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 3 14 558
A Model of Persuasion - With Implications for Financial Markets 0 0 1 136 0 3 13 518
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 2 39 0 3 20 129
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 8 0 0 14 37
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 3 271 3 9 70 1,234
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 4 110 0 8 33 515
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 0 1 17 948
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 2 5 18 267
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 1 6 13 204
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 0 12 251
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 1 11 327
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers 0 0 12 12 3 4 21 21
A preferred-habitat model of the term structure of interest rates 0 0 0 17 0 1 18 92
A preferred-habitat model of the term structure of interest rates 0 0 4 39 0 2 16 185
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 3 39 205
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 2 7 151
An Institutional Theory of Momentum and Reversal 0 0 0 24 1 2 16 225
An Institutional Theory of Momentum and Reversal 0 0 1 63 0 1 20 418
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 4 12 191
An institutional Theory of Momentum and Reversal 0 0 1 49 2 11 24 300
An institutional theory of momentum and reversal 0 0 0 10 0 8 29 147
Asset Management Contracts and Equilibrium Prices 0 0 0 28 0 3 20 163
Asset Management Contracts and Equilibrium Prices 0 0 0 9 0 2 13 142
Asset management as creator of market inefficiency 0 0 0 18 0 6 14 27
Asset management contracts and equilibrium prices 0 0 0 0 0 2 13 15
Asset management contracts and equilibrium prices 0 0 0 0 0 2 12 20
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 1 42 0 4 11 169
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 25 0 5 28 124
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 1 12 18
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 2 20 118
Bond Supply and Excess Bond Returns 0 0 2 138 2 7 31 573
Bond Supply and Excess Bond Returns 0 0 0 69 0 2 19 283
Bond Supply and Excess Bond Returns 0 0 0 120 0 3 9 505
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 0 2 12 14
Bond supply and excess bond returns 0 0 0 16 0 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 1 3 18 20
Curse of the benchmarks 2 2 3 4 2 6 16 21
Decentralization and the management of competition 0 0 0 16 0 0 7 155
ESBies - Safety in the tranches 0 0 0 9 0 1 10 87
ESBies: Safety in the Tranches 0 0 0 59 1 2 23 243
ESBies: Safety in the Tranches 0 0 0 25 0 8 17 180
ESBies: Safety in the tranches 0 1 1 10 2 5 15 152
ESBies: Safety in the tranches 0 0 0 27 0 2 15 138
ESBies: Safety in the tranches 0 0 0 4 0 5 13 74
ESBies: safety in the tranches 0 0 0 10 1 2 13 81
ESBies: safety in the tranches 0 0 1 23 0 3 13 95
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 0 95 0 7 29 499
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 2 21 0 7 60 180
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 11 0 4 22 78
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 2 16 88
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 0 5 17 124
Financial markets where traders neglect the informational content of prices 0 0 0 5 1 5 16 48
Financial markets where traders neglect the informational content of prices 0 0 0 0 1 2 12 14
Financially constrained arbitrage and cross-market contagion 0 1 4 90 0 5 27 226
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 1 3 529 4 15 61 1,814
Flight to quality, flight to liquidity, and the pricing of risk 0 0 1 35 0 2 26 311
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 57 0 3 20 99
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 33 0 5 23 113
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 2 9 172
Fund flows and asset prices: a baseline model 0 0 0 0 0 3 11 13
Limits of Arbitrage: The State of the Theory 0 2 5 267 0 7 48 761
Limits of Arbitrage: The State of the Theory 0 0 0 72 0 3 20 235
Limits of Arbitrage: The State of the Theory 1 1 2 77 1 2 8 228
Limits of arbitrage: the state of the theory 0 0 0 1 0 1 15 20
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 1 11 121
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 2 10 130
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 1 2 18 132
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 2 2 18 191
Liquidity and Asset Prices: A Unified Framework 0 0 1 137 1 4 43 384
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 4 16 139
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 1 3 7 106
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 0 77 0 6 24 229
Liquidity and asset prices: a united framework 0 0 0 4 1 1 10 49
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 1 1 17 22
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 0 3 10 24
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 2 7 105
Market Liquidity - Theory and Empirical Evidence 0 0 2 355 2 4 23 1,134
Market Liquidity -- Theory and Empirical Evidence 1 1 2 79 7 14 45 356
Market liquidity - theory and empirical evidence 0 0 1 2 3 8 21 24
Passive Investing and the Rise of Mega-Firms 0 0 3 23 4 14 45 170
Passive investing and the rise of mega-firms 0 0 8 8 0 8 20 20
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 0 1 149 0 3 27 910
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 32 1 5 25 230
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 2 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 8 228
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 1 7 9
Price pressure in the government bond market 0 0 2 27 0 1 8 149
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 1 13 192
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 1 2 12 79
Strategic trading and welfare in a dynamic market 0 0 0 4 0 1 40 165
Strategic trading in a dynamic noisy market 0 0 0 6 0 4 9 57
Strong-form efficiency with monopolistic insiders 0 0 1 13 0 4 15 67
Supply and Demand and the Term Structure of Interest Rates 0 0 1 13 2 7 29 53
Supply and demand and the term structure of interest rates 0 0 1 6 0 1 21 26
The Analytics of the Greek Crisis 0 0 0 85 1 3 16 218
The Analytics of the Greek Crisis 0 0 0 93 0 0 13 180
The Analytics of the Greek Crisis 0 0 0 1 0 1 4 14
The Analytics of the Greek Crisis 0 1 1 36 0 4 24 199
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 1 13 0 0 10 51
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 2 0 1 11 18
The Dynamics of Financially Constrained Arbitrage 0 0 0 9 1 2 13 143
The Dynamics of Financially Constrained Arbitrage 0 0 0 7 0 2 8 154
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 1 8 152
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 180 1 3 30 1,131
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 1 2 60 1 4 23 313
The Greek Economic Crisis and the Banks 0 2 6 18 2 12 40 75
The Greek economic crisis and the banks 0 0 2 11 0 7 14 30
The Impact of Green Investors on Stock Prices 0 0 0 23 0 0 10 29
The Impact of Green Investors on Stock Prices 0 0 0 0 0 4 12 13
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 129 2 7 52 468
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 0 2 10 94
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 5 17 130
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 106 0 4 23 378
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 4 10 108
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 1 4 51 94
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 3 15 186
The analytics of the Greek crisis 0 0 0 54 1 2 7 140
The analytics of the Greek crisis: celebratory centenary issue 1 1 2 29 6 14 28 161
The decentralization of information processing in the presence of interactions 0 0 0 5 0 1 14 49
The distribution of investor beliefs, stock ownership, and stock returns 0 0 1 2 0 4 16 16
The dynamics of financially constrained arbitrage 0 0 0 4 1 3 12 52
The dynamics of financially constrained arbitrage 0 0 0 1 1 4 9 15
The dynamics of financially constrained arbitrage 0 0 0 13 0 2 17 83
The dynamics of financially constrained arbitrage 0 0 0 1 0 2 14 18
The gambler's and hot-hand fallacies: theory and applications 0 1 1 8 4 9 16 86
The impact of green investors on stock prices 0 0 0 16 0 2 21 73
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 2 9 83
The sovereign-bank diabolic loop and ESBies 0 0 0 15 1 3 14 95
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 11 57
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 5 19 162
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 2 10 0 2 14 45
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 2 8 14
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 6 0 2 21 93
Total Working Papers 5 16 106 5,551 80 481 2,497 26,538

