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 1 541
A Model of Persuasion - With Implications for Financial Markets 0 0 1 135 0 0 1 501
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 0 2 6 0 0 3 18
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers 0 1 6 33 0 6 32 90
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 0 173 0 0 8 926
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 5 100 3 9 42 454
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 1 265 2 9 27 1,132
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 24 0 0 0 237
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 2 2 191
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 0 1 315
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 0 0 0 249
A preferred-habitat model of the term structure of interest rates 0 0 1 16 4 4 8 61
A preferred-habitat model of the term structure of interest rates 1 1 1 35 1 1 5 165
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 0 0 163
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 24 0 0 1 208
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 62 0 0 5 394
An institutional Theory of Momentum and Reversal 0 0 0 48 0 0 1 275
An institutional theory of momentum and reversal 0 0 0 10 0 0 0 115
Asset Management Contracts and Equilibrium Prices 0 0 0 8 0 0 0 122
Asset Management Contracts and Equilibrium Prices 0 0 1 28 0 0 1 141
Asset management as creator of market inefficiency 0 0 0 18 0 0 3 12
Asset management contracts and equilibrium prices 0 0 0 0 0 0 1 5
Asset management contracts and equilibrium prices 0 0 0 0 0 0 1 1
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 0 1 158
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 23 0 0 4 92
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 0 2 5
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 41 0 1 4 97
Bond Supply and Excess Bond Returns 1 1 1 69 1 1 4 263
Bond Supply and Excess Bond Returns 0 0 0 117 0 0 2 490
Bond Supply and Excess Bond Returns 1 1 2 135 3 4 9 534
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 1 1 2 2
Bond supply and excess bond returns 0 0 0 14 1 1 5 100
Curse of the benchmarks 0 0 0 0 0 0 0 0
Decentralization and the management of competition 0 0 0 16 0 0 1 148
ESBies - Safety in the tranches 0 0 0 7 0 1 4 73
ESBies: Safety in the Tranches 0 0 0 25 0 2 2 160
ESBies: Safety in the Tranches 0 0 1 59 0 0 6 216
ESBies: Safety in the tranches 0 0 0 26 0 0 2 118
ESBies: Safety in the tranches 0 0 0 4 0 1 3 59
ESBies: Safety in the tranches 0 0 0 9 0 0 0 136
ESBies: safety in the tranches 0 0 0 22 0 0 3 77
ESBies: safety in the tranches 0 0 1 10 0 2 9 68
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 0 0 94 0 0 3 467
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 2 18 0 0 4 118
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 10 0 0 2 55
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 0 0 1 70
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 28 0 0 1 104
Financial markets where traders neglect the informational content of prices 0 0 1 5 1 2 4 26
Financial markets where traders neglect the informational content of prices 0 0 0 0 0 0 2 2
Financially constrained arbitrage and cross-market contagion 1 1 2 85 1 1 6 196
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 0 3 524 3 4 12 1,730
Flight to quality, flight to liquidity, and the pricing of risk 0 0 2 34 0 1 10 282
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 30 0 0 1 83
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 56 0 0 0 75
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 1 1 2 162
Fund flows and asset prices: a baseline model 0 0 0 0 0 0 0 1
Limits of Arbitrage: The State of the Theory 0 0 3 72 0 0 7 213
Limits of Arbitrage: The State of the Theory 0 0 0 74 0 0 4 216
Limits of Arbitrage: The State of the Theory 0 0 9 258 0 3 37 677
Limits of arbitrage: the state of the theory 0 0 0 0 0 0 1 1
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 16 0 0 1 117
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 1 33 0 0 1 172
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 0 0 113
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 0 2 108
Liquidity and Asset Prices: A Unified Framework 0 1 1 136 0 2 3 335
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 0 0 120
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 76 0 0 1 202
Liquidity and asset prices: a united framework 0 0 0 4 0 0 1 37
Liquidity and asset returns under asymmetric information and imperfect competition 0 0 1 1 0 0 3 3
Liquidity risk and the dynamics of arbitrage capital 0 0 1 5 0 0 1 14
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 0 0 1 98
Market Liquidity - Theory and Empirical Evidence 0 0 0 352 1 3 10 1,107
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 2 4 10 306
Market liquidity - theory and empirical evidence 0 0 0 0 0 1 2 2
Passive Investing and the Rise of Mega-Firms 0 0 1 19 0 1 12 118
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 1 1 4 145 2 6 13 873
Persuasion bias, social influence, and uni-dimensional opinions 1 1 3 31 1 1 7 197
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 0 125
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 1 1 1 1
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 5 215
Price pressure in the government bond market 0 0 1 25 0 1 2 139
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 0 0 0 178
Search and endogenous concentration of liquidity in asset markets 0 1 1 7 0 1 1 65
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 0 0 0 46
Strong-form efficiency with monopolistic insiders 0 0 0 12 0 0 2 50
Supply and Demand and the Term Structure of Interest Rates 1 2 12 12 3 4 19 19
The Analytics of the Greek Crisis 0 0 1 1 0 0 1 8
The Analytics of the Greek Crisis 0 0 1 85 0 0 1 200
The Analytics of the Greek Crisis 0 0 1 93 0 0 3 165
The Analytics of the Greek Crisis 0 0 1 35 0 0 3 175
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 1 1 1 2 1 1 1 6
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 0 0 0 12 0 0 1 38
The Dynamics of Financially Constrained Arbitrage 0 0 0 8 0 0 4 126
The Dynamics of Financially Constrained Arbitrage 0 0 0 6 1 1 2 143
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 0 142
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 179 4 4 5 1,097
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 1 2 2 287
The Greek Economic Crisis and the Banks 0 0 3 9 2 2 16 23
The Greek economic crisis and the banks 0 0 3 8 0 0 5 13
The Impact of Green Investors on Stock Prices 1 18 22 22 1 5 9 9
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 0 0 2 416
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 3 82
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 1 2 111
The Sovereign-Bank Diabolic Loop and ESBies 1 1 1 104 1 2 8 345
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 39 2 2 11 97
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 1 2 170
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 0 3 38
The analytics of the Greek crisis 0 0 1 54 0 0 3 130
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 27 0 0 1 131
The decentralization of information processing in the presence of interactions 0 0 1 5 0 0 1 34
The dynamics of financially constrained arbitrage 0 0 0 13 0 0 0 64
The dynamics of financially constrained arbitrage 0 0 0 0 0 0 4 5
The dynamics of financially constrained arbitrage 1 1 1 1 1 1 4 4
The dynamics of financially constrained arbitrage 0 0 0 4 0 0 0 40
The gambler's and hot-hand fallacies: theory and applications 0 0 0 7 2 2 3 67
The impact of green investors on stock prices 0 0 14 14 1 4 46 46
The sovereign-bank diabolic loop and ESBies 0 0 2 33 0 0 7 142
The sovereign-bank diabolic loop and ESBies 0 0 0 15 0 0 2 80
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 1 74
The sovereign-bank diabolic loop and ESBies 0 0 1 4 0 0 3 45
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing 0 0 0 8 1 1 4 27
Tracking biased weights: asset pricing implications of value-weighted indexing 0 0 0 0 0 0 4 4
Transaction costs and asset prices: a dynamic equilibrium model 1 1 2 6 1 1 2 71
Total Working Papers 12 33 132 5,379 52 112 571 23,550

