The anatomy of the CDS market M Oehmke, A Zawadowski The Review of Financial Studies 30 (1), 80-119, 2017 | 327 | 2017 |
Entangled financial systems A Zawadowski The Review of Financial Studies 26 (5), 1291-1323, 2013 | 235 | 2013 |
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 | 124 | 2015 |
Short-term market reaction after extreme price changes of liquid stocks ÁG Zawadowski, G Andor, J Kertész Quantitative Finance 6 (4), 283-295, 2006 | 76 | 2006 |
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 | 40 | 2004 |
Interwoven lending, uncertainty, and liquidity hoarding A Zawadowski Boston U. School of Management Research Paper, 2011 | 23 | 2011 |
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 | 22 | 2002 |
Learning in crowded markets P Kondor, A Zawadowski Journal of Economic Theory 184, 104936, 2019 | 16 | 2019 |
The tragedy of complexity M Oehmke, A Zawadowski LSE and CEU Working Paper, 2019 | 13 | 2019 |
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 | 9 | 2003 |
Kezelési költségük határozza-e meg a magyarországon forgalmazott részvénypiaci befektetési alapok teljesítményét? Á Zawadowski Közgazdasági Szemle 64 (11), 1186-1201, 2017 | 6 | 2017 |
The consumption of active investors and asset prices A Zawadowski Available at SSRN 1572286, 2010 | 1 | 2010 |
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 | 1 | 2004 |
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 |