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 1 541
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 0 1 2 503
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 1 7 37 1 3 22 99
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 3 7 0 0 7 22
A Preferred-Habitat Model of the Term Structure of Interest Rates 1 2 2 267 1 8 25 1,146
A Preferred-Habitat Model of the Term Structure of Interest Rates 1 2 5 104 2 6 35 468
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 0 2 5 929
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 2 2 2 239
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 0 2 191
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 0 0 0 249
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 0 315
A preferred-habitat model of the term structure of interest rates 0 0 1 35 1 2 7 169
A preferred-habitat model of the term structure of interest rates 0 1 1 17 0 2 12 67
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 0 0 143
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 1 1 164
An Institutional Theory of Momentum and Reversal 0 0 0 24 0 1 1 209
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 0 1 179
An Institutional Theory of Momentum and Reversal 0 0 0 62 0 1 3 395
An institutional Theory of Momentum and Reversal 0 0 0 48 0 0 2 276
An institutional theory of momentum and reversal 0 0 0 10 0 0 3 118
Asset Management Contracts and Equilibrium Prices 0 1 1 9 1 2 5 127
Asset Management Contracts and Equilibrium Prices 0 0 1 28 0 1 2 142
Asset management as creator of market inefficiency 0 0 0 18 0 0 0 12
Asset management contracts and equilibrium prices 0 0 0 0 0 1 1 2
Asset management contracts and equilibrium prices 0 0 0 0 1 1 1 6
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 0 0 158
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 0 4 98
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 0 1 6
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 23 0 1 2 94
Bond Supply and Excess Bond Returns 0 0 1 69 1 1 3 264
Bond Supply and Excess Bond Returns 1 1 2 119 1 2 3 493
Bond Supply and Excess Bond Returns 0 0 1 135 0 1 7 537
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 0 0 1 2
Bond supply and excess bond returns 1 1 2 16 1 1 7 102
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) 0 0 1 1 0 0 1 1
Curse of the benchmarks 0 0 0 0 1 2 3 3
Decentralization and the management of competition 0 0 0 16 0 0 1 148
ESBies - Safety in the tranches 0 0 1 8 0 0 5 76
ESBies: Safety in the Tranches 0 0 0 25 1 1 3 161
ESBies: Safety in the Tranches 0 0 0 59 0 2 4 219
ESBies: Safety in the tranches 0 1 1 27 1 4 4 122
ESBies: Safety in the tranches 0 0 0 9 0 0 1 137
ESBies: Safety in the tranches 0 0 0 4 0 2 3 61
ESBies: safety in the tranches 0 0 0 22 0 1 5 80
ESBies: safety in the tranches 0 0 1 10 0 0 8 68
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 95 0 0 4 469
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 2 19 1 2 5 120
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 10 0 0 1 55
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 1 2 71
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 1 3 4 107
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 0 1 2
Financial markets where traders neglect the informational content of prices 0 0 1 5 0 1 10 32
Financially constrained arbitrage and cross-market contagion 0 0 2 86 0 0 3 198
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 1 1 3 526 5 8 19 1,743
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 34 0 0 5 284
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 31 2 2 5 87
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 1 1 1 57 1 1 3 78
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 0 1 162
Fund flows and asset prices: a baseline model 0 0 0 0 0 0 0 1
Limits of Arbitrage: The State of the Theory 0 0 1 75 1 1 2 218
Limits of Arbitrage: The State of the Theory 0 0 5 260 2 7 33 699
Limits of Arbitrage: The State of the Theory 0 0 1 72 0 0 3 214
Limits of arbitrage: the state of the theory 0 0 1 1 0 1 4 4
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 2 109
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 1 33 0 0 1 172
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 2 3 120
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 1 1 1 114
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 1 1 2 122
Liquidity and Asset Prices: A Unified Framework 0 0 1 136 0 3 6 339
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 0 0 99
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 1 1 77 1 2 3 205
Liquidity and asset prices: a united framework 0 0 0 4 0 0 1 38
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 1 1 0 1 4 5
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 0 0 98
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 0 0 0 14
Market Liquidity - Theory and Empirical Evidence 0 0 1 353 0 1 9 1,111
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 0 1 11 309
Market liquidity - theory and empirical evidence 0 0 0 0 0 0 2 2
Passive Investing and the Rise of Mega-Firms 0 0 0 19 0 3 7 121
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 1 3 146 2 4 13 878
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 31 0 2 7 202
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 1 2 3 128
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 2 2
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 4 219
Price pressure in the government bond market 0 0 1 25 0 0 3 140
