Dimitri Vayanos : Citation Profile


Are you Dimitri Vayanos?

London School of Economics (LSE)

27

H index

34

i10 index

3206

Citations

RESEARCH PRODUCTION:

29

Articles

106

Papers

4

Chapters

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 114
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 558.    Total self citations: 53 (1.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva498
   Updated: 2022-05-21    RAS profile: 2022-03-30    
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Relations with other researchers


Works with:

Brunnermeier, Markus (21)

Reis, Ricardo (21)

Pagano, Marco (21)

Van Nieuwerburgh, Stijn (20)

Lane, Philip (12)

thesmar, david (12)

Garicano, Luis (12)

Langfield, Sam (9)

Gourinchas, Pierre-Olivier (8)

PHILIPPON, Thomas (6)

Gromb, Denis (2)

Kondor, Péter (2)

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

Is cited by:

Grabisch, Michel (44)

Weill, Pierre-Olivier (41)

Rusinowska, Agnieszka (38)

He, Zhiguo (33)

KRISHNAMURTHY, ARVIND (26)

Pedersen, Lasse (24)

Lagos, Ricardo (24)

Longstaff, Francis (22)

Guidolin, Massimo (22)

Pedio, Manuela (20)

Dunne, Peter (20)

Cites to:

Shleifer, Andrei (17)

Pedersen, Lasse (17)

Duffie, Darrell (15)

Stoll, Hans (14)

Subrahmanyam, Avanidhar (13)

Pagano, Marco (13)

KRISHNAMURTHY, ARVIND (12)

Viswanathan, S (11)

Farhi, Emmanuel (11)

Foucault, Thierry (11)

Biais, Bruno (10)

Main data


Where Dimitri Vayanos has published?


Journals with more than one article published# docs
Review of Financial Studies6
Journal of Finance5
Review of Economic Studies3
Journal of Financial Economics2
Journal of Economic Theory2
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 (2022 and 2021)


YearTitle of citing document
2020Adverse Selection and Liquidity: From Theory to Practice. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0268.

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2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2022Flow Trading. (2022). Cramton, Peter ; Malec, David ; Lee, Jeongmin ; Kyle, Albert S ; Budish, Eric. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:146.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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2022Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116.

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2021Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2020Smart TWAP trading in continuous-time equilibria. (2018). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:1803.08336.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Pricing under Fairness Concerns. (2019). Michaillat, Pascal ; Madarasz, Kristof ; Eyster, Erik. In: Papers. RePEc:arx:papers:1904.05656.

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2021Averaging plus Learning in financial markets. (2019). Vaidya, Tushar ; Popescu, Ionel . In: Papers. RePEc:arx:papers:1904.08131.

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2020Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2020Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286.

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2022Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223.

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2020Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933.

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2021Optimal Echo Chambers. (2020). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249.

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2020Social networks, confirmation bias and shock elections. (2020). Langtry, Alastair ; Gallo, Edoardo. In: Papers. RePEc:arx:papers:2011.00520.

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2020An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625.

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2021Learning about latent dynamic trading demand. (2021). Choi, Jin Hyuk ; Chen, Xiao ; Seppi, Duane J ; Larsen, Kasper. In: Papers. RePEc:arx:papers:2105.13401.

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2021Welfare implications of noise traders. (2021). Weston, Kim ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2108.00973.

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2021A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950.

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2022Social Learning under Platform Influence: Consensus and Persistent Disagreement. (2022). Candogan, Ozan ; Anunrojwong, Jerry ; Light, Bar ; Immorlica, Nicole. In: Papers. RePEc:arx:papers:2202.12453.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2020Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:20-29.

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2020Why Do Central Banks Make Public Announcements of Open Market Operations?. (2020). Bulusu, Narayan. In: Staff Working Papers. RePEc:bca:bocawp:20-35.

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2020A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2020The ECB monetary policy response to the Covid-19 crisis. (2020). Martinez-Martin, Jaime ; Nuo, Galo ; Hurtado, Samuel ; Arce, Oscar ; Aguilar, Pablo ; Thomas, Carlos. In: Occasional Papers. RePEc:bde:opaper:2026e.

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2021High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2020The market stabilization role of central bank asset purchases: high-frequency evidence from the COVID-19 crisis. (2020). Bernardini, Marco ; de Nicola, Annalisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1310_20.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2021Convergence trading, arbitrage and systemic risk in the United States. (2021). Hugues, Dastarac. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2021:235:01.

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2020Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey. (2020). Yared, Pierre ; Nunes, Ricardo ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1144.

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2020Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Broner, Fernando ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1152.

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2020Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea. In: Working Papers. RePEc:bge:wpaper:1219.

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2021The Commitment Benefit of Consols in Government Debt Management. (2021). Debortoli, Davide ; Yared, Pierre ; Nunes, Ricardo. In: Working Papers. RePEc:bge:wpaper:1253.

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2021The Commitment Benefit of Consols in Government Debt Management. (2021). Debortoli, Davide ; Yared, Pierre ; Nunes, Ricardo. In: Working Papers. RePEc:bge:wpaper:1254.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2021Asset managers, market liquidity and bank regulation. (2021). Tarashev, Nikola ; Huang, Wenqian ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:933.

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2021Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:952.

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2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

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2021Global lending conditions and international coordination of financial regulation policies. (2021). Kharroubi, Enisse. In: BIS Working Papers. RePEc:bis:biswps:962.

