24
H index
31
i10 index
2659
Citations
London School of Economics (LSE) | 24 H index 31 i10 index 2659 Citations RESEARCH PRODUCTION: 29 Articles 100 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitri Vayanos. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 6 |
Journal of Finance | 5 |
Review of Economic Studies | 3 |
American Economic Review | 2 |
Journal of Economic Theory | 2 |
Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Centre for Macroeconomics (CFM) | 2 |
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF) | 2 |
Year | Title of citing document | |
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2020 | Adverse Selection and Liquidity: From Theory to Practice. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0268. Full description at Econpapers || Download paper | |
2020 | Smart TWAP trading in continuous-time equilibria. (2018). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:1803.08336. Full description at Econpapers || Download paper | |
2020 | Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989. Full description at Econpapers || Download paper | |
2020 | Pricing under Fairness Concerns. (2019). Michaillat, Pascal ; Madarasz, Kristof ; Eyster, Erik. In: Papers. RePEc:arx:papers:1904.05656. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730. Full description at Econpapers || Download paper | |
2020 | Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466. Full description at Econpapers || Download paper | |
2020 | Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286. Full description at Econpapers || Download paper | |
2020 | Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223. Full description at Econpapers || Download paper | |
2020 | Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933. Full description at Econpapers || Download paper | |
2020 | Optimal Echo Chambers. (2020). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249. Full description at Econpapers || Download paper | |
2020 | Social networks, confirmation bias and shock elections. (2020). Langtry, Alastair ; Gallo, Edoardo. In: Papers. RePEc:arx:papers:2011.00520. Full description at Econpapers || Download paper | |
2020 | An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625. Full description at Econpapers || Download paper | |
2020 | Implementation 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. Full description at Econpapers || Download paper | |
2020 | Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:20-29. Full description at Econpapers || Download paper | |
2020 | Why Do Central Banks Make Public Announcements of Open Market Operations?. (2020). Bulusu, Narayan. In: Staff Working Papers. RePEc:bca:bocawp:20-35. Full description at Econpapers || Download paper | |
2020 | A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Song, Zhaogang ; Nagel, Stefan. In: Working Papers. RePEc:bfi:wpaper:2020-79. Full description at Econpapers || Download paper | |
2020 | Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754. Full description at Econpapers || Download paper | |
2020 | Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey. (2020). Yared, Pierre ; Nunes, Ricardo ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1144. Full description at Econpapers || Download paper | |
2020 | Winners 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. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2020 | Social 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. Full description at Econpapers || Download paper | |
2020 | Banks home bias in government bond holdings: Will banks in lowâ€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. Full description at Econpapers || Download paper | |
2020 | Stock 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. Full description at Econpapers || Download paper | |
2020 | Less competitive bank markets: Conventional and unconventional monetary policies through bankâ€lending channels. (2020). Yamamoto, Yasuhiro. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:277-296. Full description at Econpapers || Download paper | |
2020 | Presidential 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Asset 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. Full description at Econpapers || Download paper | |
2020 | Effective risk aversion in thin riskâ€sharing markets. (2020). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1565-1590. Full description at Econpapers || Download paper | |
2020 | Dissecting 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. Full description at Econpapers || Download paper | |
2020 | Unconventional 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. Full description at Econpapers || Download paper | |
2020 | PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Koutsioukis, Anastasios-Taxiarchis ; Katsaros, Efthimios ; Anastasiadis, Panagiotis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211. Full description at Econpapers || Download paper | |
2020 | Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Social Networks, Confirmation Bias and Shock Elections. (2020). Langtry, A ; Gallo, E. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2099. Full description at Econpapers || Download paper | |
2020 | Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Policy Lessons for Greece from the Debt Crisis. (2020). Economides, George ; Philippopoulos, Apostolis ; Papageorgiou, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8188. Full description at Econpapers || Download paper | |
2020 | Italy in the Eurozone. (2020). Kogler, Michael ; Winterberg, Hannah ; Kirschner, Linda ; Keuschnigg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8416. Full description at Econpapers || Download paper | |
2020 | Arbitrage and Beliefs. (2020). Zentefis, Alexander K ; Khorrami, Paymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8490. Full description at Econpapers || Download paper | |
2020 | Call It a Day: History Dependent Stopping Behavior. (2020). Mekerishvili, Giorgi ; Khubulashvili, Robizon ; Avoyan, Ala. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8603. Full description at Econpapers || Download paper | |
