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 13 558
A Model of Persuasion - With Implications for Financial Markets 0 0 1 136 1 2 12 519
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 39 0 0 18 129
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 7 11 76 1,241
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 4 110 1 3 33 516
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 1 1 18 949
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 1 13 204
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 0 2 18 267
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 1 1 13 252
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 11 327
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers 0 0 12 12 0 4 21 21
A preferred-habitat model of the term structure of interest rates 0 0 4 39 0 1 16 185
A preferred-habitat model of the term structure of interest rates 0 0 0 17 0 0 17 92
A search-based theory of the on-the-run phenomenon 0 0 0 1 1 2 8 152
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 2 39 205
An Institutional Theory of Momentum and Reversal 0 0 0 24 0 1 16 225
An Institutional Theory of Momentum and Reversal 0 0 0 17 0 0 12 191
An Institutional Theory of Momentum and Reversal 0 0 1 63 1 1 21 419
An institutional Theory of Momentum and Reversal 0 0 1 49 1 5 25 301
An institutional theory of momentum and reversal 0 0 0 10 0 4 29 147
Asset Management Contracts and Equilibrium Prices 0 0 0 9 0 0 11 142
Asset Management Contracts and Equilibrium Prices 0 0 0 28 0 0 20 163
Asset management as creator of market inefficiency 0 0 0 18 0 4 14 27
Asset management contracts and equilibrium prices 0 0 0 0 0 0 12 20
Asset management contracts and equilibrium prices 0 0 0 0 0 2 13 15
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 42 1 2 11 170
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 1 2 21 119
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 25 0 3 28 124
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 0 12 18
Bond Supply and Excess Bond Returns 0 0 0 69 0 1 19 283
Bond Supply and Excess Bond Returns 0 0 0 120 0 0 9 505
Bond Supply and Excess Bond Returns 0 0 2 138 0 5 31 573
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 0 0 11 14
Bond supply and excess bond returns 0 0 0 16 0 0 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 1 4 0 1 15 20
Curse of the benchmarks 0 2 3 4 0 2 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 0 10 87
ESBies: Safety in the Tranches 0 0 0 59 0 2 21 243
ESBies: Safety in the Tranches 0 0 0 25 1 3 18 181
ESBies: Safety in the tranches 0 1 1 10 0 3 15 152
ESBies: Safety in the tranches 0 0 0 27 0 0 15 138
ESBies: Safety in the tranches 0 0 0 4 0 0 13 74
ESBies: safety in the tranches 0 0 1 23 0 1 13 95
ESBies: safety in the tranches 0 0 0 10 0 1 12 81
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 0 95 0 0 29 499
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 2 21 1 2 61 181
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 11 0 1 22 78
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 1 1 18 125
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 1 1 17 89
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 1 12 14
Financial markets where traders neglect the informational content of prices 0 0 0 5 0 3 16 48
Financially constrained arbitrage and cross-market contagion 0 0 3 90 0 1 26 226
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 2 3 5 531 3 12 63 1,817
Flight to quality, flight to liquidity, and the pricing of risk 0 0 1 35 0 1 25 311
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 57 0 0 20 99
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 33 3 6 26 116
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 0 9 172
Fund flows and asset prices: a baseline model 0 0 0 0 2 2 12 15
Limits of Arbitrage: The State of the Theory 0 1 2 77 1 2 9 229
Limits of Arbitrage: The State of the Theory 0 0 0 72 5 7 25 240
Limits of Arbitrage: The State of the Theory 1 3 5 268 1 6 47 762
Limits of arbitrage: the state of the theory 0 0 0 1 1 1 16 21
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 2 18 132
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 0 2 18 191
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 11 121
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 0 10 130
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 2 7 106
Liquidity and Asset Prices: A Unified Framework 0 0 1 137 1 3 44 385
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 3 16 139
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 0 0 77 1 3 25 230
Liquidity and asset prices: a united framework 0 0 0 4 0 1 10 49
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 0 1 17 22
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 1 7 105
Liquidity risk and the dynamics of arbitrage capital 0 0 0 5 0 0 10 24
Market Liquidity - Theory and Empirical Evidence 0 0 2 355 0 3 23 1,134
Market Liquidity -- Theory and Empirical Evidence 0 1 2 79 2 10 46 358
Market liquidity - theory and empirical evidence 0 0 1 2 0 3 21 24
Passive Investing and the Rise of Mega-Firms 0 0 2 23 2 8 44 172
Passive investing and the rise of mega-firms 0 0 8 8 3 7 23 23
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 0 1 149 0 2 26 910
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 32 0 3 24 230
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 7 9
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 1 1 9 229
Price pressure in the government bond market 0 0 2 27 0 0 8 149
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 1 2 14 193
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 1 11 79
Strategic trading and welfare in a dynamic market 0 0 0 4 1 1 41 166
Strategic trading in a dynamic noisy market 0 0 0 6 1 1 10 58
Strong-form efficiency with monopolistic insiders 0 0 1 13 0 0 15 67
Supply and Demand and the Term Structure of Interest Rates 0 0 1 13 0 2 29 53
Supply and demand and the term structure of interest rates 0 0 1 6 0 0 21 26
The Analytics of the Greek Crisis 0 0 0 85 0 1 16 218
The Analytics of the Greek Crisis 0 0 0 1 0 0 4 14
The Analytics of the Greek Crisis 0 0 0 93 0 0 13 180
The Analytics of the Greek Crisis 0 0 1 36 0 1 23 199
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 0 11 18
The Dynamics of Financially Constrained Arbitrage 0 0 0 9 0 2 13 143
The Dynamics of Financially Constrained Arbitrage 0 0 0 7 0 0 8 154
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 8 152
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 180 0 3 28 1,131
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 2 60 0 2 23 313
The Greek Economic Crisis and the Banks 0 2 6 18 2 12 41 77
The Greek economic crisis and the banks 0 0 2 11 0 1 14 30
The Impact of Green Investors on Stock Prices 0 0 0 23 1 1 11 30
The Impact of Green Investors on Stock Prices 0 0 0 0 0 0 12 13
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 2 17 130
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 1 2 11 109
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 1 2 11 95
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 106 1 2 24 379
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 129 0 4 52 468
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 2 15 186
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 2 50 94
The analytics of the Greek crisis 0 0 0 54 1 2 8 141
The analytics of the Greek crisis: celebratory centenary issue 0 1 2 29 0 9 28 161
The decentralization of information processing in the presence of interactions 0 0 0 5 0 1 13 49
The distribution of investor beliefs, stock ownership, and stock returns 0 0 1 2 0 0 16 16
The dynamics of financially constrained arbitrage 0 0 0 4 0 1 10 52
The dynamics of financially constrained arbitrage 0 0 0 1 1 1 15 19
The dynamics of financially constrained arbitrage 0 0 0 13 1 2 18 84
The dynamics of financially constrained arbitrage 0 0 0 1 0 1 9 15
The gambler's and hot-hand fallacies: theory and applications 0 0 1 8 0 4 16 86
The impact of green investors on stock prices 0 0 0 16 1 1 22 74
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 1 9 83
The sovereign-bank diabolic loop and ESBies 0 0 0 33 1 3 20 163
The sovereign-bank diabolic loop and ESBies 0 0 0 15 0 2 14 95
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 11 57
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 1 10 1 1 14 46
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 1 8 14
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 6 0 1 21 93
Total Working Papers 3 15 101 5,554 61 253 2,518 26,599

