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 1 2 2 543
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 1 2 4 505
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 5 37 3 5 20 104
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 7 0 1 5 23
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 2 6 106 4 14 37 482
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 1 2 5 931
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 3 268 5 16 39 1,162
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 89 0 0 0 315
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 24 0 0 2 239
A preferred-habitat model of the term structure of interest rates 0 0 1 35 0 0 5 169
A preferred-habitat model of the term structure of interest rates 0 0 1 17 3 5 15 72
A search-based theory of the on-the-run phenomenon 0 0 0 1 1 1 1 144
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 1 2 165
An Institutional Theory of Momentum and Reversal 0 0 0 24 0 0 1 209
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 62 2 3 4 398
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 0 3 118
Asset Management Contracts and Equilibrium Prices 0 0 1 9 0 1 6 128
Asset Management Contracts and Equilibrium Prices 0 0 0 28 0 1 2 143
Asset management as creator of market inefficiency 0 0 0 18 0 1 1 13
Asset management contracts and equilibrium prices 0 0 0 0 1 2 3 8
Asset management contracts and equilibrium prices 0 0 0 0 0 0 1 2
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 0 0 0 1 6
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 1 1 1 24 1 1 3 95
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 0 2 98
Bond Supply and Excess Bond Returns 0 0 1 135 0 3 10 540
Bond Supply and Excess Bond Returns 0 0 1 69 0 0 2 264
Bond Supply and Excess Bond Returns 0 1 3 120 2 3 6 496
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 0 0 2 16 0 1 4 103
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 1 2 2
Curse of the benchmarks 1 1 1 1 1 2 5 5
Decentralization and the management of competition 0 0 0 16 0 0 0 148
ESBies - Safety in the tranches 1 1 2 9 1 1 5 77
ESBies: Safety in the Tranches 0 0 0 59 1 1 4 220
ESBies: Safety in the Tranches 0 0 0 25 1 2 5 163
ESBies: Safety in the tranches 0 0 0 4 0 0 3 61
ESBies: Safety in the tranches 0 0 0 9 0 0 1 137
ESBies: Safety in the tranches 0 0 1 27 1 1 5 123
ESBies: safety in the tranches 0 0 0 10 0 0 2 68
ESBies: safety in the tranches 0 0 0 22 1 2 5 82
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 95 0 1 3 470
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 1 19 0 0 2 120
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 10 0 0 0 55
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 0 0 3 107
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 1 2 72
Financial markets where traders neglect the informational content of prices 0 0 0 5 0 0 8 32
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 0 0 2
Financially constrained arbitrage and cross-market contagion 0 0 2 86 0 1 4 199
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 0 2 526 4 9 26 1,752
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 34 1 1 4 285
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 57 0 0 3 78
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 31 0 1 5 88
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 1 2 163
Fund flows and asset prices: a baseline model 0 0 0 0 0 1 1 2
Limits of Arbitrage: The State of the Theory 1 2 4 262 1 12 37 711
Limits of Arbitrage: The State of the Theory 0 0 0 72 1 1 2 215
Limits of Arbitrage: The State of the Theory 0 0 1 75 0 1 3 219
Limits of arbitrage: the state of the theory 0 0 1 1 0 1 4 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 0 1 1 2 110
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 0 1 1 173
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 0 1 114
Liquidity and Asset Prices: A Unified Framework 0 0 1 136 0 2 8 341
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 38 0 1 3 123
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 1 77 0 0 3 205
Liquidity and asset prices: a united framework 0 0 0 4 0 1 2 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 0 7 1,111
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 1 2 9 311
Market liquidity - theory and empirical evidence 0 0 0 0 0 0 1 2
Passive Investing and the Rise of Mega-Firms 1 1 1 20 2 2 6 123
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 2 2 4 148 2 4 15 882
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 31 1 2 8 204
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 0 0 0 2 2
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 1 5 220
Price pressure in the government bond market 0 0 0 25 0 1 3 141
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 1 1 179
Search and endogenous concentration of liquidity in asset markets 0 0 1 7 0 1 2 66
Strategic trading and welfare in a dynamic market 0 0 0 4 0 1 1 125
