Access Statistics for Dimitri Vayanos

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Model of an Imperfectly Competitive Bid-Ask Market 0 0 0 0 0 0 4 540
A Model of Persuasion - With Implications for Financial Markets 0 0 1 134 0 0 2 500
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 2 9 29 3 13 38 71
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 2 4 0 0 6 15
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 3 15 98 2 13 66 425
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 2 173 0 3 7 921
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 4 264 5 10 42 1,115
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 0 1 189
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 0 38 237
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 0 0 33 249
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 0 314
A preferred-habitat model of the term structure of interest rates 1 1 2 16 2 2 11 55
A preferred-habitat model of the term structure of interest rates 0 0 2 34 0 0 7 160
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 0 22 163
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 0 34 143
An Institutional Theory of Momentum and Reversal 0 0 0 24 0 1 18 208
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 0 27 178
An Institutional Theory of Momentum and Reversal 0 0 0 62 0 0 15 389
An institutional Theory of Momentum and Reversal 0 0 0 48 0 0 26 274
An institutional theory of momentum and reversal 0 0 0 10 0 0 19 115
Asset Management Contracts and Equilibrium Prices 0 0 0 8 0 0 5 122
Asset Management Contracts and Equilibrium Prices 0 0 0 27 0 0 4 140
Asset management contracts and equilibrium prices 0 0 0 0 0 0 3 4
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 1 2 158
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 1 1 4
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 1 23 2 4 6 92
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 1 3 94
Bond Supply and Excess Bond Returns 0 0 0 117 0 0 2 488
Bond Supply and Excess Bond Returns 0 0 0 68 0 1 1 260
Bond Supply and Excess Bond Returns 0 1 2 134 1 3 6 528
Bond supply and excess bond returns 0 0 0 14 0 0 4 95
Decentralization and the management of competition 0 0 0 16 0 0 3 147
ESBies - Safety in the tranches 0 0 0 7 0 0 2 69
ESBies: Safety in the Tranches 0 1 1 59 1 3 8 213
ESBies: Safety in the Tranches 0 0 0 25 0 0 7 158
ESBies: Safety in the tranches 0 0 0 9 0 0 1 136
ESBies: Safety in the tranches 0 0 0 26 1 1 2 117
ESBies: Safety in the tranches 0 0 0 4 1 2 7 58
ESBies: safety in the tranches 0 0 2 22 0 0 2 74
ESBies: safety in the tranches 0 0 0 9 0 0 1 59
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 94 1 1 3 465
Equilibrium and welfare in markets with financially constrained arbitrageurs 1 1 3 17 1 1 9 115
Equilibrium interest rate and liquidity premium with transaction costs 0 1 1 10 0 1 3 54
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 0 0 1 103
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 0 1 69
Financial markets where traders neglect the informational content of prices 0 0 0 4 0 0 2 22
Financially constrained arbitrage and cross-market contagion 0 0 0 83 0 2 3 192
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 1 4 522 0 1 49 1,719
Flight to quality, flight to liquidity, and the pricing of risk 0 1 7 33 3 5 56 277
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 29 0 0 1 82
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 56 0 0 2 75
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 1 2 161
Limits of Arbitrage: The State of the Theory 0 0 1 74 0 1 6 213
Limits of Arbitrage: The State of the Theory 1 4 10 253 3 8 37 648
Limits of Arbitrage: The State of the Theory 0 2 3 71 0 4 6 210
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 0 17 113
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 32 0 0 29 171
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 0 23 116
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 17 106
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 0 1 99
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 0 1 120
Liquidity and Asset Prices: A Unified Framework 0 0 0 135 0 0 1 332
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 0 75 0 0 2 201
Liquidity and asset prices: a united framework 0 0 0 4 0 0 0 36
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 0 24 97
Liquidity risk and the dynamics of arbitrage capital 0 1 1 5 0 1 1 14
Market Liquidity - Theory and Empirical Evidence 0 0 1 352 2 4 15 1,101
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 0 1 4 297
Passive Investing and the Rise of Mega-Firms 0 0 0 18 2 3 9 109
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 1 5 142 1 3 39 863
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 28 0 1 8 191
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 0 125
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 4 9 214
Price pressure in the government bond market 0 0 0 24 0 0 2 137
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 0 2 178
Search and endogenous concentration of liquidity in asset markets 0 0 0 6 0 0 1 64
Strategic trading and welfare in a dynamic market 0 0 0 4 0 0 27 124
Strategic trading in a dynamic noisy market 0 0 0 6 0 0 2 46
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 1 1 49
The Analytics of the Greek Crisis 0 0 1 84 0 0 7 199
The Analytics of the Greek Crisis 0 0 0 92 0 0 8 162
The Analytics of the Greek Crisis 0 0 0 34 0 0 29 172
The Analytics of the Greek Crisis 0 0 0 0 0 0 2 7
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 1 0 0 0 5
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 12 1 1 2 38
The Dynamics of Financially Constrained Arbitrage 0 0 0 8 0 2 30 124
The Dynamics of Financially Constrained Arbitrage 0 0 0 6 0 0 24 141
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 0 142
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 3 179 0 0 9 1,092
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 1 58 0 0 6 285
The Greek economic crisis and the banks 3 3 8 8 4 4 12 12
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 0 0 2 414
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 2 79
The Sovereign-Bank Diabolic Loop and ESBies 0 1 4 39 1 3 10 89
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 0 3 109
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 103 0 1 18 338
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 1 1 4 36
The Sovereign-Bank Diabolic Loop and Esbies 0 0 1 43 0 0 6 168
The analytics of the Greek crisis 0 0 2 53 0 0 30 127
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 0 38 130
The decentralization of information processing in the presence of interactions 0 0 0 4 0 0 0 33
The dynamics of financially constrained arbitrage 0 0 0 4 0 0 1 40
The dynamics of financially constrained arbitrage 0 0 0 13 0 0 0 64
The gambler's and hot-hand fallacies: theory and applications 0 0 0 7 0 0 2 64
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 2 73
The sovereign-bank diabolic loop and ESBies 0 0 2 15 0 0 3 78
The sovereign-bank diabolic loop and ESBies 0 0 0 3 0 0 3 42
The sovereign-bank diabolic loop and ESBies 1 2 3 33 2 5 10 140
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 3 8 0 1 7 24
Transaction costs and asset prices: a dynamic equilibrium model 0 1 1 5 0 1 1 70
Total Working Papers 7 28 111 5,251 40 121 1,173 23,082