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 15 230
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 5 5 2 8 44 44
A Preferred‐Habitat Model of the Term Structure of Interest Rates 1 3 9 70 2 13 61 333
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 105 0 1 16 481
An Institutional Theory of Momentum and Reversal 0 0 2 59 1 7 41 436
Asset Management Contracts and Equilibrium Prices 0 0 1 8 0 4 28 96
Asset Management as Creator of Market Inefficiency 0 0 0 5 0 2 8 36
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 45 0 2 14 212
Bond Supply and Excess Bond Returns 1 3 6 133 5 17 48 517
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 4 12 91
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 0 5 1 2 17 47
ESBies: safety in the tranches 0 3 6 70 0 4 21 323
Equilibrium and welfare in markets with financially constrained arbitrageurs 1 1 2 265 1 3 31 758
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 130 1 1 13 713
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 0 22 0 2 12 163
Introduction to financial economics 0 0 0 110 2 3 12 366
Limits of Arbitrage 1 4 10 89 1 7 33 301
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 0 0 8 133
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 1 75 1 1 15 247
Passive Investing and the Rise of Mega-Firms 1 4 10 10 9 20 52 52
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 2 7 395 3 6 34 1,861
Price Pressure in the Government Bond Market 0 0 0 116 0 0 12 354
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 0 7 504 1 3 40 1,469
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 0 1 14 362
Strategic Trading and Welfare in a Dynamic Market 0 0 0 89 1 4 14 369
Strategic Trading in a Dynamic Noisy Market 0 0 3 111 0 1 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 0 1 1 2 4 6 6
The Analytics of the Greek Crisis 0 0 3 52 0 1 26 225
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 0 13 266
The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns 0 0 0 0 0 1 5 5
The Dynamics of Financially Constrained Arbitrage 0 0 0 13 1 2 14 135
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 82 3 8 35 424
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 219 0 1 19 833
Theories of Liquidity 0 0 1 171 1 2 13 890
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 0 12 707
Total Journal Articles 5 20 75 3,315 38 139 778 13,989

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 6 67
Barriers and policy proposals: The public sector 0 0 0 0 1 1 1 1
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 2 2 2
Final remarks: A growth strategy for the Greek economy 0 0 0 0 0 1 1 1
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 23 1 5 18 178
Global trends and challenges 0 0 0 0 0 0 0 0
Main features and trends of the Greek economy 0 0 0 0 0 1 1 1
Market Liquidity—Theory and Empirical Evidence * 0 1 4 47 1 4 38 213
Sectoral priorities and interventions 0 0 0 0 1 1 1 1
The Analytics of the Greek Crisis 0 0 0 63 1 2 23 352
Vision and goals for the Greek economy 0 0 0 0 0 0 0 0
Total Chapters 0 1 6 147 6 17 91 816

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Statistics updated 2026-08-07