29
H index
37
i10 index
4761
Citations
London School of Economics (LSE) | 29 H index 37 i10 index 4761 Citations RESEARCH PRODUCTION: 32 Articles 127 Papers 4 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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The Review of Financial Studies | 6 |
Journal of Finance | 5 |
The Review of Economic Studies | 3 |
American Economic Review | 2 |
Journal of Economic Theory | 2 |
Econometrica | 2 |
Journal of Financial Economics | 2 |
Year | Title of citing document | |
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2024 | Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373. Full description at Econpapers || Download paper | |
2024 | Optimal Echo Chambers. (2024). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249. Full description at Econpapers || Download paper | |
2024 | The Moderating Effect of Instant Runoff Voting. (2024). Tomlinson, Kiran ; Kleinberg, Jon ; Ugander, Johan. In: Papers. RePEc:arx:papers:2303.09734. Full description at Econpapers || Download paper | |
2024 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
2024 | Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies. (2024). Roberts, Stephen J ; Zohren, Stefan ; Kessler, Samuel ; Wood, Kieran. In: Papers. RePEc:arx:papers:2310.10500. Full description at Econpapers || Download paper | |
2024 | The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532. Full description at Econpapers || Download paper | |
2025 | Strategic Informed Trading and the Value of Private Information. (2025). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757. Full description at Econpapers || Download paper | |
2025 | Piercing the Veil of TVL: DeFi Reappraised. (2025). Xu, Jiahua ; Luo, Yichen ; Feng, Yebo ; Tasca, Paolo. In: Papers. RePEc:arx:papers:2404.11745. Full description at Econpapers || Download paper | |
2024 | Dynamic opinion updating with endogenous networks. (2024). Pin, Paolo ; Bolletta, Ugo. In: Papers. RePEc:arx:papers:2405.01341. Full description at Econpapers || Download paper | |
2024 | Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418. Full description at Econpapers || Download paper | |
2024 | Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448. Full description at Econpapers || Download paper | |
2024 | Effect of Austerity Measures on Infant Mortality: Evidence from Greece. (2024). Spruk, Rok ; Kolesar, Robert J. In: Papers. RePEc:arx:papers:2407.17084. Full description at Econpapers || Download paper | |
2024 | Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557. Full description at Econpapers || Download paper | |
2025 | Robust Intervention in Networks. (2025). Lim, Tongseok ; Jeong, Daeyoung ; Shin, Euncheol. In: Papers. RePEc:arx:papers:2501.00235. Full description at Econpapers || Download paper | |
2025 | Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135. Full description at Econpapers || Download paper | |
2025 | Correlation Neglect in Games. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2501.13019. Full description at Econpapers || Download paper | |
2025 | Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693. Full description at Econpapers || Download paper | |
2024 | Fire Sales and Liquidity Requirements. (2024). Robatto, Roberto ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-18. Full description at Econpapers || Download paper | |
2024 | Estimating the Portfolio-Balance Effects of the Bank of Canadaâs Government of Canada Bond Purchase Program. (2024). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:24-34. Full description at Econpapers || Download paper | |
2024 | Effect of Trade Services and Interbank Placement on Financial Sector Development in Nigeria. (2024). Taiwo, Jimoh Abdulkabir. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:3166-3182. Full description at Econpapers || Download paper | |
2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper | |
2024 | Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955. Full description at Econpapers || Download paper | |
2024 | Centralized vs Decentralized Markets: The Role of Connectivity. (2024). Iori, Giulia ; Alfarano, Simone ; Rahi, Rohit ; Camacho, Eva ; Kapar, Burcu ; Banal-Estaol, Albert. In: Working Papers. RePEc:bge:wpaper:1420. Full description at Econpapers || Download paper | |
2024 | Fragmented Monetary Unions. (2024). Fornaro, Luca ; Grosse-Steffen, Christoph. In: Working Papers. RePEc:bge:wpaper:1437. Full description at Econpapers || Download paper | |
2024 | Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233. Full description at Econpapers || Download paper | |
2025 | Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254. Full description at Econpapers || Download paper | |
2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from timeâfrequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper | |
2024 | The flowâperformance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656. Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2024 | Favoritism under multiple sources of social pressure. (2024). Békés, Gábor ; Fleck, Marton ; Borza, Endre ; Bekes, Gabor. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1748-1769. Full description at Econpapers || Download paper | |
