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 2 5 15 557
A Model of Persuasion - With Implications for Financial Markets 0 0 1 136 2 4 13 517
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 2 39 3 5 28 129
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 8 0 4 14 37
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 3 271 5 19 73 1,230
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 1 5 18 948
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 2 3 109 6 13 35 513
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 1 5 12 327
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 1 12 251
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 3 4 16 265
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 5 6 12 203
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers 0 0 12 12 0 2 17 17
A preferred-habitat model of the term structure of interest rates 0 0 0 17 1 2 23 92
A preferred-habitat model of the term structure of interest rates 0 1 4 39 1 5 15 184
A search-based theory of the on-the-run phenomenon 0 0 0 3 1 9 38 203
A search-based theory of the on-the-run phenomenon 0 0 0 1 1 1 7 150
An Institutional Theory of Momentum and Reversal 0 0 0 24 1 4 15 224
An Institutional Theory of Momentum and Reversal 0 0 0 17 4 5 12 191
An Institutional Theory of Momentum and Reversal 0 0 1 63 1 4 22 418
An institutional Theory of Momentum and Reversal 0 0 1 49 7 11 20 296
An institutional theory of momentum and reversal 0 0 0 10 4 6 25 143
Asset Management Contracts and Equilibrium Prices 0 0 0 28 3 7 20 163
Asset Management Contracts and Equilibrium Prices 0 0 0 9 2 2 14 142
Asset management as creator of market inefficiency 0 0 0 18 2 3 10 23
Asset management contracts and equilibrium prices 0 0 0 0 0 1 11 13
Asset management contracts and equilibrium prices 0 0 0 0 2 3 13 20
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 1 42 3 3 10 168
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 1 3 12 18
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 1 2 19 117
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 2 25 2 3 27 121
Bond Supply and Excess Bond Returns 0 2 3 138 2 9 28 568
Bond Supply and Excess Bond Returns 0 0 0 69 1 2 18 282
Bond Supply and Excess Bond Returns 0 0 0 120 3 3 11 505
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 2 4 12 14
Bond supply and excess bond returns 0 0 0 16 3 3 18 121
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) 0 0 3 4 2 4 17 19
Curse of the benchmarks 0 0 2 2 4 9 15 19
Decentralization and the management of competition 0 0 0 16 0 2 7 155
ESBies - Safety in the tranches 0 0 1 9 1 2 11 87
ESBies: Safety in the Tranches 0 0 0 25 6 9 16 178
ESBies: Safety in the Tranches 0 0 0 59 0 3 22 241
ESBies: Safety in the tranches 0 0 0 9 2 3 12 149
ESBies: Safety in the tranches 0 0 0 27 2 5 16 138
ESBies: Safety in the tranches 0 0 0 4 5 7 13 74
ESBies: safety in the tranches 0 0 0 10 1 1 12 80
ESBies: safety in the tranches 0 0 1 23 2 5 13 94
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 0 95 7 13 29 499
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 2 21 6 9 59 179
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 11 3 7 22 77
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 2 5 16 88
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 5 6 17 124
Financial markets where traders neglect the informational content of prices 0 0 0 0 1 3 11 13
Financial markets where traders neglect the informational content of prices 0 0 0 5 2 2 13 45
Financially constrained arbitrage and cross-market contagion 1 1 4 90 4 7 26 225
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 1 2 528 6 20 57 1,805
Flight to quality, flight to liquidity, and the pricing of risk 0 0 1 35 1 4 26 310
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 57 3 6 21 99
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 33 2 6 22 110
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 2 4 9 172
Fund flows and asset prices: a baseline model 0 0 0 0 3 3 11 13
Limits of Arbitrage: The State of the Theory 0 0 0 72 1 7 19 233
Limits of Arbitrage: The State of the Theory 0 1 1 76 1 2 8 227
Limits of Arbitrage: The State of the Theory 0 1 4 265 2 10 46 756
Limits of arbitrage: the state of the theory 0 0 0 1 1 3 15 20
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 2 4 10 130
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 0 2 16 189
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 2 16 130
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 1 2 12 121
Liquidity and Asset Prices: A Unified Framework 0 0 1 137 2 15 41 382
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 1 2 5 104
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 1 3 13 136
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 0 77 4 10 22 227
Liquidity and asset prices: a united framework 0 0 0 4 0 4 9 48
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 0 9 16 21
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 1 1 6 104
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 3 4 10 24
Market Liquidity - Theory and Empirical Evidence 0 0 2 355 1 3 20 1,131
Market Liquidity -- Theory and Empirical Evidence 0 0 1 78 6 10 38 348
Market liquidity - theory and empirical evidence 0 0 2 2 5 9 19 21
Passive Investing and the Rise of Mega-Firms 0 0 4 23 8 16 43 164
Passive investing and the rise of mega-firms 0 0 8 8 4 5 16 16
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 1 3 149 1 5 28 908
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 32 2 5 24 227
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 2 4 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 2 8 228
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 1 3 7 9
Price pressure in the government bond market 0 1 2 27 1 3 8 149
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 2 12 191
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 1 1 12 78
Strategic trading and welfare in a dynamic market 0 0 0 4 1 23 40 165
Strategic trading in a dynamic noisy market 0 0 0 6 4 5 10 57
Strong-form efficiency with monopolistic insiders 0 0 1 13 4 6 15 67
Supply and Demand and the Term Structure of Interest Rates 0 1 1 13 5 18 27 51
Supply and demand and the term structure of interest rates 0 1 1 6 1 7 22 26
The Analytics of the Greek Crisis 1 1 1 36 3 4 23 198
The Analytics of the Greek Crisis 0 0 0 85 2 4 15 217
The Analytics of the Greek Crisis 0 0 0 93 0 4 13 180
The Analytics of the Greek Crisis 0 0 0 1 1 1 4 14
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 2 1 3 12 18
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 1 13 0 4 10 51
The Dynamics of Financially Constrained Arbitrage 0 0 0 9 0 2 12 141
The Dynamics of Financially Constrained Arbitrage 0 0 0 7 2 3 8 154
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 1 1 8 152
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 180 0 9 28 1,128
The Gambler's and Hot-Hand Fallacies:Theory and Applications 1 2 2 60 2 7 22 311
The Greek Economic Crisis and the Banks 0 0 5 16 2 7 36 65
The Greek economic crisis and the banks 0 0 3 11 6 6 14 29
The Impact of Green Investors on Stock Prices 0 0 0 23 0 3 12 29
The Impact of Green Investors on Stock Prices 0 0 0 0 4 6 12 13
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 129 3 14 48 464
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 3 4 9 107
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 3 4 16 128
The Sovereign-Bank Diabolic Loop and ESBies 0 0 2 106 3 9 26 377
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 1 2 9 93
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 1 2 13 184
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 2 24 49 92
The analytics of the Greek crisis 0 0 0 54 1 1 6 139
The analytics of the Greek crisis: celebratory centenary issue 0 0 1 28 5 9 19 152
The decentralization of information processing in the presence of interactions 0 0 0 5 0 3 14 48
The distribution of investor beliefs, stock ownership, and stock returns 0 1 1 2 4 8 16 16
The dynamics of financially constrained arbitrage 0 0 0 1 2 5 14 18
The dynamics of financially constrained arbitrage 0 0 0 13 1 2 17 82
The dynamics of financially constrained arbitrage 0 0 0 1 3 3 8 14
The dynamics of financially constrained arbitrage 0 0 0 4 2 4 11 51
The gambler's and hot-hand fallacies: theory and applications 1 1 1 8 5 6 12 82
The impact of green investors on stock prices 0 0 0 16 2 8 21 73
The sovereign-bank diabolic loop and ESBies 0 0 0 15 1 1 12 93
The sovereign-bank diabolic loop and ESBies 0 0 0 33 3 8 17 160
The sovereign-bank diabolic loop and ESBies 0 0 0 30 1 1 8 82
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 1 11 57
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 2 10 2 5 14 45
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 1 2 7 13
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 6 1 7 21 92
Total Working Papers 4 21 107 5,539 289 717 2,403 26,346

