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Dimitri Vayanos : Citation Profile


Are you Dimitri Vayanos?

London School of Economics (LSE)

19

H index

25

i10 index

1614

Citations

RESEARCH PRODUCTION:

25

Articles

91

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 67
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 36 (2.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva498
   Updated: 2018-02-17    RAS profile: 2017-08-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pagano, Marco (17)

Reis, Ricardo (17)

Brunnermeier, Markus (17)

Van Nieuwerburgh, Stijn (16)

thesmar, david (10)

Garicano, Luis (10)

Langfield, Sam (7)

Gourinchas, Pierre-Olivier (5)

Kondor, Péter (5)

PHILIPPON, Thomas (4)

Guibaud, Stéphane (3)

Gromb, Denis (3)

Lane, Philip (2)

Buffa, Andrea M. (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitri Vayanos.

Is cited by:

Weill, Pierre-Olivier (26)

Pedersen, Lasse (24)

Lagos, Ricardo (21)

Longstaff, Francis (18)

Bacchetta, Philippe (18)

Rocheteau, Guillaume (18)

van Wincoop, Eric (17)

D'Amico, Stefania (16)

Adrian, Tobias (15)

Tille, Cédric (15)

Biais, Bruno (15)

Cites to:

Pedersen, Lasse (23)

Pagano, Marco (20)

Brunnermeier, Markus (17)

Shleifer, Andrei (15)

Duffie, Darrell (15)

Subrahmanyam, Avanidhar (15)

Reinhart, Carmen (14)

Stoll, Hans (14)

Gromb, Denis (13)

Farhi, Emmanuel (12)

Viswanathan, S (12)

Main data


Where Dimitri Vayanos has published?


Journals with more than one article published# docs
Review of Financial Studies6
Review of Economic Studies3
Journal of Economic Theory2
Journal of Financial Economics2
Journal of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Discussion Papers / Centre for Macroeconomics (CFM)2

Recent works citing Dimitri Vayanos (2018 and 2017)


YearTitle of citing document
2017Flight to Safety from European Stock Markets. (2017). Christiansen, Charlotte ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2017-38.

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2017Decentralized Exchange. (2017). Malamud, Semyon ; Rostek, Marzena. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2017Existence of a Radner equilibrium in a model with transaction costs. (2017). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706.

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2017Effective risk aversion in thin risk-sharing markets. (2017). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096.

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2017Equilibrium Liquidity Premia. (2017). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1707.08464.

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2017Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:17-14.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2017Measuring Limits of Arbitrage in Fixed-Income Markets. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:17-44.

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2017The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2017Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623.

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2017A Quantitative Easing Experiment. (2017). Hanaki, Nobuyuki ; Ishikawa, R ; Funaki, Y ; Akiyama, E ; Penalver, A. In: Working papers. RePEc:bfr:banfra:651.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2017Opinion Dynamics via Search Engines (and other Algorithmic Gatekeepers). (2017). Sobbrio, Francesco ; Germano, Fabrizio. In: Working Papers. RePEc:bge:wpaper:962.

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2017Green bond finance and certification. (2017). Packer, Frank ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1709h.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017The macroeconomic effects of asset purchases revisited. (2017). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: BIS Working Papers. RePEc:bis:biswps:680.

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2017Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan. (2017). Koeda, Junko. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:443-457.

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2017COMMUNICATION ABOUT FUTURE POLICY RATES IN THEORY AND PRACTICE: A SURVEY. (2017). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:678-711.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

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2017The impact of Solvency II regulations on life insurers’ investment behaviour. (2017). Vause, Nicholas ; Noss, Joseph ; Douglas, Graeme . In: Bank of England working papers. RePEc:boe:boeewp:0664.

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2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685.

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2017Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07.

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2017Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1735.

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2017Securitization and Aggregate Investment Efficiency. (2017). Stephens, Eric ; Mirza, Afrasiab . In: Carleton Economic Papers. RePEc:car:carecp:16-05.

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2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

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2017Opinion Dynamics via Search Engines (and other Algorithmic Gatekeepers). (2017). Sobbrio, Francesco ; Germano, Fabrizio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6541.

