Peter Kondor

Peter Kondor is an Assistant Professor affiliated with the London School of Economics & Political Science (LSE) and Central European University (CEU). His research focuses on finance, asset pricing, liquidity risk, market microstructure, and arbitrage dynamics.

Research Interests:

• Asset pricing with heterogeneous agents
• Liquidity risk and intermediary capital
• Over-the-counter market structures
• Behavioral finance and sentiment analysis
• Global financial cycles and investment waves
• Information diffusion and market stability

Key Publications Trends:

• 2011-2025: Explores causal inference in asset pricing, hedge fund impacts on idiosyncratic risk, and liquidity risk dynamics.
• 2018: Investigates arbitrage capital and liquidity risk in global markets.
• 2020-2025: Analyzes rational sentiments, narrative momentum, and aggregate earnings.