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 0 0 178
Search and endogenous concentration of liquidity in asset markets 0 0 1 7 0 0 1 65
Strategic trading and welfare in a dynamic market 0 0 0 4 0 0 0 124
Strategic trading in a dynamic noisy market 0 0 0 6 0 0 0 46
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 0 0 50
Supply and Demand and the Term Structure of Interest Rates 0 0 5 12 0 0 13 22
Supply and demand and the term structure of interest rates 0 3 4 4 0 1 3 3
The Analytics of the Greek Crisis 0 0 1 85 0 2 3 202
The Analytics of the Greek Crisis 0 0 1 93 1 1 3 167
The Analytics of the Greek Crisis 0 0 1 35 0 0 2 175
The Analytics of the Greek Crisis 0 0 1 1 1 1 2 9
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 1 2 0 0 1 6
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 12 1 3 3 41
The Dynamics of Financially Constrained Arbitrage 1 1 1 9 1 2 3 129
The Dynamics of Financially Constrained Arbitrage 0 0 0 6 1 1 2 144
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 1 143
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 179 0 1 7 1,100
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 0 2 4 289
The Greek Economic Crisis and the Banks 0 0 2 11 1 1 13 29
The Greek economic crisis and the banks 0 0 0 8 0 1 3 15
The Impact of Green Investors on Stock Prices 0 0 23 23 0 3 17 17
The Impact of Green Investors on Stock Prices 0 0 0 0 0 0 1 1
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 1 7 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 104 2 4 9 351
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 23 0 1 2 112
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 2 2 3 84
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 2 171
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 1 1 1 39
The analytics of the Greek crisis 0 0 1 54 0 1 5 133
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 2 3 133
The decentralization of information processing in the presence of interactions 0 0 0 5 0 0 0 34
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 1 4
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 5 6
The dynamics of financially constrained arbitrage 0 0 0 4 0 0 0 40
The dynamics of financially constrained arbitrage 0 0 0 13 0 0 1 65
The gambler's and hot-hand fallacies: theory and applications 0 0 0 7 0 1 5 70
The impact of green investors on stock prices 0 1 4 16 1 3 23 52
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 0 74
The sovereign-bank diabolic loop and ESBies 0 0 0 15 0 0 1 81
The sovereign-bank diabolic loop and ESBies 0 0 0 33 1 1 1 143
The sovereign-bank diabolic loop and ESBies 0 0 1 4 0 1 2 46
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 0 8 0 0 4 29
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 0 1 5
Transaction costs and asset prices: a dynamic equilibrium model 0 0 1 6 0 0 1 71
Total Working Papers 7 20 112 5,424 47 139 554 23,844
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 0 1 3 214
A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 2 15 55 2 8 55 254
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 104 1 2 2 461
An Institutional Theory of Momentum and Reversal 2 3 3 57 2 3 15 389
Asset Management Contracts and Equilibrium Prices 1 1 4 6 2 8 21 49
Asset Management as Creator of Market Inefficiency 1 2 3 5 1 2 12 27
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 1 1 1 44 1 1 4 193
Bond Supply and Excess Bond Returns 2 3 10 125 2 4 26 453
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 0 0 76
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 1 4 0 0 5 26
ESBies: safety in the tranches 1 2 3 64 1 3 7 299
Equilibrium and welfare in markets with financially constrained arbitrageurs 1 1 7 262 4 5 30 721
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 130 0 0 2 699
Financial Markets Where Traders Neglect the Informational Content of Prices 0 1 3 22 0 1 4 146
Introduction to financial economics 0 0 0 109 0 0 0 352
Limits of Arbitrage 2 5 13 74 6 18 42 259
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 1 2 4 123
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 1 2 72 0 1 8 227
Persuasion Bias, Social Influence, and Unidimensional Opinions 1 4 16 386 5 14 50 1,818
Price Pressure in the Government Bond Market 0 1 1 116 1 3 7 340
Quantitative Easing and Unconventional Monetary Policy – an Introduction 2 2 10 497 2 5 28 1,422
Search and endogenous concentration of liquidity in asset markets 0 1 1 147 1 2 4 345
Strategic Trading and Welfare in a Dynamic Market 0 0 1 88 2 3 6 348
Strategic Trading in a Dynamic Noisy Market 0 0 0 108 0 1 2 288
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 0 0 192
The Analytics of the Greek Crisis 0 0 4 46 0 2 13 186
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 0 2 247
The Dynamics of Financially Constrained Arbitrage 0 0 1 13 1 3 8 121
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 82 0 2 10 379
The Sovereign-Bank Diabolic Loop and ESBies 0 0 2 218 0 0 7 809
Theories of Liquidity 0 0 2 170 2 3 8 877
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 2 2 3 694
Total Journal Articles 14 30 105 3,212 39 99 388 13,034

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 2 60
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 2 21 0 2 12 158
Market Liquidity—Theory and Empirical Evidence * 0 1 3 43 1 4 11 171
The Analytics of the Greek Crisis 0 0 0 63 2 3 14 324
Total Chapters 0 2 5 141 3 9 39 713

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Statistics updated 2025-03-03