2024 | Debt, deficits and interest rates. (2024). Cotton, Christopher. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:911-943. Full description at Econpapers || Download paper | |
2024 | Corporate culture as a theory of the firm. (2024). Zentefis, Alexander K ; Gorton, Gary B. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1391-1423. Full description at Econpapers || Download paper | |
2024 | Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159. Full description at Econpapers || Download paper | |
2024 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085. Full description at Econpapers || Download paper | |
2024 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753. Full description at Econpapers || Download paper | |
2024 | A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076. Full description at Econpapers || Download paper | |
2024 | Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844. Full description at Econpapers || Download paper | |
2024 | Treasury Bill Shortages and the Pricing of ShortâTerm Assets. (2024). Vandeweyer, Quentin ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4083-4141. Full description at Econpapers || Download paper | |
2024 | Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433. Full description at Econpapers || Download paper | |
2024 | Fraud Power Laws. (2024). Cheynel, Edwige ; Cianciaruso, Davide ; Zhou, Frank S. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:3:p:833-876. Full description at Econpapers || Download paper | |
2024 | Naïve learning as a coordination device in social networks. (2024). Cheng, Wenhao. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:3:n:e12700. Full description at Econpapers || Download paper | |
2024 | Financial distance and FDI flows: Evidence from OECD economies. (2024). Dellis, Konstantinos. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2536-2573. Full description at Econpapers || Download paper | |
2024 | Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058. Full description at Econpapers || Download paper | |
2024 | Optimal quantitative easing and tightening. (2024). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1063. Full description at Econpapers || Download paper | |
2024 | Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response. (2024). Bandera, Nicolo ; Stevens, Jacob. In: Bank of England working papers. RePEc:boe:boeewp:1070. Full description at Econpapers || Download paper | |
2024 | Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: Bank of England working papers. RePEc:boe:boeewp:1089. Full description at Econpapers || Download paper | |
2024 | The yield curve impact of government debt issuance surprises and the implications for QT. (2024). Lengyel, Andras ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:1097. Full description at Econpapers || Download paper | |
2024 | Topography of the FX derivatives market: a view from London. (2024). Tang, Jenny ; Hacioglu Hoke, Sinem ; Planat, Adrien Rousset ; Rey, Hlne ; Ostry, Daniel ; Haciolu-Hoke, Sinem ; Stavrakeva, Vania. In: Bank of England working papers. RePEc:boe:boeewp:1103. Full description at Econpapers || Download paper | |
2025 | QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108. Full description at Econpapers || Download paper | |
2024 | The International Monetary Transmission Mechanism. (2024). Camara, Santiago ; Christiano, Lawrence ; Dalgic, Husnu. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_608. Full description at Econpapers || Download paper | |
2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519. Full description at Econpapers || Download paper | |
2024 | Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp. Full description at Econpapers || Download paper | |
2024 | Macroprudential Capital Regulation and Fiscal Balances in the Euro Area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10968. Full description at Econpapers || Download paper | |
2024 | Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217. Full description at Econpapers || Download paper | |
2024 | Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11235. Full description at Econpapers || Download paper | |
2024 | Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558. Full description at Econpapers || Download paper | |
2025 | Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua. Full description at Econpapers || Download paper | |
2024 | Social Media and Stock Market Participation. (2024). Schwarz, Carlo ; Müller, Karsten ; Pan, Yuanyuan ; Mller, Karsten. In: CAGE Online Working Paper Series. RePEc:cge:wacage:699. Full description at Econpapers || Download paper | |
2024 | UIP Deviations: Insights from Event Studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1007. Full description at Econpapers || Download paper | |
2025 | R&D Investment and Financial Stability. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021327. Full description at Econpapers || Download paper | |
2024 | Ideal efforts and consensus in a multi-layer network game. (2024). Vannetelbosch, Vincent ; Mauleon, Ana ; Nanumyan, Mariam. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2024023. Full description at Econpapers || Download paper | |