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2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963.

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2022Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2020Understanding the effects of growing central bank balance sheets on investment. (2020). Michael, Bryane. In: Economic Affairs. RePEc:bla:ecaffa:v:40:y:2020:i:3:p:385-394.

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2021The assets’ pledgeability channel of unconventional monetary policy. (2021). Loberto, Michele ; Miccoli, Marcello ; Ferrero, Giuseppe. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1547-1568.

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2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

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2022The Economic Logic of the Yield?Curve Control Policy*. (2022). Pol, Eduardo. In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:1:p:78-88.

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2020Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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2020Banks home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?. (2020). Dermine, Jean. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:841-858.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

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2021Interest rate risk of life insurers: Evidence from accounting data. (2021). Möhlmann, Axel ; Mohlmann, Axel . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:587-612.

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2020Stock market anomalies and baseball cards. (2020). Thompson, Linh ; Engelberg, Joseph ; Williams, Jared. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:461-479.

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2020Less competitive bank markets: Conventional and unconventional monetary policies through bank‐lending channels. (2020). Yamamoto, Yasuhiro. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:277-296.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2021Credit rating, post?earnings?announcement drift, and arbitrage from transient institutions. (2021). He, Guanming. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1434-1467.

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2020Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji. (2020). Langfield, Sam. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:s1:p:e1-e10.

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2020The Quest to Stabilize an Unstable System by Financial Engineering. Reply to Sam Langfield. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:s1:p:e1-e5.

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2020HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW?FREQUENCY STOCK LIQUIDITY. (2020). Gregoriou, Andros ; Le, Huong. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:5:p:1170-1186.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2020Relationship Trading in Over?the?Counter Markets. (2020). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:683-734.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021The Cross Section of MBS Returns. (2021). Richardson, Scott ; Eisfeldt, Andrea L ; Diep, Peter . In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2093-2151.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2021Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020Effective risk aversion in thin risk‐sharing markets. (2020). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1565-1590.

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2021Asset pricing with general transaction costs: Theory and numerics. (2021). Shi, Xiaofei ; Muhlekarbe, Johannes ; Gonon, Lukas. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:595-648.

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2021Liquidity in competitive dealer markets. (2021). Muhlekarbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:827-856.

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2022What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172.

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2020International investment positions revisited: Investor heterogeneity and individual security characteristics. (2020). Vermeulen, Robert ; Boermans, Martijn. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:466-496.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2020Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591.

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2020PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Katsaros, Efthimios ; Anastasiadis, Panagiotis ; Koutsioukis, Anastasios-Taxiarchis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211.

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2020Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2021Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015.

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2021The impact of the Recovery and Resilience Facility on the Greek economy. (2021). Papageorgiou, Dimitris ; Vourvachaki, Evangelia ; Vasardani, Melina ; Malliaropulos, Dimitris. In: Economic Bulletin. RePEc:bog:econbl:y:2021:i:53:p:7-28.

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2021Disrupted lending relationship and borrowers strategic default: evidence from the tourism industry during the Greek economic crisis. (2021). ASIMAKOPOULOS, IOANNIS ; Malliaropulos, Dimitris ; Avramidis, Panagiotis. In: Working Papers. RePEc:bog:wpaper:285.

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2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

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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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article105
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: HEC Research Papers Series.
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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: 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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paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
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paper
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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paper
2010Limits of Arbitrage In: Annual Review of Financial Economics.
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article38
2001Strategic Trading in a Dynamic Noisy Market In: Journal of Finance.
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article38
2001Strategic trading in a dynamic noisy market.(2001) In: LSE Research Online Documents on Economics.
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paper
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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2018The Dynamics of Financially Constrained Arbitrage In: Journal of Finance.
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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers.
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2015The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics.
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paper
2018The dynamics of financially constrained arbitrage.(2018) 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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2019Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance.
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2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: CEPR Discussion Papers.
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2019Financial markets where traders neglect the informational content of prices.(2019) In: LSE Research Online Documents on Economics.
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2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers.
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2019Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance.
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article29
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers.
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2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
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2019Liquidity risk and the dynamics of arbitrage capital.(2019) In: LSE Research Online Documents on Economics.
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paper
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: NBER Working Papers.
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paper
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 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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paper17
2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
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2016The analytics of the greek crisis In: Department of Economics, Working Paper Series.
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paper47
2016The Analytics of the Greek Crisis.(2016) In: CEPR Discussion Papers.
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2017The analytics of the Greek crisis.(2017) In: LSE Research Online Documents on Economics.
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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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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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2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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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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paper
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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2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
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paper32
2014Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers.
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2020Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing In: CEPR Discussion Papers.
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paper0
2020Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing.(2020) In: NBER Working Papers.
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2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
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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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paper88
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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paper220
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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2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
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paper115
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.
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paper10
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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paper346
2021A preferred-habitat model of the term structure of interest rates.(2021) In: LSE Research Online Documents on Economics.
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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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2021A Preferred?Habitat Model of the Term Structure of Interest Rates.(2021) In: Econometrica.
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2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
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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.
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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: Post-Print.
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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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2020A restart procedure to deal with COVID-19 In: Vox eBook Chapters.
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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 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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paper100
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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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.(2012) In: Review of Financial Studies.
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2012Market Liquidity - Theory and Empirical Evidence In: FMG Discussion Papers.
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2022A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers In: NBER Working Papers.
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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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