Access Statistics for Dimitri Vayanos

Author contact details at EconPapers.

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 13 558
A Model of Persuasion - With Implications for Financial Markets 0 0 1 136 1 4 15 522
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 8 0 0 12 37
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 0 39 0 1 15 130
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 4 272 10 30 95 1,264
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 1 4 20 952
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 4 110 1 4 35 519
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 11 327
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 1 4 17 208
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 1 1 18 268
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 1 13 252
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers 0 0 12 12 0 2 23 23
A preferred-habitat model of the term structure of interest rates 0 0 0 17 0 1 18 93
A preferred-habitat model of the term structure of interest rates 0 0 3 39 2 4 18 189
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 1 8 152
A search-based theory of the on-the-run phenomenon 0 0 0 3 1 1 39 206
An Institutional Theory of Momentum and Reversal 0 0 0 24 0 1 15 226
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 1 13 192
An Institutional Theory of Momentum and Reversal 0 0 1 63 1 2 22 420
An institutional Theory of Momentum and Reversal 0 0 1 49 0 1 25 301
An institutional theory of momentum and reversal 0 0 0 10 0 1 29 148
Asset Management Contracts and Equilibrium Prices 1 1 1 10 2 3 13 145
Asset Management Contracts and Equilibrium Prices 0 0 0 28 1 2 22 165
Asset management as creator of market inefficiency 0 0 0 18 0 0 14 27
Asset management contracts and equilibrium prices 0 0 0 0 1 1 13 16
Asset management contracts and equilibrium prices 0 0 0 0 1 1 13 21
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 42 0 1 11 170
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 25 0 0 28 124
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 1 2 14 20
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 3 22 121
Bond Supply and Excess Bond Returns 0 0 2 138 1 1 30 574
Bond Supply and Excess Bond Returns 0 0 0 69 0 0 18 283
Bond Supply and Excess Bond Returns 0 0 0 120 2 2 11 507
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 1 1 12 15
Bond supply and excess bond returns 0 0 0 16 1 1 19 122
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) 0 1 2 5 1 4 18 24
Curse of the benchmarks 0 0 3 4 2 2 18 23
Decentralization and the management of competition 0 0 0 16 1 1 8 156
ESBies - Safety in the tranches 0 0 0 9 1 6 16 93
ESBies: Safety in the Tranches 0 0 0 25 0 2 18 182
ESBies: Safety in the Tranches 0 0 0 59 1 3 21 246
ESBies: Safety in the tranches 0 0 1 10 0 3 16 155
ESBies: Safety in the tranches 0 0 0 4 1 2 14 76
ESBies: Safety in the tranches 0 0 0 27 0 1 16 139
ESBies: safety in the tranches 0 0 0 23 0 1 13 96
ESBies: safety in the tranches 0 0 0 10 0 2 13 83
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 0 95 1 1 30 500
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 2 21 1 4 63 184
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 11 0 0 21 78
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 1 3 19 127
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 1 3 19 91
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 0 11 14
Financial markets where traders neglect the informational content of prices 0 0 0 5 0 1 16 49
Financially constrained arbitrage and cross-market contagion 0 0 1 90 0 1 14 227
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 2 5 531 3 10 63 1,824
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 35 0 0 23 311
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 33 1 5 26 118
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 57 0 1 20 100
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 1 4 13 176
Fund flows and asset prices: a baseline model 0 0 0 0 0 3 13 16
Limits of Arbitrage: The State of the Theory 0 0 2 77 1 4 12 232
Limits of Arbitrage: The State of the Theory 0 0 0 72 2 8 28 243
Limits of Arbitrage: The State of the Theory 1 3 7 270 4 9 51 770
Limits of arbitrage: the state of the theory 0 0 0 1 2 5 20 25
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 0 2 17 193
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 0 15 132
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 1 1 12 122
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 0 10 130
Liquidity and Asset Prices: A Unified Framework 0 0 1 137 0 2 45 386
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 1 8 107
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 0 15 139
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 0 77 0 1 25 230
Liquidity and asset prices: a united framework 0 0 0 4 1 1 11 50
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 0 1 18 23
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 0 7 105
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 0 0 10 24
Market Liquidity - Theory and Empirical Evidence 0 0 2 355 0 1 23 1,135
Market Liquidity -- Theory and Empirical Evidence 1 1 3 80 1 5 49 361
Market liquidity - theory and empirical evidence 0 0 1 2 1 1 21 25
Passive Investing and the Rise of Mega-Firms 0 0 1 10 0 2 15 47
Passive Investing and the Rise of Mega-Firms 0 0 2 23 1 5 45 175
Passive investing and the rise of mega-firms 0 0 8 8 1 4 24 24
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 0 1 149 1 3 29 913
Persuasion bias, social influence, and uni-dimensional opinions 0 0 0 32 1 1 24 231
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 1 1 6 134
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 1 9 229
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 1 1 8 10
Price pressure in the government bond market 0 0 2 27 1 2 10 151
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 1 12 193
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 0 11 79
Strategic trading and welfare in a dynamic market 0 0 0 4 0 3 43 168
Strategic trading in a dynamic noisy market 0 0 0 6 1 2 11 59
Strong-form efficiency with monopolistic insiders 0 0 1 13 0 0 15 67
Supply and Demand and the Term Structure of Interest Rates 0 0 1 13 0 0 29 53
Supply and demand and the term structure of interest rates 0 0 1 6 0 1 20 27
The Analytics of the Greek Crisis 0 0 1 36 0 2 25 201
The Analytics of the Greek Crisis 0 0 0 93 2 2 15 182
The Analytics of the Greek Crisis 0 0 0 1 0 2 6 16
The Analytics of the Greek Crisis 0 0 0 85 0 4 19 222
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 13 0 1 9 52
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 2 1 2 12 20
The Dynamics of Financially Constrained Arbitrage 0 0 0 9 0 1 14 144
The Dynamics of Financially Constrained Arbitrage 0 0 0 7 0 0 8 154
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 8 152
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 180 0 1 28 1,132
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 2 60 1 1 23 314
The Greek Economic Crisis and the Banks 0 1 6 19 3 8 39 83
The Greek economic crisis and the banks 0 0 1 11 1 1 14 31
The Impact of Green Investors on Stock Prices 0 0 0 23 1 4 14 33
The Impact of Green Investors on Stock Prices 0 0 0 0 0 1 12 14
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 17 1 4 13 98
The Sovereign-Bank Diabolic Loop and ESBies 1 1 2 107 2 5 28 383
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 3 13 111
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 1 18 131
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 129 2 3 55 471
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 2 15 188
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 2 51 96
The analytics of the Greek crisis 0 0 0 54 0 1 8 141
The analytics of the Greek crisis: celebratory centenary issue 0 0 2 29 1 1 28 162
The decentralization of information processing in the presence of interactions 0 0 0 5 0 0 12 49
The distribution of investor beliefs, stock ownership, and stock returns 0 0 1 2 1 1 16 17
The dynamics of financially constrained arbitrage 0 0 0 13 0 1 16 84
The dynamics of financially constrained arbitrage 0 0 0 1 0 2 15 20
The dynamics of financially constrained arbitrage 0 0 0 4 0 3 13 55
The dynamics of financially constrained arbitrage 0 0 0 1 0 2 10 17
The gambler's and hot-hand fallacies: theory and applications 0 0 1 8 0 0 16 86
The impact of green investors on stock prices 1 1 1 17 1 2 21 75
The sovereign-bank diabolic loop and ESBies 0 0 0 15 0 0 12 95
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 9 83
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 1 19 163
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 11 57
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 0 8 14
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 6 3 3 23 96
Total Working Papers 5 12 98 5,563 87 281 2,620 26,819

