23
H index
32
i10 index
2415
Citations
Dimitri Vayanos : Citation Profile
London School of Economics (LSE) | RESEARCH PRODUCTION: 28 Articles 96 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1993 - 2019). Relations with other researchers
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:
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Main data
Where Dimitri Vayanos has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Financial Studies | 6 |
| Journal of Finance | 5 |
| Review of Economic Studies | 3 |
| Journal of Financial Economics | 2 |
| Journal of Economic Theory | 2 |
| American Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Centre for Macroeconomics (CFM) | 2 |
| EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF) | 2 |
Recent works citing Dimitri Vayanos (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51. Full description at Econpapers || Download paper | |
| 2017 | Decentralized Exchange. (2017). Rostek, Marzena ; Malamud, Semyon. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62. Full description at Econpapers || Download paper | |
| 2019 | A Bridge from Monty Hall to the Hot Hand: The Principle of Restricted Choice. (2019). Sanjurjo, Adam ; Miller, Joshua B. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:33:y:2019:i:3:p:144-62. Full description at Econpapers || Download paper | |
| 2018 | Social networks, production of micronutrient-rich foods, and child health outcomes in Burkina Faso. (2018). Maiga, Eugenie ; Dillon, Andrew ; Ouedraogo, Aissatou . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273883. Full description at Econpapers || Download paper | |
| 2019 | A Framework for Debt-Maturity Management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:143. Full description at Econpapers || Download paper | |
| 2019 | Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341. Full description at Econpapers || Download paper | |
| 2018 | Existence of a Radner equilibrium in a model with transaction costs. (2018). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706. Full description at Econpapers || Download paper | |
| 2018 | Effective risk aversion in thin risk-sharing markets. (2018). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096. Full description at Econpapers || Download paper | |
| 2018 | Equilibrium Returns with Transaction Costs. (2018). Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1707.08464. Full description at Econpapers || Download paper | |
| 2019 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. 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 | |
| 2018 | Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices. (2018). Pongou, Roland ; Ndoun'e Ndoun'e, . In: Papers. RePEc:arx:papers:1806.01924. Full description at Econpapers || Download paper | |
| 2018 | Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751. Full description at Econpapers || Download paper | |
| 2018 | An incomplete equilibrium with a stochastic annuity. (2018). Zitkovic, Gordan ; Weston, Kim . In: Papers. RePEc:arx:papers:1809.05947. Full description at Econpapers || Download paper | |
| 2018 | Opinion Dynamics via Search Engines (and other Algorithmic Gatekeepers). (2018). Sobbrio, Francesco ; Germano, Fabrizio. In: Papers. RePEc:arx:papers:1810.06973. Full description at Econpapers || Download paper | |
| 2018 | Multimodal deep learning for short-term stock volatility prediction. (2018). Manandhar, Suresh ; Sardelich, Marcelo. In: Papers. RePEc:arx:papers:1812.10479. 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 | |
| 2019 | Averaging plus Learning in financial markets. (2019). Vaidya, Tushar ; Popescu, Ionel . In: Papers. RePEc:arx:papers:1904.08131. 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 | |
| 2019 | Residual Switching Network for Portfolio Optimization. (2019). Wang, Jifei. In: Papers. RePEc:arx:papers:1910.07564. 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 | Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592. 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 | |
| 2018 | Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884. Full description at Econpapers || Download paper | |
| 2019 | Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. Full description at Econpapers || Download paper | |
| 2019 | Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118. Full description at Econpapers || Download paper | |
| 2018 | Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803. Full description at Econpapers || Download paper | |
| 2018 | Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Gungor, Sermin ; Bulusu, Narayan. In: Discussion Papers. RePEc:bca:bocadp:18-4. Full description at Econpapers || Download paper | |
| 2018 | The Government of Canada Debt Securities Data Set. (2018). Rivadeneyra, Francisco ; Rondon, Gabriel Rodriguez ; Gao, Jeffrey. In: Technical Reports. RePEc:bca:bocatr:112. Full description at Econpapers || Download paper | |
| 2017 | Measuring Limits of Arbitrage in Fixed-Income Markets. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:17-44. Full description at Econpapers || Download paper | |
| 2018 | Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17. Full description at Econpapers || Download paper | |
| 2018 | Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Yang, Jing ; Witmer, Jonathan ; Goldstein, Itay. In: Staff Working Papers. RePEc:bca:bocawp:18-33. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market. (2018). Jin, Jianjian ; Thompson, Jacob ; Gao, Jeffrey. In: Staff Working Papers. RePEc:bca:bocawp:18-35. Full description at Econpapers || Download paper | |
| 2019 | The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6. 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 | |
| 2019 | A framework for debt-maturity management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki. In: Working Papers. RePEc:bde:wpaper:1919. Full description at Econpapers || Download paper | |
| 2017 | The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17. Full description at Econpapers || Download paper | |
| 2019 | ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077. Full description at Econpapers || Download paper | |
| 2018 | An Experimental Analysis Of The Effect Of Quantitative Easing. (2018). Hanaki, Nobuyuki ; Adrian, Nobuyuki Hanaki. In: Working papers. RePEc:bfr:banfra:684. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697. Full description at Econpapers || Download paper | |
| 2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081. Full description at Econpapers || Download paper | |
| 2020 | The Bright Side of the Doom Loop: Banks Exposure and Default Incentives. (2020). Thaler, Dominik ; Rojas, Luis. In: Working Papers. RePEc:bge:wpaper:1143. 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 | |
| 2018 | Transferable Deposits as a Screening Mechanism. (2018). Lagziel, David ; Lehrer, Ehud. In: Working Papers. RePEc:bgu:wpaper:1808. Full description at Econpapers || Download paper | |
| 2018 | The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146. Full description at Econpapers || Download paper | |
| 2018 | The Efficacy of Large-Scale Asset Purchases When the Short-Term Interest Rate Is at Its Effective Lower Bound. (2018). Hamilton, James D. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:543-554. Full description at Econpapers || Download paper | |
| 2019 | Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07. Full description at Econpapers || Download paper | |
| 2019 | Local currency bond returns in emerging market economies and the role of foreign investors. (2019). Wu, Jason ; Valente, Giorgio ; So, Inhwan. In: BIS Papers chapters. RePEc:bis:bisbpc:102-11. Full description at Econpapers || Download paper | |
