Dimitri Vayanos : Citation Profile

Are you Dimitri Vayanos?

London School of Economics (LSE)

18

H index

22

i10 index

1478

Citations

RESEARCH PRODUCTION:

23

Articles

91

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 64
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 260.    Total self citations: 38 (2.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva498
   Updated: 2017-07-22    RAS profile: 2017-03-29    
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Relations with other researchers

Works with:

Pagano, Marco (16)

Reis, Ricardo (16)

Brunnermeier, Markus (16)

Van Nieuwerburgh, Stijn (15)

Garicano, Luis (10)

Langfield, Sam (6)

Kondor, Péter (5)

PHILIPPON, Thomas (4)

Gromb, Denis (4)

Gourinchas, Pierre-Olivier (4)

Guibaud, Stéphane (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)

Bacchetta, Philippe (18)

Longstaff, Francis (18)

Rocheteau, Guillaume (18)

van Wincoop, Eric (17)

D'Amico, Stefania (16)

Biais, Bruno (15)

Tille, Cédric (15)

Grabisch, Michel (13)

Cites to:

Pagano, Marco (29)

Brunnermeier, Markus (27)

Pedersen, Lasse (23)

Reis, Ricardo (21)

Garicano, Luis (20)

Van Nieuwerburgh, Stijn (18)

Duffie, Darrell (15)

Subrahmanyam, Avanidhar (15)

Shleifer, Andrei (15)

Stoll, Hans (14)

Gromb, Denis (13)

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
Discussion Papers / Centre for Macroeconomics (CFM)2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2

Recent works citing Dimitri Vayanos (2017 and 2016)

YearTitle of citing document
2016Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending. (2016). Koudijs, Peter ; Voth, Hans-Joachim . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:11:p:3367-3400.

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2016Why Organizations Fail: Models and Cases. (2016). Garicano, Luis ; Rayo, Luis . In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:1:p:137-92.

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2016A CRISE FINANCEIRA AMERICANA E AS IMPLICAÇÕES PARA A POLÍTICA MONETÁRIA. (2016). Saraiva, Paulo Jose ; de Melo, Andre ; dePaula, Luiz Fernando ; de Paula, Luiz Fernando . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:114.

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2016Term Structure of Interest Rates under Zero or Low Bound: The Recent Japanese Case. (2016). Kurihara, Yutaka. In: Economy. RePEc:aoj:econom:2016:p:19-23.

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2016Existence and Uniqueness of a Steady State for an OTC Market with Several Assets. (2016). Belanger, Alain ; Ndoune, Ndoune ; Giroux, Gaston . In: Papers. RePEc:arx:papers:1411.7991.

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2016Equilibrium in risk-sharing games. (2016). Anthropelos, Michail ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:1412.4208.

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2016Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.01341.

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

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2016Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets. (2016). Barroso, João. In: Working Papers Series. RePEc:bcb:wpaper:420.

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2016Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions. (2016). Santioni, Raffaele ; Affinito, Massimiliano ; Albareto, Giorgio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_330_16.

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2016Debt maturity and the liquidity of secondary debt markets. (2016). Segura, Anatoli ; Bruche, Max. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1049_16.

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2016Search costs and the severity of adverse selection. (2016). Palazzo, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1073_16.

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2016Uncovering the portfolio balance channel with the use of sovereign credit ratings.. (2016). Villamizar-Villegas, mauricio ; Andrade-Pardo, Laura ; Vasquez-Escobar, Diego ; Valencia-Arana, Oscar . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:34:y:2016:i:81:p:191-205.

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2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:601.

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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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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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2016Optimal Time-Consistent Government Debt Maturity. (2016). Nunes, Ricardo ; Debortoli, Davide ; Yared, Pierre . In: Working Papers. RePEc:bge:wpaper:867.

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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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2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: BIS Working Papers. RePEc:bis:biswps:559.

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2016Who supplies liquidity, how and when?. (2016). Moinas, Sophie ; Biais, Bruno ; Declerck, Fany . In: BIS Working Papers. RePEc:bis:biswps:563.

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2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

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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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2016Information in the Term Structure of Yield Curve Volatility. (2016). Cieslak, Anna ; Povala, Pavol . In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:3:p:1393-1436.

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2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. (2016). Vasios, Michalis ; Payne, Richard ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0580.

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2016Liquidity determinants in the UK gilt market. (2016). Benos, Evangelos ; Zikes, Filip . In: Bank of England working papers. RePEc:boe:boeewp:0600.

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

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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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2016Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1665.

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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). Bua, Giovanna ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

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2016The Strategic Determination of the Supply of Liquid Assets. (2016). Herrenbrueck, Lucas ; Geromichalos, Athanasios . In: Working Papers. RePEc:cda:wpaper:16-1.

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2016Dispersed Information and the Origins of Aggregate Fluctuations. (2016). Massaro, Domenico ; Grazzini, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5957.

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2016High Frequency Trading and Fragility. (2016). Vives, Xavier ; Cespa, Giovanni . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6279.

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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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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1626.

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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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2016Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. (2016). Greenwood, Robin ; Vayanos, Dimitri ; Hanson, Samuel G. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c02pp011-062.

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2016Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. (2016). Garcia, René ; Fontaine, Jean-Sebastien ; Gungor, Sermin . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-21.

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2016Monetary Policy and Leverage Shocks. (2016). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2016-45.

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2016Uncovering the portfolio balance channel with the use of sovereign credit ratings. (2016). Villamizar-Villegas, mauricio ; Andrade-Pardo, Laura ; Vasquez-Escobar, Diego ; Valencia-Arana, Oscar . In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015222.

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2016Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11122.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016A Dynamic Equilibrium Model of ETFs. (2016). Malamud, Semyon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11469.