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2017Quantitative Easing in the Euro Area - An Event Study Approach. (2017). Urbschat, Florian ; Watzka, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6709.

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2017How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies. (2017). guimaraes, bernardo ; Diniz, Andre. In: Discussion Papers. RePEc:cfm:wpaper:1705.

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2017Managing the UK National Debt 1694-2017. (2017). Scott, Andrew ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1727.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

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2017The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound. (2017). Orphanides, Athanasios. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12039.

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2017Dissecting interbank risk. (2017). Aguilar, Pedro Serrano ; Lafuente, Juan Angel ; Petit, Nuria . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553.

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2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

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2017Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-27.

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2017High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: IESE Research Papers. RePEc:ebg:iesewp:d-1161.

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2017High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: Working Paper Series. RePEc:ecb:ecbwps:20172020.

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2017Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal . In: Working Paper Series. RePEc:ecb:ecbwps:20172035.

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2017Internal devaluation in currency unions: the role of trade costs and taxes. (2017). Petroulakis, Filippos. In: Working Paper Series. RePEc:ecb:ecbwps:20172049.

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2017Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). Holm-Hadulla, Fédéric ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20172052.

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2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

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2017Structural asymmetries and financial imbalances in the eurozone. (2017). Smets, Frank ; Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20172076.

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2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme. (2017). Lemke, Wolfgang ; Werner, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20172106.

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2017On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano . In: Working Paper Series. RePEc:ecb:ecbwps:20172107.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2017The small IPO and the investing preferences of mutual funds. (2017). Bartlett, Robert P ; Solomon, Steven Davidoff ; Rose, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:151-173.

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2017CEO social capital, risk-taking and corporate policies. (2017). Ferris, Stephen P ; Rajkovic, Tijana ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:46-71.

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2017Competition in the stock market with asymmetric information. (2017). Wang, Wanbin Walter . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2017Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Boudt, Kris ; Dale, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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2017Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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2017Does ETF trading affect the efficiency of the underlying index?. (2017). Yin, Xiangkang ; Xu, Liao . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101.

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2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

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2017Momentum profits and time varying illiquidity effect. (2017). Butt, Hilal Anwar ; Virk, Nader Shahzad . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:253-259.

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2017Lockstep in liquidity: Common dealers and co-movement in bond liquidity. (2017). Gissler, Stefan . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:1-21.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2017The market for lemmings: The herding behavior of pension funds. (2017). Sarno, Lucio ; Zinna, Gabriele ; Blake, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:17-39.

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2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Paniagua, Jordi ; Tamarit, Cecilio ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio L ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2017The bank-lending channel and monetary policy during pre- and post-2007 crisis. (2017). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:176-187.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2017Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes. (2017). CAPELLE-BLANCARD, Gunther. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:48-73.

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2017Index portfolio and welfare analysis under heterogeneous beliefs. (2017). Shi, Lei ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79.

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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

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2017The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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2017Heterogeneous peer effects in education. (2017). Zenou, Yves ; Patacchini, Eleonora ; Rainone, Edoardo . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:190-227.

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2017Bilateral trading in divisible double auctions. (2017). Du, Songzi ; Zhu, Haoxiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:167:y:2017:i:c:p:285-311.

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2017Net trade and market efficiency in Grossman and Stiglitz (1980). (2017). Wu, Weili ; Ou-Yang, Hui . In: Journal of Economic Theory. RePEc:eee:jetheo:v:167:y:2017:i:c:p:75-85.

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2017Community leaders and the preservation of cultural traits. (2017). Siedlarek, Jan-Peter ; Prummer, Anja . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:143-176.

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2017Market selection. (2017). Kogan, Leonid ; Wang, Jiang ; Westerfield, Mark M ; Ross, Stephen A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:209-236.

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2017Insider trading and the short-swing profit rule. (2017). Lenkey, Stephen L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:517-545.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Debt maturity and the liquidity of secondary debt markets. (2017). Bruche, Max ; Segura, Anatoli . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:599-613.

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2017Fire sale discount: Evidence from the sale of minority equity stakes. (2017). Dinc, Serdar ; Liao, Rose ; Erel, Isil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:475-490.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2017An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170.