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 14 230
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 1 6 6 1 6 48 48
A Preferred‐Habitat Model of the Term Structure of Interest Rates 1 3 8 72 7 16 67 347
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 105 0 1 17 482
An Institutional Theory of Momentum and Reversal 0 2 3 61 2 7 43 442
Asset Management Contracts and Equilibrium Prices 0 1 2 9 1 2 28 98
Asset Management as Creator of Market Inefficiency 0 0 0 5 0 0 7 36
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 45 3 3 16 215
Bond Supply and Excess Bond Returns 0 5 10 137 2 15 54 527
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 0 10 91
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 2 2 2 7 3 4 18 50
ESBies: safety in the tranches 0 1 7 71 3 5 26 328
Equilibrium and welfare in markets with financially constrained arbitrageurs 1 2 3 266 4 10 31 767
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 130 0 2 14 714
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 0 22 2 2 13 165
Introduction to financial economics 0 0 0 110 0 2 11 366
Limits of Arbitrage 1 2 11 90 4 8 39 308
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 0 1 8 134
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 1 75 2 4 17 250
Passive Investing and the Rise of Mega-Firms 1 2 11 11 1 15 58 58
Persuasion Bias, Social Influence, and Unidimensional Opinions 1 2 8 397 9 13 42 1,871
Price Pressure in the Government Bond Market 0 0 0 116 1 2 12 356
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 1 6 505 0 2 39 1,470
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 0 0 14 362
Strategic Trading and Welfare in a Dynamic Market 0 0 0 89 0 1 13 369
Strategic Trading in a Dynamic Noisy Market 0 0 1 111 0 0 9 303
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 1 9 202
Supply and Demand and the Term Structure of Interest Rates 0 0 1 1 0 5 9 9
The Analytics of the Greek Crisis 0 0 3 52 0 1 27 226
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 0 13 266
The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns 0 0 0 0 2 4 9 9
The Dynamics of Financially Constrained Arbitrage 0 0 0 13 1 2 14 136
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 82 1 4 36 425
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 220 0 2 19 835
Theories of Liquidity 0 0 1 171 2 6 17 895
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 1 1 12 708
Total Journal Articles 7 25 86 3,335 52 147 833 14,098

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 0 14 0 0 6 67
Barriers and policy proposals: The public sector 0 0 0 0 0 2 2 2
Barriers and policy recommendations: Markets 0 0 0 0 1 1 1 1
Executive summary: A Growth Strategy for the Greek Economy 0 0 0 0 1 2 3 3
Final remarks: A growth strategy for the Greek economy 0 0 0 0 0 1 2 2
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 23 1 2 17 179
Global trends and challenges 0 0 0 0 0 0 0 0
Main features and trends of the Greek economy 0 1 1 1 0 2 3 3
Market Liquidity—Theory and Empirical Evidence * 0 0 4 47 0 5 40 217
Sectoral priorities and interventions 0 0 0 0 0 2 2 2
The Analytics of the Greek Crisis 0 0 0 63 0 1 23 352
Vision and goals for the Greek economy 0 0 0 0 0 0 0 0
Total Chapters 0 1 6 148 3 18 99 828

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11