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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11505.

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2016The Booms and Busts of Beta Arbitrage. (2016). Lou, Dong ; Huang, Shiyang ; Polk, Christopher . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11531.

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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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2016The original Operation Twist: the War Finance Corporations war bond purchases, 1918–1920. (2016). Butkiewicz, James ; Solcan, Mihaela . In: Financial History Review. RePEc:cup:fihrev:v:23:y:2016:i:01:p:21-46_00.

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2016How to monitor the exit from the Eurosystems unconventional monetary policy: Is EONIA dead and gone?. (2016). Heijmans, Ronald ; Gorgi, Zion ; Heuver, Richard . In: DNB Working Papers. RePEc:dnb:dnbwpp:504.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:510.

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

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2016Spillover effects of global liquidity’s expansion on emerging countries: evidences from a Panel VAR approach. (2016). Rapelanoro, Nady . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-17.

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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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2016Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria. (2016). Abdullahi, Bala Dahiru . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00603.

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2016Net debt supply shocks in the euro area and the implications for QE. (2016). Joyce, Michael ; Blattner, Tobias . In: Working Paper Series. RePEc:ecb:ecbwps:20161957.

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2016US-euro area term structure spillovers, implications for central banks. (2016). Nyholm, Ken . In: Working Paper Series. RePEc:ecb:ecbwps:20161980.

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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). Golec, Pascal ; Perotti, Enrico . 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). De Santis, Roberto A ; Holm-Hadulla, Federic . 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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2016Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa. (2016). Durrah, Omar ; Abdul, Abdul Aziz ; Jamil, Syed Ahsan ; Ghafeer, Nour Aldeen . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-10.

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2017The Chilean peso exchange-rate carry trade and turbulence. (2017). Cox, Paulo ; Carreo, Jose Gabriel . In: Revista CEPAL. RePEc:ecr:col070:41256.

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2016Imperfect knowledge, liquidity and bubbles. (2016). Branch, William. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:17-42.

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2016Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents. (2016). In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:45-67.

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2016What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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2016Strategic noise trading of later-informed traders in a multi-market framework. (2016). Hsu, Chih-Hsiang . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:235-243.

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2016Heterogeneous noisy beliefs and dynamic competition in financial markets. (2016). Rousseau, Fabrice ; Boco, Herve ; Germain, Laurent . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:347-363.

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2016The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain. (2016). Marchetti, Marcos ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:427-441.

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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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2016Conditional portfolio allocation: Does aggregate market liquidity matter?. (2016). Bazgour, Tarik ; Sougne, Danielle . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:110-135.

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2016Market uncertainty, expected volatility and the mispricing of S&P 500 index futures. (2016). Wu, Wei-Shao ; Hsieh, Wen-Liang G ; Tu, Anthony H. In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:78-98.

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2016Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, Ye. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market. (2016). CAPELLE-BLANCARD, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:257-266.

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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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2016Pricing errors and the geography of trade in the foreign exchange market. (2016). Piccotti, Louis R. In: Journal of Financial Markets. RePEc:eee:finmar:v:28:y:2016:i:c:p:46-69.

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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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2016The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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2016Gamblers fallacy and imperfect best response in legislative bargaining. (2016). Zapal, Jan ; Nunnari, Salvatore. In: Games and Economic Behavior. RePEc:eee:gamebe:v:99:y:2016:i:c:p:275-294.

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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2017The bank-lending channel and monetary policy during pre- and post-2007 crisis. (2017). Kouretas, Georgios ; Salachas, Evangelos N ; Laopodis, Nikiforos T. 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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2016Transaction costs, liquidity risk, and the CCAPM. (2016). Liu, Wei Min ; Zhao, Huainan ; Luo, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:126-145.

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2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

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2016Sovereign debt ratings and stock liquidity around the World. (2016). Sapriza, Horacio ; Wu, Yangru ; Lee, Kuan-Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:99-112.

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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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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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2016Informational herding with model misspecification. (2016). Bohren, Aislinn. In: Journal of Economic Theory. RePEc:eee:jetheo:v:163:y:2016:i:c:p:222-247.

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2016Market making with asymmetric information and inventory risk. (2016). Liu, Hong ; Wang, Yajun . In: Journal of Economic Theory. RePEc:eee:jetheo:v:163:y:2016:i:c:p:73-109.

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2016Search-based models of money and finance: An integrated approach. (2016). Wright, Randall ; Trejos, Alberto . In: Journal of Economic Theory. RePEc:eee:jetheo:v:164:y:2016:i:c:p:10-31.

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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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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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2005The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography.
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2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers.
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2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: NBER Working Papers.
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2016The Analytics of the Greek Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
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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2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper235
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.
[Full Text][Citation analysis]		paper35
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.
[Full Text][Citation analysis]		paper61
2008Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers.
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2008Bond Supply and Excess Bond Returns.(2008) In: FMG Discussion Papers.
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2008Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics.
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2014Bond Supply and Excess Bond Returns.(2014) In: Review of Financial Studies.
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2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
2008An institutional theory of momentum and reversal.(2008) In: LSE Research Online Documents on Economics.
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2008An Institutional Theory of Momentum and Reversal.(2008) In: FMG Discussion Papers.
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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.
[Full Text][Citation analysis]		paper8
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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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]		paper138
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: 138		paper
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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2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2010Limits of Arbitrage: The State of the Theory.(2010) In: FMG Discussion Papers.
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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.
[Full Text][Citation analysis]		paper14
2011Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt.(2011) In: FMG Discussion Papers.
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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.
[Full Text][Citation analysis]		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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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
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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.
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2001Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers.
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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.
[Citation analysis]		paper73
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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