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 4 545
A Model of Persuasion - With Implications for Financial Markets 0 0 0 135 2 3 6 507
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 1 1 5 38 2 10 21 111
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 0 3 268 1 8 35 1,165
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 6 106 1 5 32 483
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 21 0 0 0 249
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 89 0 1 1 316
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 37 0 0 0 191
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 1 6 18 75
A search-based theory of the on-the-run phenomenon 0 0 0 3 0 1 3 166
A search-based theory of the on-the-run phenomenon 0 0 0 1 0 1 1 144
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 17 0 0 0 179
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 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 1 9 2 3 9 131
Asset Management Contracts and Equilibrium Prices 0 0 0 28 0 0 2 143
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 1 3 8
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 1 1 1 42 1 1 1 159
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 0 2 4 96
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 0 0 0 1 6
Bond Supply and Excess Bond Returns 0 0 3 120 0 2 6 496
Bond Supply and Excess Bond Returns 0 1 2 136 0 2 11 542
Bond Supply and Excess Bond Returns 0 0 1 69 0 0 2 264
Bond market clienteles, the yield curve and the optimal maturity structure of government debt 0 0 0 0 1 1 2 3
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) 2 2 3 3 3 3 5 5
Curse of the benchmarks 0 1 1 1 0 1 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 4 77
ESBies: Safety in the Tranches 0 0 0 25 0 1 3 163
ESBies: Safety in the Tranches 0 0 0 59 2 3 6 222
ESBies: Safety in the tranches 0 0 0 9 0 0 1 137
ESBies: Safety in the tranches 0 0 1 27 0 1 5 123
ESBies: Safety in the tranches 0 0 0 4 0 0 2 61
ESBies: safety in the tranches 0 0 0 10 1 1 1 69
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 0 1 1 11 0 1 1 56
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 17 0 0 2 72
Financial markets where traders neglect the informational content of prices 0 0 0 5 0 0 7 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 1 1 3 87 1 1 5 200
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 0 2 526 1 6 27 1,754
Flight to quality, flight to liquidity, and the pricing of risk 0 0 0 34 1 2 4 286
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 31 0 2 7 90
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 1 57 0 1 4 79
Fund Flows and Asset Prices: A Baseline Model 0 0 0 50 0 0 2 163
Fund flows and asset prices: a baseline model 0 0 0 0 1 1 2 3
Limits of Arbitrage: The State of the Theory 1 2 5 263 2 5 38 715
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 0 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 15 0 0 1 114
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 0 1 2 110
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 33 0 0 1 173
Liquidity and Asset Prices: A Unified Framework 0 0 0 136 0 0 6 341
Liquidity and Asset Prices: A Unified Framework 0 0 0 38 0 0 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 5 1,111
Market Liquidity -- Theory and Empirical Evidence 0 0 0 77 1 2 8 312
Market liquidity - theory and empirical evidence 0 1 1 1 0 1 1 3
Passive Investing and the Rise of Mega-Firms 1 2 2 21 3 7 10 128
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 2 4 148 1 4 13 884
Persuasion bias, social influence, and uni-dimensional opinions 0 0 1 31 1 3 10 206
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 0 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 2 3 68
Strategic trading and welfare in a dynamic market 0 0 0 4 0 0 1 125
Strategic trading in a dynamic noisy market 0 0 0 6 0 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 1 12 0 0 8 24
Supply and demand and the term structure of interest rates 0 0 5 5 0 1 5 5
The Analytics of the Greek Crisis 0 0 0 35 1 1 1 176
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 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 0 1 2 7
The Dynamics of Financially Constrained Arbitrage 0 0 1 9 0 1 4 130
The Dynamics of Financially Constrained Arbitrage 0 0 1 7 0 0 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 2 3 10 1,103
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 58 0 1 4 290
The Greek Economic Crisis and the Banks 0 1 3 12 1 7 15 36
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 2 23 0 2 11 19
The Impact of Green Investors on Stock Prices 0 0 0 0 0 0 1 1
The Sovereign-Bank Diabolic Loop and ESBies 0 1 2 105 0 4 11 355
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 2 84
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 23 0 1 3 113
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 0 1 1 6 44
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 1 171
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 2 2 36
The distribution of investor beliefs, stock ownership, and stock returns 0 0 1 1 0 0 0 0
The dynamics of financially constrained arbitrage 0 0 0 4 2 2 2 42
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 1 4
The dynamics of financially constrained arbitrage 0 0 0 13 0 1 2 66
The dynamics of financially constrained arbitrage 0 0 1 1 0 0 1 6
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 7 52
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 4 0 0 1 46
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 1 1 1 9 1 1 6 32
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 8 21 86 5,453 40 138 583 24,081

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 1 1 3 215
A Preferred‐Habitat Model of the Term Structure of Interest Rates 1 6 14 61 2 12 50 272
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 1 1 105 0 2 6 465
An Institutional Theory of Momentum and Reversal 0 0 3 57 1 3 14 395
Asset Management Contracts and Equilibrium Prices 0 0 2 7 6 14 31 68
Asset Management as Creator of Market Inefficiency 0 0 2 5 1 1 8 28
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 2 45 2 5 7 198
Bond Supply and Excess Bond Returns 0 1 8 127 5 13 31 469
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 26 1 1 3 79
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates 0 0 1 5 1 2 7 30
ESBies: safety in the tranches 0 0 3 64 1 2 9 302
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 5 263 1 3 20 727
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 130 1 1 3 700
Financial Markets Where Traders Neglect the Informational Content of Prices 0 0 3 22 1 2 9 151
Introduction to financial economics 1 1 1 110 2 2 2 354
Limits of Arbitrage 0 1 12 79 0 3 36 268
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 26 1 1 5 125
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 0 0 4 74 1 1 9 232
Persuasion Bias, Social Influence, and Unidimensional Opinions 1 1 10 388 5 7 33 1,827
Price Pressure in the Government Bond Market 0 0 1 116 2 2 6 342
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 0 5 497 1 2 19 1,429
Search and endogenous concentration of liquidity in asset markets 0 0 1 147 2 3 5 348
Strategic Trading and Welfare in a Dynamic Market 0 0 1 89 4 5 10 355
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 1 3 49 0 4 18 199
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 44 2 4 6 253
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 5 8 15 389
The Sovereign-Bank Diabolic Loop and ESBies 1 1 2 219 1 4 10 814
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 4 14 88 3,240 50 109 398 13,211

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 0 1 10 160
Market Liquidity—Theory and Empirical Evidence * 0 0 1 43 0 2 10 175
The Analytics of the Greek Crisis 0 0 0 63 0 2 13 329
Total Chapters 0 0 3 141 0 5 34 725

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Statistics updated 2025-08-05