Dimitri Vayanos : Citation Profile

Are you Dimitri Vayanos?

London School of Economics (LSE)

19

H index

26

i10 index

1702

Citations

RESEARCH PRODUCTION:

25

Articles

91

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 70
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 36 (2.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva498
   Updated: 2018-04-21    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)

Garicano, Luis (10)

thesmar, david (10)

Langfield, Sam (7)

Gourinchas, Pierre-Olivier (5)

Kondor, Péter (5)

PHILIPPON, Thomas (4)

Guibaud, Stéphane (3)

Gromb, Denis (3)

Buffa, Andrea M. (2)

Lane, Philip (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)

Rocheteau, Guillaume (18)

Bacchetta, Philippe (18)

van Wincoop, Eric (17)

D'Amico, Stefania (16)

Biais, Bruno (15)

Tille, Cédric (15)

Adrian, Tobias (15)

Cites to:

Pedersen, Lasse (23)

Pagano, Marco (20)

Brunnermeier, Markus (17)

Duffie, Darrell (15)

Subrahmanyam, Avanidhar (15)

Shleifer, Andrei (15)

Reinhart, Carmen (14)

Stoll, Hans (14)

Gromb, Denis (13)

Farhi, Emmanuel (12)

Reis, Ricardo (12)

Main data

Where Dimitri Vayanos has published?

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Existence of a Radner equilibrium in a model with transaction costs. (2018). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Equilibrium Returns with Transaction Costs. (2018). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1707.08464.

Full description at Econpapers || Download paper

2018Equilibrium in thin security markets under restricted participation. (2018). Anthropelos, Michail ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:1802.09954.

Full description at Econpapers || Download paper

2018Smart TWAP Trading in Continuous-Time Equilibria. (2018). Choi, Jinhyuk ; Seppi, Duane J ; Larsen, Kasper. In: Papers. RePEc:arx:papers:1803.08336.

Full description at Econpapers || Download paper

2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

Full description at Econpapers || Download paper

2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Bulusu, Narayan ; Gungor, Sermin . In: Discussion Papers. RePEc:bca:bocadp:18-4.

Full description at Econpapers || Download paper

2018The Government of Canada Debt Securities Data Set. (2018). Gao, Jeffrey ; Rondon, Gabriel Rodriguez ; Rivadeneyra, Francisco . In: Technical Reports. RePEc:bca:bocatr:112.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Dorich, Jose ; Mendes, Rhys R ; Lepetyuk, Vadym ; Labelle, Nicholas . In: Staff Working Papers. RePEc:bca:bocawp:18-17.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Klingler, Sven ; Sundaresan, Suresh. In: BIS Working Papers. RePEc:bis:biswps:705.

Full description at Econpapers || Download paper

2017Long-term Interest Rates and Public Debt Maturity. (2017). Beetsma, Roel ; Sakalauskaite, Ieva ; Giuliodori, Massimo. In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:541-558.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Rethinking financial stability. (2018). HALDANE, ANDREW ; Kapadia, Sujit ; Hinterschweiger, Marc ; Aikman, David . In: Bank of England working papers. RePEc:boe:boeewp:0712.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

Full description at Econpapers || Download paper

2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Expectativas Financieras y Tasas Forward en Chile. (2018). Alfaro, Rodrigo ; Sagner, Andres ; Fernandois, Antonio. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:814.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Boermans, Martijn ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018A hybrid spline-based parametric model for the yield curve. (2018). Faria, Adriano ; Almeida, Caio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Financial disruption and state dependent credit policy. (2018). Cargoet, Thibaud ; Poutineau, Jean-Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:249-272.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Cooperation in partly observable networked markets. (2018). Fainmesser, Itay P ; Goldberg, David A. In: Games and Economic Behavior. RePEc:eee:gamebe:v:107:y:2018:i:c:p:220-237.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Can firms see into the future? Survey evidence from Germany. (2018). Pettinicchi, Yuri ; Massenot, Baptiste. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:66-79.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

Full description at Econpapers || Download paper

2018Dynamic inefficiency in decentralized capital markets. (2018). Kurmann, André ; Rabinovich, Stanislav . In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:231-256.

