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 1 5 532
A Model of Persuasion - With Implications for Financial Markets 1 1 2 129 3 3 7 492
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 3 74 4 7 36 294
A Preferred-Habitat Model of the Term Structure of Interest Rates 0 0 7 162 8 22 73 805
A Preferred-Habitat Model of the Term Structure of Interest Rates 3 4 16 238 13 24 80 871
A Search-Based Theory of the On-the-Run Phenomenon 0 0 1 87 2 6 16 277
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 21 2 6 19 156
A Search-Based Theory of the On-the-Run Phenomenon 0 1 3 36 1 3 15 175
A Search-Based Theory of the On-the-Run Phenomenon 0 0 0 23 1 2 14 137
A preferred-habitat model of the term structure of interest rates 0 1 5 29 4 9 37 128
A search-based theory of the on-the-run phenomenon 0 0 0 1 3 4 16 57
A search-based theory of the on-the-run phenomenon 0 0 0 2 1 2 14 65
An Institutional Theory of Momentum and Reversal 0 0 1 24 3 6 24 160
An Institutional Theory of Momentum and Reversal 0 0 2 62 2 7 20 314
An Institutional Theory of Momentum and Reversal 0 0 1 17 1 1 12 107
An institutional Theory of Momentum and Reversal 0 0 2 43 3 6 20 188
An institutional theory of momentum and reversal 0 0 2 6 1 5 17 58
Asset Management Contracts and Equilibrium Prices 0 0 0 6 3 4 16 79
Asset Management Contracts and Equilibrium Prices 0 0 1 26 3 6 19 105
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt 0 0 0 38 0 0 6 141
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 1 20 1 1 11 77
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 1 1 35 0 1 14 73
Bond Supply and Excess Bond Returns 0 0 2 116 0 1 13 470
Bond Supply and Excess Bond Returns 0 0 2 62 1 4 25 229
Bond Supply and Excess Bond Returns 0 0 1 129 1 3 13 508
Bond supply and excess bond returns 1 1 1 12 2 3 12 76
Decentralization and the management of competition 0 0 1 15 0 0 6 139
ESBies - Safety in the tranches 0 0 0 7 2 6 19 54
ESBies: Safety in the Tranches 0 0 1 24 3 7 25 133
ESBies: Safety in the Tranches 0 0 2 56 4 6 32 191
ESBies: Safety in the tranches 0 0 2 25 1 2 25 95
ESBies: Safety in the tranches 0 0 2 7 1 4 33 109
ESBies: Safety in the tranches 0 0 0 3 1 4 16 40
ESBies: safety in the tranches 0 0 1 9 1 1 24 40
ESBies: safety in the tranches 0 1 3 16 2 4 29 58
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs 0 1 2 90 1 8 21 420
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 0 12 0 4 10 80
Equilibrium interest rate and liquidity premium with transaction costs 0 0 1 9 0 1 7 46
Financial Markets where Traders Neglect the Informational Content of Prices 0 1 3 27 0 5 14 89
Financial Markets where Traders Neglect the Informational Content of Prices 0 0 0 17 2 4 11 61
Financially constrained arbitrage and cross-market contagion 0 0 1 82 0 3 8 172
Flight to Quality, Flight to Liquidity, and the Pricing of Risk 0 3 9 512 1 13 36 1,577
Flight to quality, flight to liquidity, and the pricing of risk 0 1 3 16 4 15 35 127
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 56 1 4 14 58
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 26 2 4 14 63
Fund Flows and Asset Prices: A Baseline Model 0 0 3 48 2 4 11 144
Limits of Arbitrage: The State of the Theory 0 0 16 225 0 2 71 532
Limits of Arbitrage: The State of the Theory 0 0 3 68 1 1 15 190
Limits of Arbitrage: The State of the Theory 0 0 3 61 1 1 23 184
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 30 1 4 12 91
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 0 2 3 13 60
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 1 16 2 5 16 59
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 0 15 0 5 17 70
Liquidity and Asset Prices: A Unified Framework 0 0 0 30 1 2 6 92
Liquidity and Asset Prices: A Unified Framework 1 1 3 133 1 3 13 321
Liquidity and Asset Prices: A Unified Framework 0 0 1 37 0 1 7 112
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition 1 1 6 71 1 1 17 180
Liquidity and asset prices: a united framework 0 0 0 2 0 1 6 30
Liquidity risk and the dynamics of arbitrage capital 0 0 0 2 1 5 15 38
Market Liquidity - Theory and Empirical Evidence 0 1 7 345 5 13 55 1,017
Market Liquidity -- Theory and Empirical Evidence 0 0 5 70 4 8 37 249
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions 0 0 6 126 1 11 69 744
Persuasion bias, social influence, and uni-dimensional opinions 0 1 5 19 1 7 28 103
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 2 27 0 0 10 117
Preferred-habitat investors and the US term structure of real rates 0 0 0 48 0 0 10 192
Price pressure in the government bond market 0 0 3 19 2 3 21 106
Search and Endogenous Concentration of Liquidity in Asset Markets 0 0 0 0 1 2 12 165
Search and endogenous concentration of liquidity in asset markets 0 1 1 6 3 5 18 48
Strategic trading and welfare in a dynamic market 0 0 0 2 2 3 10 38
Strategic trading in a dynamic noisy market 0 0 0 5 0 1 4 34
Strong-form efficiency with monopolistic insiders 0 0 0 10 2 3 8 39
The Analytics of the Greek Crisis 0 0 0 92 1 5 19 121
The Analytics of the Greek Crisis 0 0 4 27 2 6 30 81
The Analytics of the Greek Crisis 0 0 4 79 3 6 32 156
The Dynamics of Financially Constrained Arbitrage 0 0 0 6 2 7 19 60
The Dynamics of Financially Constrained Arbitrage 0 1 1 8 0 5 18 74
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model 0 0 0 38 0 0 2 140
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 2 174 3 4 22 1,061
The Gambler's and Hot-Hand Fallacies:Theory and Applications 0 0 0 54 2 3 17 251
The Sovereign-Bank Diabolic Loop and ESBies 0 0 3 126 2 9 49 362
The Sovereign-Bank Diabolic Loop and ESBies 0 0 3 93 0 5 30 284
The Sovereign-Bank Diabolic Loop and ESBies 0 0 2 23 1 9 33 92
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 15 1 4 16 65
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 28 3 7 30 113
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 33 2 7 20 66
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 4 14 20
The Sovereign-Bank Diabolic Loop and Esbies 0 0 3 39 0 3 23 145
The analytics of the Greek crisis 0 0 4 49 3 8 30 65
The analytics of the Greek crisis: celebratory centenary issue 0 0 0 26 1 3 11 49
The decentralization of information processing in the presence of interactions 1 1 1 3 1 1 4 28
The dynamics of financially constrained arbitrage 0 0 0 13 1 3 14 57
The dynamics of financially constrained arbitrage 1 1 3 3 2 5 14 26
The gambler's and hot-hand fallacies: theory and applications 0 0 1 6 0 0 9 52
The sovereign-bank diabolic loop and ESBies 0 0 0 13 1 6 17 63
The sovereign-bank diabolic loop and ESBies 0 0 1 3 1 3 16 32
The sovereign-bank diabolic loop and ESBies 0 1 1 30 3 5 15 63
Transaction costs and asset prices: a dynamic equilibrium model 0 0 0 2 1 4 9 54
Total Working Papers 9 25 183 4,805 160 448 1,970 18,661