Strategic trading in a dynamic noisy market 0 0 0 6 0 1 1 47
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 2 2 52
Supply and Demand and the Term Structure of Interest Rates 0 0 2 12 0 2 9 24
Supply and demand and the term structure of interest rates 0 1 5 5 0 1 4 4
The Analytics of the Greek Crisis 0 0 0 85 0 0 2 202
The Analytics of the Greek Crisis 0 0 0 93 0 0 2 167
The Analytics of the Greek Crisis 0 0 0 35 0 0 0 175
The Analytics of the Greek Crisis 0 0 0 1 0 1 2 10
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 12 0 0 3 41
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 1 2 0 0 1 6
The Dynamics of Financially Constrained Arbitrage 0 0 1 9 1 1 4 130
The Dynamics of Financially Constrained Arbitrage 0 1 1 7 0 2 4 146
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 1 2 144
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 179 0 0 7 1,100
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 0 0 4 289
The Greek Economic Crisis and the Banks 0 0 2 11 3 3 11 32
The Greek economic crisis and the banks 1 1 1 9 1 1 3 16
The Impact of Green Investors on Stock Prices 0 0 19 23 1 1 14 18
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 1 104 1 1 9 352
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 1 1 3 113
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 0 3 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 2 84
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 4 5 43
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 2 171
The analytics of the Greek crisis 0 0 0 54 0 0 3 133
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 0 2 133
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 6
The dynamics of financially constrained arbitrage 0 0 0 4 0 0 0 40
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 1 4
The dynamics of financially constrained arbitrage 0 0 0 13 1 1 2 66
The gambler's and hot-hand fallacies: theory and applications 0 0 0 7 0 0 5 70
The impact of green investors on stock prices 0 0 2 16 0 0 10 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 0 0 1 143
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 1 46
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 0 8 0 2 5 31
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 1 2 6
Transaction costs and asset prices: a dynamic equilibrium model 0 0 1 6 1 1 2 72
Total Working Papers 8 15 93 5,439 55 154 560 23,998
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 0 2 214
A Preferred‐Habitat Model of the Term Structure of Interest Rates 4 4 14 59 7 13 53 267
A Search‐Based Theory of the On‐the‐Run Phenomenon 1 1 1 105 2 4 6 465
An Institutional Theory of Momentum and Reversal 0 0 3 57 2 5 14 394
Asset Management Contracts and Equilibrium Prices 0 1 4 7 5 10 27 59
Asset Management as Creator of Market Inefficiency 0 0 2 5 0 0 9 27
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 1 1 2 45 2 2 4 195
Bond Supply and Excess Bond Returns 1 2 10 127 4 7 28 460
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 2 2 78
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 1 2 5 0 2 6 28
ESBies: safety in the tranches 0 0 3 64 1 2 8 301
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 5 263 1 4 21 725
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 0 3 22 1 4 8 150
Introduction to financial economics 0 0 0 109 0 0 0 352
Limits of Arbitrage 1 5 12 79 3 9 37 268
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 0 1 4 124
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 2 4 74 0 4 11 231
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 1 10 387 1 3 34 1,821
Price Pressure in the Government Bond Market 0 0 1 116 0 0 5 340
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 0 8 497 0 5 24 1,427
Search and endogenous concentration of liquidity in asset markets 0 0 1 147 1 1 4 346
Strategic Trading and Welfare in a Dynamic Market 0 1 2 89 0 2 7 350
Strategic Trading in a Dynamic Noisy Market 0 0 0 108 0 3 5 291
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 1 1 193
The Analytics of the Greek Crisis 1 3 3 49 4 13 19 199
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 1 3 3 250
The Dynamics of Financially Constrained Arbitrage 0 0 1 13 0 0 7 121
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 82 1 3 11 382
The Sovereign-Bank Diabolic Loop and ESBies 0 0 2 218 2 3 9 812
Theories of Liquidity 0 0 1 170 0 0 7 877
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 1 1 3 695
Total Journal Articles 9 23 96 3,235 39 107 381 13,141

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 1 2 61
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 21 0 1 11 159
Market Liquidity—Theory and Empirical Evidence * 0 0 2 43 1 3 10 174
The Analytics of the Greek Crisis 0 0 0 63 2 5 14 329
Total Chapters 0 0 4 141 3 10 37 723

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Statistics updated 2025-06-06