Full description at Econpapers || Download paper

2018Dynamic directed random matching. (2018). Duffie, Darrell ; Sun, Yeneng ; Qiao, Lei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:174:y:2018:i:c:p:124-183.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article43
2010Price pressure in the government bond market.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
[Full Text][Citation analysis]		article2
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Les Cahiers de Recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2010Limits of Arbitrage In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article19
2001Strategic Trading in a Dynamic Noisy Market In: Journal of Finance.
[Full Text][Citation analysis]		article28
2001Strategic trading in a dynamic noisy market.(2001) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2008A Search-Based Theory of the On-the-Run Phenomenon In: Journal of Finance.
[Full Text][Citation analysis]		article129
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2007A search-based theory of the on-the-run phenomenon.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2005A search-based theory of the on-the-run phenomenon.(2005) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2007A Search-Based Theory of the On-the-Run Phenomenon.(2007) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2005A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		paper
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper10
2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2016ESBies: Safety in the tranches In: Discussion Papers.
[Full Text][Citation analysis]		paper11
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter5
2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2005The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography.
[Full Text][Citation analysis]		paper2
2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2014Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2015The Dynamics of Financially Constrained Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2015The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Financial Markets where Traders Neglect the Informational Content of Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016The Analytics of the Greek Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2016The Analytics of the Greek Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016The Analytics of the Greek Crisis.(2016) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		chapter
2016The Analytics of the Greek Crisis.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2017The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper264
2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 264		article
2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 264		paper
2007The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
2007The gamblers and hot-hand fallacies: theory and applications.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2007The Gamblers and Hot-Hand Fallacies:Theory and Applications.(2007) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2010The Gamblers and Hot-Hand Fallacies: Theory and Applications.(2010) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		article
2008Bond Supply and Excess Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper80
2008Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2008Bond Supply and Excess Bond Returns.(2008) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2008Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2014Bond Supply and Excess Bond Returns.(2014) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		article
2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper57
2008An institutional theory of momentum and reversal.(2008) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2008An Institutional Theory of Momentum and Reversal.(2008) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2011An institutional Theory of Momentum and Reversal.(2011) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2008An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2013An Institutional Theory of Momentum and Reversal.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		article
2009Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2009Liquidity and asset prices: a united framework.(2009) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009Liquidity and Asset Prices: A Unified Framework.(2009) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009A Preferred-Habitat Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper170
2009A preferred-habitat model of the term structure of interest rates.(2009) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2009A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2009A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper59
2010Limits of Arbitrage: The State of the Theory.(2010) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2010Limits of Arbitrage: The State of the Theory.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2011Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt.(2011) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2014Liquidity Risk and the Dynamics of Arbitrage Capital In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
1993A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper.
[Citation analysis]		paper1
2012Quantitative Easing and Unconventional Monetary Policy – an Introduction In: Economic Journal.
[Full Text][Citation analysis]		article72
2001Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers.
[Full Text][Citation analysis]		paper166
2003Persuasion bias, social influence, and uni-dimensional opinions.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		paper
2003Persuasion Bias, Social Influence, and Unidimensional Opinions.(2003) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		article
2004Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper76
2007Search and endogenous concentration of liquidity in asset markets.(2007) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		article
2004Search and endogenous concentration of liquidity in asset markets.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2000A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper3
2013Market Liquidity—Theory and Empirical Evidence * In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter3
2014Introduction to financial economics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2003Corrigendum to Equilibrium and welfare in markets with financially constrained arbitrageurs [J. Financial Economics 66 (2002) 361] In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
1999Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper33
1999Strategic Trading and Welfare in a Dynamic Market.(1999) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		article
1998Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper136
1998Transaction Costs and Asset Prices: A Dynamic Equilibrium Model..(1998) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 136		article
2003The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper13
2003The Decentralization of Information Processing in the Presence of Interactions.(2003) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
1999Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper39
1999Equilibrium interest rate and liquidity premium with transaction costs.(1999) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
2004Flight to quality, flight to liquidity, and the pricing of risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper108
2004Flight to Quality, Flight to Liquidity, and the Pricing of Risk.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108		paper
2005Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper9
2008Strong-Form Efficiency with Monopolistic Insiders.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2016The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper10
2011Fund Flows and Asset Prices: A Baseline Model In: FMG Discussion Papers.
[Full Text][Citation analysis]		paper1
2012Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition In: FMG Discussion Papers.
[Full Text][Citation analysis]		paper19
2012Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2012Market Liquidity - Theory and Empirical Evidence In: FMG Discussion Papers.
[Full Text][Citation analysis]		paper3
2012Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Theories of Liquidity In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article1
2012Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper0
2010A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article20
1993Decentralization and the management of competition In: Economics Working Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team