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 0 541
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 1 2 3 504
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 3 7 1 1 8 23
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 1 7 37 2 4 23 101
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 1 1 5 930
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 2 2 267 3 9 28 1,149
A Preferred-Habitat Model of the Term Structure of Interest Rates 1 3 6 105 5 10 38 473
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 2 2 239
A preferred-habitat model of the term structure of interest rates 0 0 1 17 1 2 11 68
A preferred-habitat model of the term structure of interest rates 0 0 1 35 0 2 7 169
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 1 1 164
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 0 0 143
An Institutional Theory of Momentum and Reversal 0 0 0 62 1 2 4 396
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 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 0 0 28 1 1 2 143
Asset Management Contracts and Equilibrium Prices 0 0 1 9 1 2 6 128
Asset management as creator of market inefficiency 0 0 0 18 1 1 1 13
Asset management contracts and equilibrium prices 0 0 0 0 1 2 2 7
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 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 0 2 94
Bond Supply and Excess Bond Returns 0 1 2 119 0 2 3 493
Bond Supply and Excess Bond Returns 0 0 1 135 2 2 9 539
Bond Supply and Excess Bond Returns 0 0 1 69 0 1 3 264
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 1 2 16 1 2 6 103
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 1 1 2 2
Curse of the benchmarks 0 0 0 0 0 2 3 3
Decentralization and the management of competition 0 0 0 16 0 0 0 148
ESBies - Safety in the tranches 0 0 1 8 0 0 4 76
ESBies: Safety in the Tranches 0 0 0 25 0 1 3 161
ESBies: Safety in the Tranches 0 0 0 59 0 1 3 219
ESBies: Safety in the tranches 0 1 1 27 0 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 10 0 0 7 68
ESBies: safety in the tranches 0 0 0 22 1 1 4 81
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 1 95 1 1 4 470
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 2 19 0 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 28 0 3 3 107
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 0 2 71
Financial markets where traders neglect the informational content of prices 0 0 1 5 0 0 9 32
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 0 1 2
Financially constrained arbitrage and cross-market contagion 0 0 2 86 1 1 4 199
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 1 2 526 3 10 21 1,746
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 34 0 0 3 284
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 1 57 0 1 3 78
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 31 1 3 5 88
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 1 1 1 2
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 75 1 2 3 219
Limits of Arbitrage: The State of the Theory 1 1 5 261 8 13 39 707
Limits of arbitrage: the state of the theory 0 0 1 1 1 2 5 5
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 1 109
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 33 0 0 0 172
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 1 1 114
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 2 3 120
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 1 2 122
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 0 0 0 99
Liquidity and Asset Prices: A Unified Framework 0 0 1 136 0 1 6 339
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 0 1 1 77 0 2 3 205
Liquidity and asset prices: a united framework 0 0 0 4 1 1 2 39
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 0 1 0 1 3 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 0 9 309
Market liquidity - theory and empirical evidence 0 0 0 0 0 0 1 2
Passive Investing and the Rise of Mega-Firms 0 0 0 19 0 0 5 121
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 1 3 146 2 6 15 880
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 31 1 2 8 203
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 1 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 1 1 5 220
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 1 1 1 179
Search and endogenous concentration of liquidity in asset markets 0 0 1 7 1 1 2 66
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 1 1 1 47
Strong-form efficiency with monopolistic insiders 0 0 0 12 2 2 2 52
Supply and Demand and the Term Structure of Interest Rates 0 0 3 12 1 1 11 23
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 0 85 0 0 2 202
The Analytics of the Greek Crisis 0 0 1 93 0 1 3 167
The Analytics of the Greek Crisis 0 0 1 1 1 2 3 10
The Analytics of the Greek Crisis 0 0 1 35 0 0 1 175
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 0 3 3 41
The Dynamics of Financially Constrained Arbitrage 0 0 0 6 1 2 3 145
The Dynamics of Financially Constrained Arbitrage 0 1 1 9 0 2 3 129
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 1 1 2 144
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 1 4 289
The Greek Economic Crisis and the Banks 0 0 2 11 0 1 9 29
The Greek economic crisis and the banks 0 0 0 8 0 0 3 15
The Impact of Green Investors on Stock Prices 0 0 23 23 0 0 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 23 0 1 2 112
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 1 7 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 2 3 84
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 104 0 3 9 351
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 3 4 4 42
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 2 171
The analytics of the Greek crisis 0 0 1 54 0 1 4 133
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 1 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 0 4 0 0 0 40
The dynamics of financially constrained arbitrage 0 0 0 13 0 0 1 65
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 3 6
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 3 16 0 3 16 52
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 1 1 46
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 1 1 143
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
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 0 8 2 2 5 31
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 1 1 2 6
Transaction costs and asset prices: a dynamic equilibrium model 0 0 1 6 0 0 1 71
Total Working Papers 2 20 102 5,426 61 164 561 23,905
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 14 55 2 8 52 256
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 104 1 2 3 462
An Institutional Theory of Momentum and Reversal 0 2 3 57 2 4 15 391
Asset Management Contracts and Equilibrium Prices 1 2 4 7 4 7 23 53
Asset Management as Creator of Market Inefficiency 0 2 3 5 0 2 11 27
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 1 44 0 1 4 193
Bond Supply and Excess Bond Returns 0 3 10 125 0 4 25 453
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 1 1 1 77
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 1 4 0 0 4 26
ESBies: safety in the tranches 0 2 3 64 1 4 7 300
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 1 5 262 1 6 24 722
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 2 3 6 148
Introduction to financial economics 0 0 0 109 0 0 0 352
Limits of Arbitrage 1 5 13 75 2 15 39 261
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 0 2 4 123
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 2 3 4 74 4 5 11 231
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 2 11 386 0 10 42 1,818
Price Pressure in the Government Bond Market 0 0 1 116 0 1 7 340
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 2 8 497 4 8 27 1,426
Search and endogenous concentration of liquidity in asset markets 0 1 1 147 0 2 3 345
Strategic Trading and Welfare in a Dynamic Market 0 0 1 88 1 4 7 349
Strategic Trading in a Dynamic Noisy Market 0 0 0 108 3 3 5 291
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 1 1 1 193
The Analytics of the Greek Crisis 0 0 3 46 7 9 18 193
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 1 1 3 248
The Dynamics of Financially Constrained Arbitrage 0 0 1 13 0 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 1 1 7 810
Theories of Liquidity 0 0 2 170 0 3 8 877
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 2 3 694
Total Journal Articles 4 29 96 3,216 38 115 383 13,072

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 1 1 2 61
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 2 21 0 1 12 158
Market Liquidity—Theory and Empirical Evidence * 0 0 3 43 2 5 11 173
The Analytics of the Greek Crisis 0 0 0 63 2 5 15 326
Total Chapters 0 1 5 141 5 12 40 718

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Statistics updated 2025-04-04