of Finance, 64(2), April 2009, 638-658
Winner of the Smith Breeden First Prize for the Best Paper in asset pricing on the Journal of Finance in 2009.