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 1 1 56 1 3 9 188
A Search‐Based Theory of the On‐the‐Run Phenomenon 0 1 4 101 1 3 30 398
An Institutional Theory of Momentum and Reversal 0 1 2 35 9 15 37 256
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt 0 0 0 36 3 3 19 158
Bond Supply and Excess Bond Returns 2 3 15 80 8 14 53 243
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] 0 0 0 25 0 0 3 72
ESBies: safety in the tranches 0 1 10 47 5 13 55 208
Equilibrium and welfare in markets with financially constrained arbitrageurs 0 0 5 221 0 5 28 558
Equilibrium interest rate and liquidity premium with transaction costs 0 0 0 127 0 0 4 670
Financial Markets Where Traders Neglect the Informational Content of Prices 0 2 4 10 2 7 38 89
Introduction to financial economics 0 0 2 105 0 3 12 326
Limits of Arbitrage 0 0 2 38 1 5 18 154
Liquidity Risk and the Dynamics of Arbitrage Capital 0 0 10 18 0 4 51 86
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition 1 1 3 65 1 1 12 191
Persuasion Bias, Social Influence, and Unidimensional Opinions 1 5 18 310 2 17 67 1,490
Price Pressure in the Government Bond Market 0 0 2 105 1 3 20 294
Quantitative Easing and Unconventional Monetary Policy – an Introduction 0 10 31 441 2 30 133 1,223
Search and endogenous concentration of liquidity in asset markets 0 2 5 133 0 5 19 302
Strategic Trading and Welfare in a Dynamic Market 0 1 1 82 1 5 13 288
Strategic Trading in a Dynamic Noisy Market 0 0 2 102 0 2 9 264
Strong-Form Efficiency with Monopolistic Insiders 0 0 0 53 2 4 6 182
The Analytics of the Greek Crisis 0 0 5 29 1 9 37 107
The Decentralization of Information Processing in the Presence of Interactions 0 0 0 43 1 1 6 230
The Dynamics of Financially Constrained Arbitrage 0 0 1 10 1 5 32 71
The Gambler's and Hot-Hand Fallacies: Theory and Applications 0 0 1 75 1 2 28 330
The Sovereign-Bank Diabolic Loop and ESBies 0 3 20 195 3 20 102 679
Theories of Liquidity 1 2 9 143 2 6 73 647
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model 0 0 0 2 0 1 9 670
Total Journal Articles 5 33 153 2,687 48 186 923 10,374


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 3 14 0 5 29 84
Market Liquidity—Theory and Empirical Evidence * 1 1 5 17 1 3 30 78
The Analytics of the Greek Crisis 0 0 0 63 1 7 49 221
Total Chapters 1 1 8 94 2 15 108 383


Statistics updated 2020-09-04