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 3 544
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 0 1 4 505
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 1 7 0 0 5 23
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 5 37 5 8 22 109
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 6 106 0 9 31 482
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 0 1 5 931
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 1 3 268 2 15 35 1,164
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 24 0 0 2 239
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 1 1 1 316
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 2 6 17 74
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 1 1 144
A search-based theory of the on-the-run phenomenon 0 0 0 3 1 2 3 166
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 0 2 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 0 28 0 0 2 143
Asset Management Contracts and Equilibrium Prices 0 0 1 9 1 1 7 129
Asset management as creator of market inefficiency 0 0 0 18 0 0 1 13
Asset management contracts and equilibrium prices 0 0 0 0 0 0 1 2
Asset management contracts and equilibrium prices 0 0 0 0 0 1 3 8
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 0 0 0 41 0 0 1 98
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 1 24 1 2 4 96
Bond Supply and Excess Bond Returns 1 1 2 136 2 3 11 542
Bond Supply and Excess Bond Returns 0 0 1 69 0 0 2 264
Bond Supply and Excess Bond Returns 0 1 3 120 0 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 0 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 0 2 2
Curse of the benchmarks 0 1 1 1 0 2 5 5
Decentralization and the management of competition 0 0 0 16 0 0 0 148
ESBies - Safety in the tranches 0 1 2 9 0 1 5 77
ESBies: Safety in the Tranches 0 0 0 59 0 1 4 220
ESBies: Safety in the Tranches 0 0 0 25 0 2 4 163
ESBies: Safety in the tranches 0 0 1 27 0 1 5 123
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 0 10 0 0 1 68
ESBies: safety in the tranches 0 0 0 22 0 1 5 82
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 95 0 0 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 1 1 1 11 1 1 1 56
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 28 0 0 3 107
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 0 4 199
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 0 2 526 1 7 27 1,753
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 34 0 1 3 285
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 31 2 2 7 90
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 57 1 1 4 79
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 0 1 2
Limits of Arbitrage: The State of the Theory 0 1 4 262 2 6 37 713
Limits of Arbitrage: The State of the Theory 0 0 0 72 0 1 2 215
Limits of Arbitrage: The State of the Theory 0 0 1 75 1 1 4 220
Limits of arbitrage: the state of the theory 0 0 1 1 0 0 4 5
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 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 0 1 2 110
Liquidity and Asset Prices: A Unified Framework 0 0 0 136 0 2 7 341
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 1 3 123
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 0 1 77 0 0 3 205
Liquidity and asset prices: a united framework 0 0 0 4 0 0 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 6 1,111
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 0 2 7 311
Market liquidity - theory and empirical evidence 1 1 1 1 1 1 2 3
Passive Investing and the Rise of Mega-Firms 0 1 1 20 2 4 7 125
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 2 4 148 1 3 13 883
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 31 1 2 9 205
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 0 5 220
Price pressure in the government bond market 0 0 0 25 0 1 2 141
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 0 1 179
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 1 1 2 67
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 1 1 2 48
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 0 2 52
Supply and Demand and the Term Structure of Interest Rates 0 0 2 12 0 1 9 24
Supply and demand and the term structure of interest rates 0 1 5 5 1 2 5 5
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 1 0 0 2 10
The Analytics of the Greek Crisis 0 0 0 35 0 0 0 175
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 1 1 2 7
The Dynamics of Financially Constrained Arbitrage 0 0 1 9 0 1 4 130
The Dynamics of Financially Constrained Arbitrage 0 1 1 7 0 1 4 146
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 2 144
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 179 1 1 8 1,101
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 1 1 5 290
The Greek Economic Crisis and the Banks 1 1 3 12 3 6 14 35
The Greek economic crisis and the banks 0 1 1 9 0 1 3 16
The Impact of Green Investors on Stock Prices 0 0 0 0 0 0 1 1
The Impact of Green Investors on Stock Prices 0 0 2 23 1 2 11 19
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 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 1 1 2 105 3 4 12 355
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 1 3 113
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 0 1 5 43
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 1 1 1 35
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 1 6
The dynamics of financially constrained arbitrage 0 0 0 13 0 1 2 66
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 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 4 0 0 1 46
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 15 0 0 1 81
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 0 8 0 0 5 31
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 0 2 6
Transaction costs and asset prices: a dynamic equilibrium model 0 0 1 6 0 1 2 72
Total Working Papers 5 18 79 5,444 43 136 567 24,041
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 1 5 14 60 3 14 51 270
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 1 1 105 0 3 6 465
An Institutional Theory of Momentum and Reversal 0 0 3 57 0 3 14 394
Asset Management Contracts and Equilibrium Prices 0 0 3 7 3 9 26 62
Asset Management as Creator of Market Inefficiency 0 0 2 5 0 0 7 27
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 2 45 1 3 5 196
Bond Supply and Excess Bond Returns 0 2 9 127 4 11 28 464
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 1 2 78
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 1 1 5 1 3 6 29
ESBies: safety in the tranches 0 0 3 64 0 1 8 301
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 5 263 1 4 22 726
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 0 2 8 150
Introduction to financial economics 0 0 0 109 0 0 0 352
Limits of Arbitrage 0 4 12 79 0 7 36 268
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 0 4 74 0 0 8 231
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 1 10 387 1 4 32 1,822
Price Pressure in the Government Bond Market 0 0 1 116 0 0 4 340
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 0 6 497 1 2 19 1,428
Search and endogenous concentration of liquidity in asset markets 0 0 1 147 0 1 3 346
Strategic Trading and Welfare in a Dynamic Market 0 1 1 89 1 2 6 351
Strategic Trading in a Dynamic Noisy Market 0 0 0 108 0 0 5 291
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 0 1 193
The Analytics of the Greek Crisis 0 3 3 49 0 6 19 199
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 1 3 4 251
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 2 5 11 384
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 218 1 3 9 813
Theories of Liquidity 0 0 1 170 0 0 7 877
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 1 3 695
Total Journal Articles 1 20 89 3,236 20 89 365 13,161

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 1 61
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 2 21 1 2 10 160
Market Liquidity—Theory and Empirical Evidence * 0 0 1 43 1 2 10 175
The Analytics of the Greek Crisis 0 0 0 63 0 3 14 329
Total Chapters 0 0 3 141 2 7 35 725

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

Statistics updated 2025-07-04