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 1 212
A Preferred‐Habitat Model of the Term Structure of Interest Rates 2 4 11 49 5 13 58 227
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 0 0 104 0 0 4 459
An Institutional Theory of Momentum and Reversal 0 0 0 54 2 3 17 383
Asset Management Contracts and Equilibrium Prices 0 2 4 5 1 6 24 38
Asset Management as Creator of Market Inefficiency 0 0 3 3 1 3 12 21
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 43 1 1 9 192
Bond Supply and Excess Bond Returns 0 2 9 119 2 8 32 440
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 0 0 0 76
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 1 3 4 2 3 10 25
ESBies: safety in the tranches 0 0 0 61 0 0 3 293
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 6 258 4 7 33 711
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 129 0 0 5 697
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 0 19 1 1 2 143
Introduction to financial economics 0 0 0 109 0 0 1 352
Limits of Arbitrage 0 0 12 67 0 1 32 232
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 1 26 0 0 4 120
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 0 70 1 4 10 224
Persuasion Bias, Social Influence, and Unidimensional Opinions 0 1 16 378 3 10 58 1,797
Price Pressure in the Government Bond Market 0 0 0 115 1 2 6 337
Quantitative Easing and Unconventional Monetary Policy – an Introduction 2 5 12 494 2 9 31 1,412
Search and endogenous concentration of liquidity in asset markets 0 0 1 146 0 1 4 343
Strategic Trading and Welfare in a Dynamic Market 0 1 2 88 0 2 4 345
Strategic Trading in a Dynamic Noisy Market 0 0 1 108 1 1 3 287
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 0 0 0 192
The Analytics of the Greek Crisis 0 0 4 46 0 1 13 181
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 0 0 3 247
The Dynamics of Financially Constrained Arbitrage 1 1 1 13 2 2 4 116
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 0 81 0 3 7 374
The Sovereign-Bank Diabolic Loop and ESBies 0 1 3 217 1 2 11 805
Theories of Liquidity 0 0 2 169 2 2 6 872
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 0 3 692
Total Journal Articles 5 18 92 3,157 32 85 410 12,845

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 5 60
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 19 0 2 7 150
Market Liquidity—Theory and Empirical Evidence * 0 1 3 42 0 1 12 165
The Analytics of the Greek Crisis 0 0 0 63 0 1 14 316
Total Chapters 0 1 4 138 0 5 38 691

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Statistics updated 2024-09-04