2020 | Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8679. Full description at Econpapers || Download paper | |
2021 | A novel approach to asset pricing with choice of probability measures. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf471. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674. Full description at Econpapers || Download paper | |
2020 | A quantitative easing experiment. (2020). Penalver, Adrian ; Funaki, Yukihiko ; Akiyama, Eizo ; Hanaki, Nobuyuki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1094. Full description at Econpapers || Download paper | |
2020 | Financial policy in an exuberant world. (2020). Walther, Ansgar. In: Working Paper Series. RePEc:ecb:ecbwps:20202380. Full description at Econpapers || Download paper | |
2020 | International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388. Full description at Econpapers || Download paper | |
2020 | Risk and return in international corporate bond markets. (2020). Bekaert, Geert ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202452. Full description at Econpapers || Download paper | |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476. Full description at Econpapers || Download paper | |
2020 | Interest rate-growth differentials on government debt: an empirical investigation for the euro area. (2020). Semeano, Joo Domingues ; Checherita-Westphal, Cristina. In: Working Paper Series. RePEc:ecb:ecbwps:20202486. Full description at Econpapers || Download paper | |
2021 | Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520. Full description at Econpapers || Download paper | |
2020 | Corporate disclosure quality and institutional investors holdings during market downturns∗. (2020). Cheng, Hua ; Luo, Yan ; Huang, Dayong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301828. Full description at Econpapers || Download paper | |
2020 | Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133. Full description at Econpapers || Download paper | |
2020 | The distribution of information and the price efficiency of markets. (2020). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300314. Full description at Econpapers || Download paper | |
2020 | A quantitative easing experiment. (2020). Penalver, Adrian ; Ishikawa, Ryuichiro ; Funaki, Yukihiko ; Akiyama, Eizo ; Hanaki, Nobuyuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301469. Full description at Econpapers || Download paper | |
2020 | The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408. Full description at Econpapers || Download paper | |
2020 | Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397. Full description at Econpapers || Download paper | |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58. Full description at Econpapers || Download paper | |
2020 | Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?. (2020). de Mendonça, Helder ; Nascimento, Natalia Cunha ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302651. Full description at Econpapers || Download paper | |
2020 | The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992. Full description at Econpapers || Download paper | |
2020 | What drives the liquidity premium in the Chinese stock market?. (2020). Zhang, Zhaoyong ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302918. Full description at Econpapers || Download paper | |
2020 | Japan’s impactful augmentation of quantitative easing sovereign-bond purchases. (2020). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301492. Full description at Econpapers || Download paper | |
2020 | The gambler’s and hot-hand fallacies: Empirical evidence from trading data. (2020). Pelster, Matthias. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304471. Full description at Econpapers || Download paper | |
2020 | The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data. (2020). Hattori, Takahiro. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302238. Full description at Econpapers || Download paper | |
2020 | On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898. Full description at Econpapers || Download paper | |
2020 | Macroeconomic adjustment in the euro area. (2020). Terzi, Alessio. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301471. Full description at Econpapers || Download paper | |
2020 | The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199. Full description at Econpapers || Download paper | |
2020 | Stock market illiquidity, bargaining power and the cost of borrowing. (2020). Muckley, Cal ; Gong, DI ; Chen, Jiayuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:181-206. Full description at Econpapers || Download paper | |
2020 | Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions. (2020). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:96-120. Full description at Econpapers || Download paper | |
2020 | Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132. Full description at Econpapers || Download paper | |
2020 | Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153. Full description at Econpapers || Download paper | |
2020 | Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867. Full description at Econpapers || Download paper | |
2020 | The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890. Full description at Econpapers || Download paper | |
2020 | Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802. Full description at Econpapers || Download paper | |
2020 | Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320. Full description at Econpapers || Download paper | |
2020 | Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800. Full description at Econpapers || Download paper | |
2020 | Macroeconomic uncertainty, information competition, and liquidity. (2020). Chiu, Yen-Chen . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303629. Full description at Econpapers || Download paper | |
2020 | The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039. Full description at Econpapers || Download paper | |
2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100. Full description at Econpapers || Download paper | |
2020 | Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300161. Full description at Econpapers || Download paper | |