2025 | Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; Boermans, Martijn ; de Souza, Tomaas Carrera. In: Working Papers. RePEc:dnb:dnbwpp:826. Full description at Econpapers || Download paper | |
2024 | Construction, extractive and mining global investment intentions: a network analysis. (2024). Silveira, Jose-Maria ; Richter, Henrique ; Silva, Gilson. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00210. Full description at Econpapers || Download paper | |
2024 | Challenges for monetary and fiscal policy interactions in the post-pandemic era. (2024). Skotida, Ifigeneia ; Silgado-Gómez, Edgar ; Renault, Théodore ; Rannenberg, Ansgar ; Papageorgiou, Dimitris ; Patella, Valeria ; Notarpietro, Alessandro ; Moyen, Stéphane ; McClung, Nigel ; Mavromatis, Kostas(Konstantinos) ; Marx, Magali ; Kolasa, Marcin ; Kataryniuk, Iván ; Hurtado, Samuel ; Gomes, Sandra ; Dominguez-Diaz, Ruben ; Christoffel, Kai ; Buss, Ginters ; Brzoza-Brzezina, Michal ; Bonam, Dennis ; Aldama, Pierre ; Dobrew, Michael ; Lechthaler, Wolfgang ; Holm-Hadulla, Federic ; Schmoller, Michaela Elfsbacka ; Silgado-Gomez, Edgar ; Ciccarelli, Matteo ; Estoad, Toma ; Eleznik, Martin ; Menendez-Alvarez, Carolina ; Hauptmeier, Sebastian ; von Thadden, Leo ; Bakowski, Krzysztof ; Jacquinot, Pascal ; da Costa, Jose Cardoso ; Bouabdallah, Othman ; Mui, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024337. Full description at Econpapers || Download paper | |
2024 | The âdoom loopâ and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0126:. Full description at Econpapers || Download paper | |
2024 | Investor heterogeneity and large-scale asset purchases. (2024). Breckenfelder, Johannes ; de Falco, Veronica. In: Working Paper Series. RePEc:ecb:ecbwps:20242938. Full description at Econpapers || Download paper | |
2024 | Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944. Full description at Econpapers || Download paper | |
2024 | Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment. (2024). Reghezza, Alessio ; Pancaro, Cosimo ; Coulier, Lara. In: Working Paper Series. RePEc:ecb:ecbwps:20242950. Full description at Econpapers || Download paper | |
2024 | Climate capitalists. (2024). Huber, Kilian ; Gormsen, Niels ; Oh, Sangmin S. In: Working Paper Series. RePEc:ecb:ecbwps:20242990. Full description at Econpapers || Download paper | |
2024 | Analysis of opinion evolution based on non-Bayesian social learning. (2024). Liu, Ying ; Fang, Aili. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:464:y:2024:i:c:s0096300323005684. Full description at Econpapers || Download paper | |
2024 | Does cross-border investment improve mutual fund performance? Evidence from China. (2024). Wang, Zhibin ; Zhao, Xueqing ; Han, Han. In: China Economic Review. RePEc:eee:chieco:v:86:y:2024:i:c:s1043951x24000750. Full description at Econpapers || Download paper | |
2024 | Director networks and firm value. (2024). Linn, Scott ; Bakke, Tor-Erik ; Black, Jeffrey R ; Mahmudi, Hamed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000075. Full description at Econpapers || Download paper | |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper | |
2024 | Liquidity and clientele effects in green debt markets. (2024). Schoenmaker, Dirk ; Bongaerts, Dion. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000440. Full description at Econpapers || Download paper | |
2024 | Mergers and acquisitions with private equity intermediation. (2024). Balasubramaniam, Swaminathan ; Lee, Sangmok ; Gomes, Armando. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000737. Full description at Econpapers || Download paper | |
2024 | Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale. (2024). Madison, Florian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002142. Full description at Econpapers || Download paper | |
2024 | Fiscal policy with an informal sector. (2024). Papageorgiou, Dimitris ; Dellas, Harris ; Vourvachaki, Evangelia ; Malliaropulos, Dimitris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000125. Full description at Econpapers || Download paper | |
2024 | International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411. Full description at Econpapers || Download paper | |
2024 | A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988. Full description at Econpapers || Download paper | |
2024 | Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143. Full description at Econpapers || Download paper | |
2024 | International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179. Full description at Econpapers || Download paper | |
2024 | Unconventional policies in state-dependent liquidity traps. (2024). Zilberman, Roy ; Tayler, William J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001489. Full description at Econpapers || Download paper | |
2024 | The dynamic impact of monetary policy on stock market liquidity. (2024). Lyu, Xiaoyi ; Hu, Hao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405. Full description at Econpapers || Download paper | |
2024 | Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724. Full description at Econpapers || Download paper | |
