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 1 4 545
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 0 2 6 507
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 0 7 1 2 5 25
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 2 5 39 2 6 23 115
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 3 268 1 5 34 1,169
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 0 1 6 932
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 5 106 1 2 26 484
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 1 316
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 0 1 1 250
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 0 0 191
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 0 2 239
A preferred-habitat model of the term structure of interest rates 0 0 1 17 0 1 13 75
A preferred-habitat model of the term structure of interest rates 0 1 1 36 0 2 5 171
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 0 1 144
A search-based theory of the on-the-run phenomenon 0 0 0 3 1 1 4 167
An Institutional Theory of Momentum and Reversal 0 0 0 62 0 0 4 398
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 0 0 179
An Institutional Theory of Momentum and Reversal 0 0 0 24 2 2 3 211
An institutional Theory of Momentum and Reversal 0 0 0 48 0 0 1 276
An institutional theory of momentum and reversal 0 0 0 10 0 1 4 119
Asset Management Contracts and Equilibrium Prices 0 0 0 28 0 0 2 143
Asset Management Contracts and Equilibrium Prices 0 0 1 9 0 3 9 132
Asset management as creator of market inefficiency 0 0 0 18 0 0 1 13
Asset management contracts and equilibrium prices 0 0 0 0 0 0 3 8
Asset management contracts and equilibrium prices 0 0 0 0 1 1 2 3
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 1 1 42 0 1 1 159
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 24 0 0 4 96
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 1 1 99
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 0 1 6
Bond Supply and Excess Bond Returns 0 0 0 69 0 1 2 265
Bond Supply and Excess Bond Returns 0 0 3 120 0 0 6 496
Bond Supply and Excess Bond Returns 0 0 1 136 1 2 8 544
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 0 1 1 3
Bond supply and excess bond returns 0 0 2 16 0 0 3 103
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) 0 2 2 3 0 4 5 6
Curse of the benchmarks 0 0 1 1 0 0 5 5
Decentralization and the management of competition 0 0 0 16 0 0 0 148
ESBies - Safety in the tranches 0 0 1 9 0 0 1 77
ESBies: Safety in the Tranches 0 0 0 25 0 1 4 164
ESBies: Safety in the Tranches 0 0 0 59 0 5 9 225
ESBies: Safety in the tranches 0 0 1 27 0 0 5 123
ESBies: Safety in the tranches 0 0 0 4 0 1 3 62
ESBies: Safety in the tranches 0 0 0 9 0 2 2 139
ESBies: safety in the tranches 1 1 1 23 1 1 4 83
ESBies: safety in the tranches 0 0 0 10 0 2 2 70
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 95 0 0 3 470
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 1 19 0 1 3 121
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 11 1 1 2 57
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 0 2 72
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 0 1 4 108
Financial markets where traders neglect the informational content of prices 0 0 0 5 1 1 6 33
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 1 1 3
Financially constrained arbitrage and cross-market contagion 0 3 4 89 2 14 17 213
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 0 2 526 4 8 29 1,761
Flight to quality, flight to liquidity, and the pricing of risk 0 1 1 35 0 3 4 288
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 1 1 2 32 2 2 8 92
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 57 1 1 3 80
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 0 1 163
Fund flows and asset prices: a baseline model 0 0 0 0 0 1 2 3
Limits of Arbitrage: The State of the Theory 0 0 0 72 0 0 2 215
Limits of Arbitrage: The State of the Theory 0 0 1 75 0 0 4 220
Limits of Arbitrage: The State of the Theory 0 1 5 263 2 6 37 719
Limits of arbitrage: the state of the theory 0 0 1 1 0 0 3 5
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 0 3 120
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 2 3 4 176
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 1 3 4 117
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 2 110
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 1 3 124
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 0 0 99
Liquidity and Asset Prices: A Unified Framework 0 0 0 136 0 0 5 341
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 1 77 0 0 2 205
Liquidity and asset prices: a united framework 0 0 0 4 0 0 1 39
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 0 0 2 5
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 0 0 0 14
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 0 0 98
Market Liquidity - Theory and Empirical Evidence 0 0 1 353 0 1 5 1,112
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 0 1 5 312
Market liquidity - theory and empirical evidence 0 0 1 1 1 1 2 4
Passive Investing and the Rise of Mega-Firms 0 1 2 21 0 5 12 130
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 0 3 148 0 1 11 884
Persuasion bias, social influence, and uni-dimensional opinions 1 1 1 32 1 2 10 207
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 3 128
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 3 220
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 1 2
Price pressure in the government bond market 0 0 0 25 0 0 2 141
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 2 3 181
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 1 3 68
Strategic trading and welfare in a dynamic market 0 0 0 4 0 0 1 125
Strategic trading in a dynamic noisy market 0 0 0 6 0 0 2 48
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 0 2 52
Supply and Demand and the Term Structure of Interest Rates 0 0 0 12 0 0 4 24
Supply and demand and the term structure of interest rates 0 0 5 5 1 2 7 7
The Analytics of the Greek Crisis 0 0 0 93 0 0 2 167
The Analytics of the Greek Crisis 0 0 0 85 0 1 3 203
The Analytics of the Greek Crisis 0 0 0 35 0 1 1 176
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 1 1 1 13 2 2 5 43
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 2 0 1 2 8
The Dynamics of Financially Constrained Arbitrage 0 0 1 7 0 0 3 146
The Dynamics of Financially Constrained Arbitrage 0 0 1 9 0 0 4 130
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 1 144
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 179 1 3 6 1,104
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 0 1 4 291
The Greek Economic Crisis and the Banks 0 1 4 13 2 9 18 44
The Greek economic crisis and the banks 0 1 2 10 0 1 4 17
The Impact of Green Investors on Stock Prices 0 0 0 23 0 0 6 19
The Impact of Green Investors on Stock Prices 0 0 0 0 0 1 1 2
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 17 0 1 3 85
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 0 1 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 0 2 113
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 105 0 0 9 355
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 0 0 0 416
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 2 7 45
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 1 2 3 173
The analytics of the Greek crisis 0 0 0 54 0 0 2 133
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 1 3 134
The decentralization of information processing in the presence of interactions 0 0 0 5 0 2 3 37
The distribution of investor beliefs, stock ownership, and stock returns 0 0 1 1 0 1 1 1
The dynamics of financially constrained arbitrage 0 0 0 4 0 2 2 42
The dynamics of financially constrained arbitrage 0 0 0 1 0 1 1 5
The dynamics of financially constrained arbitrage 0 0 0 13 2 2 4 68
The dynamics of financially constrained arbitrage 0 0 1 1 1 1 2 7
The gambler's and hot-hand fallacies: theory and applications 0 0 0 7 0 0 2 70
The impact of green investors on stock prices 0 0 1 16 1 2 5 54
The sovereign-bank diabolic loop and ESBies 0 0 0 33 1 1 2 144
The sovereign-bank diabolic loop and ESBies 0 0 0 15 0 2 2 83
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 1 46
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 0 74
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 1 1 9 0 1 5 32
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 0 2 6
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 6 0 1 2 73
Total Working Papers 4 20 79 5,464 41 158 584 24,189
1 registered items for which data could not be found