| 2018 | Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h. Full description at Econpapers || Download paper | |
| 2018 | An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven. In: BIS Working Papers. RePEc:bis:biswps:705. Full description at Econpapers || Download paper | |
| 2018 | Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720. Full description at Econpapers || Download paper | |
| 2018 | Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754. Full description at Econpapers || Download paper | |
| 2019 | Over-the-counter market liquidity and securities lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: BIS Working Papers. RePEc:bis:biswps:768. Full description at Econpapers || Download paper | |
| 2019 | Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833. Full description at Econpapers || Download paper | |
| 2018 | Noise Momentum Around the World. (2018). Cai, Charlie X ; Shin, Yongcheol ; Faff, Robert. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104. Full description at Econpapers || Download paper | |
| 2018 | What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571. Full description at Econpapers || Download paper | |
| 2018 | MARCH MADNESS? UNDERREACTION TO HOT AND COLD HANDS IN NCAA BASKETBALL. (2018). Stone, Daniel ; Arkes, Jeremy. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1724-1747. Full description at Econpapers || Download paper | |
| 2018 | FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES. (2018). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1748-1763. Full description at Econpapers || Download paper | |
| 2018 | What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2018). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:73:y:2018:i:3:p:1113-1137. Full description at Econpapers || Download paper | |
| 2019 | Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012. Full description at Econpapers || Download paper | |
| 2017 | The impact of Solvency II regulations on life insurers’ investment behaviour. (2017). Vause, Nicholas ; Noss, Joseph ; Douglas, Graeme . In: Bank of England working papers. RePEc:boe:boeewp:0664. Full description at Econpapers || Download paper | |
| 2018 | Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705. Full description at Econpapers || Download paper | |
| 2018 | Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712. Full description at Econpapers || Download paper | |
| 2019 | Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796. Full description at Econpapers || Download paper | |
| 2019 | Do unit labour costs matter? A decomposition exercise on European data. (2019). Piton, Sophie. In: Bank of England working papers. RePEc:boe:boeewp:0799. Full description at Econpapers || Download paper | |
| 2018 | Measuring the effects of conventional and unconventional monetary policy in the euro area. (2018). Anttila, Juho. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_012. 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 | |
| 2018 | Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris. In: Working Papers. RePEc:bog:wpaper:250. Full description at Econpapers || Download paper | |
| 2018 | Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitrios. In: Working Papers. RePEc:bog:wpaper:253. Full description at Econpapers || Download paper | |
| 2019 | Green Bonds as an instrument to finance low carbon transition. (2019). Sartzetakis, Eftichios. In: Working Papers. RePEc:bog:wpaper:258. Full description at Econpapers || Download paper | |
| 2018 | Locus of Control and Consistent Investment Choices. (2018). Schumacher, Heiner ; Schfer, Sebastian ; Pinger, Pia. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_015_2018. Full description at Econpapers || Download paper | |
| 2018 | Debt Seniority and Sovereign Debt Crises. (2018). Corsetti, Giancarlo ; Ari, Anil ; Dedola, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1831. Full description at Econpapers || Download paper | |
| 2019 | Monetary Policy and Money Market Funds. (2019). Dunne, Peter ; Bua, Giovanna. In: Economic Letters. RePEc:cbi:ecolet:9/el/19. Full description at Econpapers || Download paper | |
| 2019 | Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19. Full description at Econpapers || Download paper | |
| 2018 | How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Dunne, Peter ; Cronin, David. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18. Full description at Econpapers || Download paper | |
| 2018 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18. Full description at Econpapers || Download paper | |
| 2019 | Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19. Full description at Econpapers || Download paper | |
| 2019 | Asset Liquidity in Monetary Theory and Finance: A Unified Approach. (2019). Jung, Kuk Mo ; Carlos, Dillon ; Lee, Seungduck ; Mo, Kuk ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:330. Full description at Econpapers || Download paper | |
| 2018 | The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982. Full description at Econpapers || Download paper | |
| 2018 | Exchange Competition, Entry, and Welfare. (2018). Vives, Xavier ; Cespa, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7432. Full description at Econpapers || Download paper | |
| 2019 | Learning about Ones Self. (2019). Schwardmann, Peter ; le Yaouanq, Yves. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7455. Full description at Econpapers || Download paper | |
| 2019 | Creating a Euro Area Safe Asset without Mutualizing Risk (Much). (2019). Zettelmeyer, Jeromin ; Leandro, Alvaro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7766. 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 | Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178. 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 | |
| 2019 | The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: EconPol Policy Reports. RePEc:ces:econpr:_11. Full description at Econpapers || Download paper | |
| 2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13. Full description at Econpapers || Download paper | |
| 2019 | 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 | |
| 2018 | Central Banks Going Long. (2018). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1810. Full description at Econpapers || Download paper | |
| 2019 | Do Unit Labour Costs Matter? A Decomposition Exercise on European Data. (2019). Piton, Sophie. In: Discussion Papers. RePEc:cfm:wpaper:1910. Full description at Econpapers || Download paper | |
| 2019 | A Global Safe Asset for and from Emerging Market Economies. (2019). Huang, Lunyang ; Brunnermeier, Markus K. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c05pp111-167. Full description at Econpapers || Download paper | |
| 2018 | Expectativas Financieras y Tasas Forward en Chile. (2018). Sagner, Andres ; Fernandois, Antonio ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:814. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Adjustment in the Euro Area. (2018). Terzi, Alessio. In: CID Working Papers. RePEc:cid:wpfacu:88a. Full description at Econpapers || Download paper | |
| 2018 | Do Unit Labor Costs Matter? A Decomposition Exercise on European Data. (2018). Piton, Sophie. In: Working Papers. RePEc:cii:cepidt:2018-07. Full description at Econpapers || Download paper | |
| 2019 | The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: CEPII Policy Brief. RePEc:cii:cepipb:2019-25. Full description at Econpapers || Download paper | |