2020 | Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288. Full description at Econpapers || Download paper | |
2020 | Sovereign bonds, coskewness, and monetary policy regimes. (2020). Wald, John K ; Li, Yulin ; Wang, Zijun. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300826. Full description at Econpapers || Download paper | |
2020 | Distributions of centrality on networks. (2020). Dasaratha, Krishna. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:1-27. Full description at Econpapers || Download paper | |
2020 | Dynamic price discovery: Transparency vs. information design. (2020). Song, Fei ; Kakhbod, Ali. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:203-232. Full description at Econpapers || Download paper | |
2020 | On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis. (2020). Frenkel, Michael ; Collingro, Franziska. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028319300298. Full description at Econpapers || Download paper | |
2020 | The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40. Full description at Econpapers || Download paper | |
2020 | The price of international equity ETFs: The role of relative liquidity. (2020). Weisskopf, Jean-Philippe ; Atanasova, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300743. Full description at Econpapers || Download paper | |
2020 | Can social media distort price discovery? Evidence from merger rumors. (2020). Zhao, Jingran ; Shu, Susan ; Redigolo, Giulia ; Jia, Weishi. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:1:s0165410120300367. Full description at Econpapers || Download paper | |
2020 | Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x. Full description at Econpapers || Download paper | |
2020 | Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560. Full description at Econpapers || Download paper | |
2020 | Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128. Full description at Econpapers || Download paper | |
2020 | The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model. (2020). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619300020. Full description at Econpapers || Download paper | |
2020 | International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x. Full description at Econpapers || Download paper | |
2020 | On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455. Full description at Econpapers || Download paper | |
2020 | How safe are european safe bonds? An analysis from the perspective of modern credit risk models. (2020). Damian, Camilla ; Kurt, Kevin ; Frey, Rudiger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620302016. Full description at Econpapers || Download paper | |
2021 | Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612. Full description at Econpapers || Download paper | |
2020 | Collectivism and commonality in liquidity. (2020). Samet, Anis ; Saad, Mohsen. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:137-162. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Price Pressure in the Government Bond Market In: American Economic Review. [Full Text][Citation analysis] | article | 70 |
2010 | Price 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: 70 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The 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: 3 | paper | |
2016 | The 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: 3 | paper | |
2016 | The 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: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Limits of Arbitrage In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 31 |
2001 | Strategic Trading in a Dynamic Noisy Market In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
2001 | Strategic 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: 33 | paper | |
2008 | A Searchâ€Based Theory of the Onâ€theâ€Run Phenomenon In: Journal of Finance. [Full Text][Citation analysis] | article | 177 |
2006 | A 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: 177 | paper | |
2007 | A 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: 177 | paper | |
2005 | A 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: 177 | paper | |
2007 | A 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: 177 | paper | |
2006 | A 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: 177 | paper | |
2005 | A 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: 177 | paper | |
2018 | The Dynamics of Financially Constrained Arbitrage In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2018 | The dynamics of financially constrained arbitrage.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 15 |
2015 | Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | Financial markets where traders neglect the informational content of prices.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Financial 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: 15 | paper | |
2019 | Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 23 |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Liquidity 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: 23 | paper | |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 17 |
2011 | Preferred-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: 17 | paper | |
2016 | ESBies: Safety in the tranches In: Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2016 | ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2016 | ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 11 |
2015 | Forward 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: 11 | paper | |
2015 | Forward 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: 11 | paper | |
2005 | The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 2 |
2014 | Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2016 | The Analytics of the Greek Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2017 | The analytics of the Greek crisis.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2016 | The 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: 40 | paper | |
2016 | The Analytics of the Greek Crisis.(2016) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 40 | chapter | |
