Követés
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
3342017
Entangled financial systems
A Zawadowski
The Review of Financial Studies 26 (5), 1291-1323, 2013
2352013
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
1262015
Short-term market reaction after extreme price changes of liquid stocks
ÁG Zawadowski, G Andor, J Kertész
Quantitative Finance 6 (4), 283-295, 2006
762006
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
402004
Interwoven lending, uncertainty, and liquidity hoarding
A Zawadowski
Boston U. School of Management Research Paper, 2011
232011
Price drops, fluctuations, and correlation in a multi-agent model of stock markets
AG Zawadowski, R Karadi, J Kertesz
Physica A: Statistical Mechanics and its Applications 316 (1-4), 403-412, 2002
222002
Learning in crowded markets
P Kondor, A Zawadowski
Journal of Economic Theory 184, 104936, 2019
162019
The tragedy of complexity
M Oehmke, A Zawadowski
LSE and CEU Working Paper, 2019
132019
Correlations and response: absence of detailed balance on the stock market
J Kertész, L Kullmann, AG Zawadowski, R Karadi, K Kaski
Physica A: Statistical Mechanics and its Applications 324 (1-2), 74-80, 2003
92003
Kezelési költségük határozza-e meg a magyarországon forgalmazott részvénypiaci befektetési alapok teljesítményét?
Á Zawadowski
Közgazdasági Szemle 64 (11), 1186-1201, 2017
62017
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: Proceedings of the Second Nikkei …, 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
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Cikkek 1–15