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of Financial Market Liquidity Based on Intermediary Capital 0 0 0 57 0 0 1 211
A Preferred‐Habitat Model of the Term Structure of Interest Rates 1 1 5 39 6 16 41 185
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 1 104 0 2 17 457
An Institutional Theory of Momentum and Reversal 0 0 1 54 0 6 14 372
Asset Management Contracts and Equilibrium Prices 0 0 1 1 1 4 18 18
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 43 2 5 8 188
Bond Supply and Excess Bond Returns 2 4 12 114 4 10 43 418
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 1 26 0 0 2 76
ESBies: safety in the tranches 0 0 3 61 0 0 10 290
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 2 7 254 1 8 27 686
Equilibrium interest rate and liquidity premium with transaction costs 0 1 1 129 1 5 6 697
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 1 19 0 0 6 141
Introduction to financial economics 0 0 1 109 0 1 4 352
Limits of Arbitrage 2 3 9 58 5 8 18 208
Liquidity Risk and the Dynamics of Arbitrage Capital 0 1 2 26 0 3 7 119
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 2 70 2 4 10 218
Persuasion Bias, Social Influence, and Unidimensional Opinions 3 7 18 369 8 18 95 1,757
Price Pressure in the Government Bond Market 0 0 3 115 0 1 11 332
Quantitative Easing and Unconventional Monetary Policy – an Introduction 1 2 11 484 4 7 37 1,388
Search and endogenous concentration of liquidity in asset markets 0 0 3 145 0 1 6 340
Strategic Trading and Welfare in a Dynamic Market 0 0 0 86 0 0 17 341
Strategic Trading in a Dynamic Noisy Market 0 0 1 107 0 0 3 284
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 0 3 192
The Analytics of the Greek Crisis 0 0 1 42 1 4 16 172
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 0 1 244
The Dynamics of Financially Constrained Arbitrage 0 0 1 12 0 0 4 112
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 2 81 0 0 8 367
The Sovereign-Bank Diabolic Loop and ESBies 1 1 4 215 2 3 21 797
Theories of Liquidity 0 1 4 168 0 2 24 868
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 1 2 4 691
Total Journal Articles 10 23 95 3,087 38 110 482 12,521

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A restart procedure to deal with COVID-19 0 0 2 14 1 2 10 57
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 2 19 0 2 11 145
Market Liquidity—Theory and Empirical Evidence * 0 1 5 40 0 5 18 158
The Analytics of the Greek Crisis 0 0 0 63 0 6 15 308
Total Chapters 0 2 9 136 1 15 54 668

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Statistics updated 2023-12-04