2016 | The Analytics of the Greek Crisis.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2017 | The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2001 | Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 367 |
2002 | Equilibrium 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: 367 | article | |
2002 | Equilibrium 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: 367 | paper | |
2007 | The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
2007 | The 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: 82 | paper | |
2007 | The Gamblers and Hot-Hand Fallacies:Theory and Applications.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2010 | The 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: 82 | article | |
2008 | Bond Supply and Excess Bond Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 175 |
2008 | Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2008 | Bond Supply and Excess Bond Returns.(2008) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2008 | Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2014 | Bond Supply and Excess Bond Returns.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | article | |
2008 | An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 92 |
2008 | An 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: 92 | paper | |
2008 | An Institutional Theory of Momentum and Reversal.(2008) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2011 | An institutional Theory of Momentum and Reversal.(2011) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2008 | An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2013 | An Institutional Theory of Momentum and Reversal.(2013) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
2009 | Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | Liquidity 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 | |
2009 | Liquidity and Asset Prices: A Unified Framework.(2009) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | A Preferred-Habitat Model of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 279 |
2021 | A preferred-habitat model of the term structure of interest rates.(2021) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 279 | paper | |
2009 | A 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: 279 | paper | |
2009 | A 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: 279 | paper | |
2009 | A 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: 279 | paper | |
2021 | A Preferred?Habitat Model of the Term Structure of Interest Rates.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 279 | article | |
2010 | Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2010 | Limits of Arbitrage: The State of the Theory.(2010) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2010 | Limits of Arbitrage: The State of the Theory.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2013 | Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2011 | Bond 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: 31 | paper | |
2013 | Bond 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: 31 | paper | |
2013 | Bond 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: 31 | article | |
1993 | A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper. [Citation analysis] | paper | 1 |
2012 | Quantitative Easing and Unconventional Monetary Policy – an Introduction In: Economic Journal. [Full Text][Citation analysis] | article | 147 |
2001 | Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers. [Full Text][Citation analysis] | paper | 245 |
2003 | Persuasion 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: 245 | paper | |
2003 | Persuasion Bias, Social Influence, and Unidimensional Opinions.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | article | |
2004 | Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 94 |
2007 | Search 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: 94 | article | |
2004 | Search 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: 94 | paper | |
2000 | A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Market Liquidity—Theory and Empirical Evidence * In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 5 |
2014 | Introduction to financial economics In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2003 | Corrigendum 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] | article | 0 |
1999 | Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 40 |
1999 | Strategic Trading and Welfare in a Dynamic Market.(1999) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
1998 | Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 163 |
1998 | Transaction Costs and Asset Prices: A Dynamic Equilibrium Model..(1998) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 163 | article | |
2003 | The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 13 |
2003 | The 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 | |
1999 | Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 59 |
1999 | Equilibrium interest rate and liquidity premium with transaction costs.(1999) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2004 | Flight to quality, flight to liquidity, and the pricing of risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 141 |
2004 | Flight 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: 141 | paper | |
2005 | Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 13 |
2008 | Strong-Form Efficiency with Monopolistic Insiders.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2016 | The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 27 |
2011 | Fund Flows and Asset Prices: A Baseline Model In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2012 | Liquidity 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: 33 | article | |
2012 | Market Liquidity - Theory and Empirical Evidence In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Theories of Liquidity In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 2 |
2012 | Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 27 |
1993 | Decentralization and the management of competition In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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