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2017Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors. (2017). Ben-Rephael, Azi . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:30-44.

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2017Speculative attacks in a two-peg model. (2017). Razo-Garcia, Raul ; Lopez-Suarez, Carlos Felipe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:234-256.

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2017Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2017). Anaya, Pablo ; Offermanns, Christian J ; Hachula, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:275-295.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

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2017Effectiveness of QE: An assessment of event-study evidence. (2017). Thornton, Daniel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:56-74.

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2017Processing consistency in non-Bayesian inference. (2017). He, Xuedong ; Xiao, DI. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:90-104.

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2017Capital regulation and credit fluctuations. (2017). Rochet, Jean ; Gersbach, Hans. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:113-124.

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2017The reactions to on-air stock reports: Prices, volume, and order submission behavior. (2017). Chiao, Chaoshin ; Lee, Cheng-Few ; Lin, Tung-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:27-46.

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2017Long-range correlation and market segmentation in bond market. (2017). Wang, Zhongxing ; Chen, Xiaosong ; Yan, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:477-485.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2017Hot money and cross-section of stock returns during the global financial crisis. (2017). Kim, Daehwan ; Iwasawa, Seiichiro . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:8-22.

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2018Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Malagon, Juliana ; Rodriguez, Rosa ; Moreno, David . In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2017-23.

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2017‘Real’ flexicurity worlds in action: evidence from Denmark and Greece. (2017). Kougias, Konstantinos . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69576.

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2017Managing the UK National Debt 1694-2017. (2017). Ellison, Martin ; Scott, Andrew. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86148.

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2017.

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More than 100 citations found, this list is not complete...

Works by Dimitri Vayanos:


