Adam Zawadowski
Cím
Hivatkozott rá
Hivatkozott rá
Év
The anatomy of the CDS market
M Oehmke, A Zawadowski
The Review of Financial Studies 30 (1), 80-119, 2017
2342017
Entangled financial systems
A Zawadowski
The Review of Financial Studies 26 (5), 1291-1323, 2013
1932013
Synthetic or real? The equilibrium effects of credit default swaps on bond markets
M Oehmke, A Zawadowski
The Review of Financial Studies 28 (12), 3303-3337, 2015
852015
Short-term market reaction after extreme price changes of liquid stocks
ÁG Zawadowski, G Andor, J Kertész
Quantitative Finance 6 (4), 283-295, 2006
572006
Large price changes on small scales
AG Zawadowski, J Kertész, G Andor
Physica A: Statistical Mechanics and its Applications 344 (1-2), 221-226, 2004
332004
Price drops, fluctuations, and correlation in a multi-agent model of stock markets
AG Zawadowski, R Karádi, J Kertész
Physica A: Statistical Mechanics and its Applications 316 (1-4), 403-412, 2002
222002
Interwoven lending, uncertainty, and liquidity hoarding
A Zawadowski
Boston U. School of Management Research Paper, 2011
192011
Correlations and response: absence of detailed balance on the stock market
J Kertesz, L Kullmann, AG Zawadowski, R Karadi, K Kaski
Physica A: Statistical Mechanics and its Applications 324 (1-2), 74-80, 2003
92003
Learning in crowded markets
P Kondor, A Zawadowski
Journal of Economic Theory 184, 104936, 2019
72019
The tragedy of complexity
M Oehmke, A Zawadowski
LSE and CEU Working Paper, 2019
62019
Kezelési költségük határozza-e meg a Magyarországon forgalmazott részvénypiaci befektetési alapok teljesítményét?
Á Zawadowski
Közgazdasági Szemle 64 (11), 1186-1201, 2017
52017
The consumption of active investors and asset prices
A Zawadowski
Available at SSRN 1572286, 2010
12010
Time dependent correlations and response in stock market data and models
J Kertesz, L Kullmann, AG Zawadowski, R Karädi, K Kaski
The Application of Econophysics, 43-50, 2004
12004
Essays in finance
A Zawadowski
Princeton University, 2010
2010
Large changes on small scales: Exogeneous versus endogenuous
A Zawadowski, J Kertesz, G Andor
EUROPHYSICS CONFERENCE ABSTRACTS ECA 27 (C), A41-A41, 2003
2003
A rendszer jelenleg nem tudja elvégezni a műveletet. Próbálkozzon újra később.
Cikkek 1–15