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 1 2 3 216
A Preferred‐Habitat Model of the Term Structure of Interest Rates 2 4 15 64 6 10 46 280
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 1 105 0 0 6 465
An Institutional Theory of Momentum and Reversal 0 1 4 58 0 5 15 399
Asset Management Contracts and Equilibrium Prices 0 0 2 7 1 8 31 70
Asset Management as Creator of Market Inefficiency 0 0 2 5 0 2 8 29
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 2 45 1 3 7 199
Bond Supply and Excess Bond Returns 0 0 6 127 4 9 26 473
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 2 3 5 81
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 1 5 1 3 7 32
ESBies: safety in the tranches 0 0 2 64 0 1 7 302
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 4 263 8 10 24 736
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 130 0 1 2 700
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 3 22 0 2 9 152
Introduction to financial economics 0 1 1 110 1 3 3 355
Limits of Arbitrage 0 0 12 79 0 1 34 269
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 1 2 5 126
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 4 74 0 2 9 233
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 2 10 389 0 7 29 1,829
Price Pressure in the Government Bond Market 0 0 1 116 1 4 7 344
Quantitative Easing and Unconventional Monetary Policy – an Introduction 1 2 5 499 1 3 16 1,431
Search and endogenous concentration of liquidity in asset markets 0 0 1 147 0 2 5 348
Strategic Trading and Welfare in a Dynamic Market 0 0 1 89 0 5 11 356
Strategic Trading in a Dynamic Noisy Market 1 2 2 110 1 3 7 294
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 0 1 193
The Analytics of the Greek Crisis 0 0 3 49 0 0 17 199
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 2 6 253
The Dynamics of Financially Constrained Arbitrage 0 0 0 13 1 1 5 122
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 82 0 5 14 389
The Sovereign-Bank Diabolic Loop and ESBies 0 1 2 219 2 3 9 816
Theories of Liquidity 0 0 0 170 0 1 5 878
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 1 1 4 696
Total Journal Articles 4 13 85 3,249 33 104 383 13,265

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 1 61
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 1 1 3 22 2 2 11 162
Market Liquidity—Theory and Empirical Evidence * 0 0 1 43 1 2 11 177
The Analytics of the Greek Crisis 0 0 0 63 0 0 11 329
Total Chapters 1 1 4 142 3 4 34 729

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Statistics updated 2025-10-06