| 2018 | Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974. Full description at Econpapers || Download paper | |
| 2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12399. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Dimitri Vayanos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Price Pressure in the Government Bond Market In: American Economic Review. [Full Text][Citation analysis] | article | 63 |
| 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: 63 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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: 20 | 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: 20 | 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: 20 | 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: 20 | 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: 20 | 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: 20 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | 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: 20 | 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: 20 | paper | |
| 2010 | Limits of Arbitrage In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 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 Search‐Based Theory of the On‐the‐Run Phenomenon In: Journal of Finance. [Full Text][Citation analysis] | article | 162 |
| 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: 162 | 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: 162 | 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: 162 | 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: 162 | 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: 162 | 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: 162 | paper | |
| 2018 | The Dynamics of Financially Constrained Arbitrage In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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: 13 | 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: 13 | paper | |
| 2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2019 | Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 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: 13 | 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: 13 | paper | |
| 2019 | Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
| 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: 18 | 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: 18 | 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: 18 | 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: 18 | paper | |
| 2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | paper | |
| 2016 | ESBies: Safety in the tranches In: Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2016 | ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | 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: 42 | paper | |
| 2016 | ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2017 | ESBies: safety in the tranches.(2017) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2016 | ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2016 | ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2016 | ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 | 10 |
| 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: 10 | 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: 10 | paper | |
| 2014 | Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2014 | Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2016 | The Analytics of the Greek Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 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: 32 | 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: 32 | paper | |
| 2016 | The Analytics of the Greek Crisis.(2016) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 32 | chapter | |
| 2016 | The Analytics of the Greek Crisis.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2017 | The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2001 | Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 333 |
| 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: 333 | 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: 333 | paper | |
| 2007 | The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 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: 68 | 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: 68 | 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: 68 | article | |
| 2008 | Bond Supply and Excess Bond Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
| 2008 | Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 2008 | Bond Supply and Excess Bond Returns.(2008) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 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: 145 | 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: 145 | article | |
| 2008 | An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
| 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: 88 | 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: 88 | 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: 88 | 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: 88 | 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: 88 | 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 | 249 |
| 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: 249 | 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: 249 | 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: 249 | paper | |
| 2010 | Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 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: 81 | 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: 81 | 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 | 28 |
| 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: 28 | article | |
| 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: 28 | paper | |
| 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: 28 | paper | |
| 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 | 129 |
| 2001 | Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers. [Full Text][Citation analysis] | paper | 227 |
| 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: 227 | 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: 227 | article | |
| 2004 | Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 85 |
| 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: 85 | 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: 85 | 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 | 4 |
| 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 | 38 |
| 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: 38 | article | |
| 1998 | Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 156 |
| 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: 156 | 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 | 53 |
| 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: 53 | 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 | 135 |
| 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: 135 | paper | |
| 2005 | Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Strong-Form Efficiency with Monopolistic Insiders.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2016 | The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 25 |
| 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 | 29 |
| 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: 29 | article | |
| 2012 | Market Liquidity - Theory and Empirical Evidence In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Theories of Liquidity In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 22 |
| 1993 | Decentralization and the management of competition In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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