YearTitleTypeCited
2010Price Pressure in the Government Bond Market In: American Economic Review.
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2010Price pressure in the government bond market.(2010) In: LSE Research Online Documents on Economics.
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2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Les Cahiers de Recherche.
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2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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2010Limits of Arbitrage In: Annual Review of Financial Economics.
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2001Strategic Trading in a Dynamic Noisy Market In: Journal of Finance.
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2001Strategic trading in a dynamic noisy market.(2001) In: LSE Research Online Documents on Economics.
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2008A Search-Based Theory of the On-the-Run Phenomenon In: Journal of Finance.
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2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers.
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2007A search-based theory of the on-the-run phenomenon.(2007) In: LSE Research Online Documents on Economics.
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2005A search-based theory of the on-the-run phenomenon.(2005) In: LSE Research Online Documents on Economics.
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2007A Search-Based Theory of the On-the-Run Phenomenon.(2007) In: FMG Discussion Papers.
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2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers.
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2005A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers.
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2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
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2016ESBies: Safety in the tranches In: Discussion Papers.
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2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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2016Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: Central Banking, Analysis, and Economic Policies Book Series.
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2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: CEPR Discussion Papers.
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2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: NBER Working Papers.
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2005The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography.
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paper2
2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
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paper14
2014Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers.
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2015The Dynamics of Financially Constrained Arbitrage In: CEPR Discussion Papers.
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paper3
2015The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics.
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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers.
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2015Financial Markets where Traders Neglect the Informational Content of Prices In: CEPR Discussion Papers.
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paper3
2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers.
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2016The Analytics of the Greek Crisis In: CEPR Discussion Papers.
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2016The Analytics of the Greek Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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2016The Analytics of the Greek Crisis.(2016) In: NBER Chapters.
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2016The Analytics of the Greek Crisis.(2016) In: NBER Working Papers.
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2017The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual.
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2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
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paper255
2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: Journal of Financial Economics.
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2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: LSE Research Online Documents on Economics.
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2007The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers.
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paper40
2007The gamblers and hot-hand fallacies: theory and applications.(2007) In: LSE Research Online Documents on Economics.
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2007The Gamblers and Hot-Hand Fallacies:Theory and Applications.(2007) In: FMG Discussion Papers.
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2010The Gamblers and Hot-Hand Fallacies: Theory and Applications.(2010) In: Review of Economic Studies.
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2008Bond Supply and Excess Bond Returns In: CEPR Discussion Papers.
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paper69
2008Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics.
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2008Bond Supply and Excess Bond Returns.(2008) In: FMG Discussion Papers.
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paper
2008Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers.
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2014Bond Supply and Excess Bond Returns.(2014) In: Review of Financial Studies.
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article
2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
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paper55
2008An institutional theory of momentum and reversal.(2008) In: LSE Research Online Documents on Economics.
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paper
2008An Institutional Theory of Momentum and Reversal.(2008) In: FMG Discussion Papers.
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paper
2011An institutional Theory of Momentum and Reversal.(2011) In: FMG Discussion Papers.
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2008An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers.
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2013An Institutional Theory of Momentum and Reversal.(2013) In: Review of Financial Studies.
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2009Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers.
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2009Liquidity and asset prices: a united framework.(2009) In: LSE Research Online Documents on Economics.
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2009Liquidity and Asset Prices: A Unified Framework.(2009) In: FMG Discussion Papers.
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2009Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers.
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2009A Preferred-Habitat Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper155
2009A preferred-habitat model of the term structure of interest rates.(2009) In: LSE Research Online Documents on Economics.
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2009A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: FMG Discussion Papers.
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2009A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: NBER Working Papers.
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paper
2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
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paper57
2010Limits of Arbitrage: The State of the Theory.(2010) In: FMG Discussion Papers.
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paper
2010Limits of Arbitrage: The State of the Theory.(2010) In: NBER Working Papers.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt In: CEPR Discussion Papers.
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paper19
2011Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt.(2011) In: FMG Discussion Papers.
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paper
2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: NBER Working Papers.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: Review of Financial Studies.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital In: CEPR Discussion Papers.
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paper4
2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: FMG Discussion Papers.
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paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
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paper
1993A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper.
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paper1
2012Quantitative Easing and Unconventional Monetary Policy – an Introduction In: Economic Journal.
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2001Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers.
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paper160
2003Persuasion bias, social influence, and uni-dimensional opinions.(2003) In: LSE Research Online Documents on Economics.
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2003Persuasion Bias, Social Influence, and Unidimensional Opinions.(2003) In: The Quarterly Journal of Economics.
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2004Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings.
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paper75
2007Search and endogenous concentration of liquidity in asset markets.(2007) In: Journal of Economic Theory.
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2004Search and endogenous concentration of liquidity in asset markets.(2004) In: LSE Research Online Documents on Economics.
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2000A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
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2013Market Liquidity—Theory and Empirical Evidence * In: Handbook of the Economics of Finance.
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2014Introduction to financial economics In: Journal of Economic Theory.
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2003Corrigendum to Equilibrium and welfare in markets with financially constrained arbitrageurs [J. Financial Economics 66 (2002) 361] In: Journal of Financial Economics.
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1999Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics.
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1999Strategic Trading and Welfare in a Dynamic Market.(1999) In: Review of Economic Studies.
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1998Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics.
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1998Transaction Costs and Asset Prices: A Dynamic Equilibrium Model..(1998) In: Review of Financial Studies.
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2003The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics.
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2003The Decentralization of Information Processing in the Presence of Interactions.(2003) In: Review of Economic Studies.
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1999Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics.
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1999Equilibrium interest rate and liquidity premium with transaction costs.(1999) In: Economic Theory.
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2004Flight to quality, flight to liquidity, and the pricing of risk In: LSE Research Online Documents on Economics.
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2004Flight to Quality, Flight to Liquidity, and the Pricing of Risk.(2004) In: NBER Working Papers.
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2005Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics.
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2008Strong-Form Efficiency with Monopolistic Insiders.(2008) In: Review of Financial Studies.
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2016The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics.
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2011Fund Flows and Asset Prices: A Baseline Model In: FMG Discussion Papers.
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2012Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition In: FMG Discussion Papers.
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2012Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition.(2012) In: Review of Financial Studies.
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2012Market Liquidity - Theory and Empirical Evidence In: FMG Discussion Papers.
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2012Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers.
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2012Theories of Liquidity In: Foundations and Trends(R) in Finance.
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2012Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers.
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2010A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association.
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1993Decentralization and the management of competition In: Economics Working Papers.
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