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 4 16 230
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 1 5 5 2 12 42 42
A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 3 9 69 5 15 61 331
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 105 1 2 16 481
An Institutional Theory of Momentum and Reversal 0 0 2 59 2 8 41 435
Asset Management Contracts and Equilibrium Prices 0 0 1 8 3 10 34 96
Asset Management as Creator of Market Inefficiency 0 0 0 5 1 2 9 36
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 45 0 4 16 212
Bond Supply and Excess Bond Returns 0 2 5 132 6 18 48 512
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 1 6 13 91
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 0 5 1 2 17 46
ESBies: safety in the tranches 2 3 6 70 3 9 22 323
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 1 264 0 9 31 757
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 130 0 1 13 712
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 0 22 1 3 13 163
Introduction to financial economics 0 0 1 110 1 5 12 364
Limits of Arbitrage 1 4 9 88 4 10 32 300
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 0 2 9 133
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 1 75 0 0 15 246
Passive Investing and the Rise of Mega-Firms 1 4 9 9 5 15 43 43
Persuasion Bias, Social Influence, and Unidimensional Opinions 1 2 8 395 1 7 36 1,858
Price Pressure in the Government Bond Market 0 0 0 116 0 2 14 354
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 2 7 504 1 12 40 1,468
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 1 2 16 362
Strategic Trading and Welfare in a Dynamic Market 0 0 0 89 0 5 17 368
Strategic Trading in a Dynamic Noisy Market 0 0 3 111 1 2 12 303
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 3 8 201
Supply and Demand and the Term Structure of Interest Rates 0 1 1 1 2 4 4 4
The Analytics of the Greek Crisis 0 0 3 52 0 2 26 225
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 1 15 266
The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns 0 0 0 0 1 2 5 5
The Dynamics of Financially Constrained Arbitrage 0 0 0 13 0 4 13 134
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 82 2 7 37 421
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 219 1 4 20 833
Theories of Liquidity 0 0 1 171 0 1 12 889
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 1 12 707
Total Journal Articles 5 22 74 3,310 46 196 790 13,951

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 2 6 67
Barriers and policy proposals: The public sector 0 0 0 0 0 0 0 0
Barriers and policy recommendations: Markets 0 0 0 0 0 0 0 0
Executive summary: A Growth Strategy for the Greek Economy 0 0 0 0 1 1 1 1
Final remarks: A growth strategy for the Greek economy 0 0 0 0 1 1 1 1
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 2 23 1 7 17 177
Global trends and challenges 0 0 0 0 0 0 0 0
Main features and trends of the Greek economy 0 0 0 0 1 1 1 1
Market Liquidity—Theory and Empirical Evidence * 0 1 4 47 1 10 37 212
Sectoral priorities and interventions 0 0 0 0 0 0 0 0
The Analytics of the Greek Crisis 0 0 0 63 0 9 22 351
Vision and goals for the Greek economy 0 0 0 0 0 0 0 0
Total Chapters 0 2 6 147 5 31 85 810

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Statistics updated 2026-07-10