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 3 5 15 229
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 1 3 5 5 6 17 36 36
A Preferred‐Habitat Model of the Term Structure of Interest Rates 1 2 12 67 4 14 60 320
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 1 105 1 4 17 480
An Institutional Theory of Momentum and Reversal 0 1 2 59 2 8 37 429
Asset Management Contracts and Equilibrium Prices 0 0 1 8 6 8 38 92
Asset Management as Creator of Market Inefficiency 0 0 0 5 0 2 7 34
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 45 2 3 17 210
Bond Supply and Excess Bond Returns 0 3 4 130 6 14 44 500
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 2 2 9 87
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 0 5 1 4 17 45
ESBies: safety in the tranches 0 3 3 67 5 10 19 319
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 1 264 7 10 31 755
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 130 1 4 13 712
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 0 22 1 4 12 161
Introduction to financial economics 0 0 1 110 4 5 11 363
Limits of Arbitrage 1 1 7 85 4 11 29 294
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 2 4 9 133
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 1 75 0 8 15 246
Passive Investing and the Rise of Mega-Firms 1 2 6 6 4 14 32 32
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 1 6 393 4 8 35 1,855
Price Pressure in the Government Bond Market 0 0 0 116 2 5 14 354
Quantitative Easing and Unconventional Monetary Policy – an Introduction 2 3 7 504 10 18 39 1,466
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 1 4 16 361
Strategic Trading and Welfare in a Dynamic Market 0 0 0 89 2 2 15 365
Strategic Trading in a Dynamic Noisy Market 0 0 3 111 1 3 11 302
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 2 5 198
The Analytics of the Greek Crisis 0 0 4 52 1 4 29 224
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 1 4 17 266
The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns 0 0 0 0 1 4 4 4
The Dynamics of Financially Constrained Arbitrage 0 0 0 13 3 4 12 133
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 82 2 13 35 416
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 219 3 7 22 832
Theories of Liquidity 0 0 1 171 0 3 11 888
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 1 3 13 707
Total Journal Articles 6 19 68 3,294 93 235 746 13,848

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 2 2 6 67
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 1 1 2 23 3 4 14 173
Market Liquidity—Theory and Empirical Evidence * 0 0 3 46 7 14 36 209
The Analytics of the Greek Crisis 0 0 0 63 8 12 23 350
Total Chapters 1 1 5 146 20 32 79 799

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 2026-05-06