2024 | Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219. Full description at Econpapers || Download paper | |
2024 | Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463. Full description at Econpapers || Download paper | |
2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper | |
2025 | The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x. Full description at Econpapers || Download paper | |
2024 | Do preferred habitat investors exist? Evidence from the UK government bond market. (2024). Joyce, Michael ; Giese, Julia ; Worlidge, Jack ; Meaning, Jack. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004883. Full description at Econpapers || Download paper | |
2024 | The impacts of anti-organized crime on asset prices: Evidence from China. (2024). Li, Zhenjun ; Cheng, Maoyong. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000207. Full description at Econpapers || Download paper | |
2024 | Financial frictions in a macroeconometric model: A counterfactual analysis for the case of Slovenia. (2024). VerbiÄ, Miroslav ; Zabavnik, Darja. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000463. Full description at Econpapers || Download paper | |
2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
2024 | Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Thomas, Carlos ; Gimeno, Ricardo ; Equiza-Goñi, Juan ; Moreno, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734. Full description at Econpapers || Download paper | |
2024 | The spread of misinformation in networks with individual and social learning. (2024). della Lena, Sebastiano. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001338. Full description at Econpapers || Download paper | |
2024 | Does one (unconventional) size fit all? Effects of the ECBâs unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466. Full description at Econpapers || Download paper | |
2024 | Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946. Full description at Econpapers || Download paper | |
2024 | The bright side of the doom loop: Banksâ sovereign exposure and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002058. Full description at Econpapers || Download paper | |
2024 | The role of intermediaries in derivatives markets: Evidence from VIX options. (2024). Jacobs, Kris ; Mai, Anh Thu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000276. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Price Pressure in the Government Bond Market In: American Economic Review. [Full Text][Citation analysis] | article | 129 |
2010 | Price pressure in the government bond market.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review. [Full Text][Citation analysis] | article | 131 |
2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: CEP Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2010 | Limits of Arbitrage In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 204 |
2023 | The impact of green investors on stock prices In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
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2001 | Strategic Trading in a Dynamic Noisy Market In: Journal of Finance. [Full Text][Citation analysis] | article | 46 |
2001 | Strategic trading in a dynamic noisy market.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2008 | A SearchâBased Theory of the OnâtheâRun Phenomenon In: Journal of Finance. [Full Text][Citation analysis] | article | 209 |
2006 | A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | 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 nother version. Agregated cites: 209 | 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 nother version. Agregated cites: 209 | paper | |
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2006 | A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | paper | |
2005 | A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | paper | |
2018 | The Dynamics of Financially Constrained Arbitrage In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2017 | The dynamics of financially constrained arbitrage.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2015 | The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2015 | The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2018 | The dynamics of financially constrained arbitrage.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2015 | The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2019 | Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
2015 | Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2017 | Financial markets where traders neglect the informational content of prices.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | 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 nother version. Agregated cites: 52 | paper | |
2015 | Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2019 | Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 nother version. Agregated cites: 39 | paper | |
2019 | Liquidity risk and the dynamics of arbitrage capital.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
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2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
2011 | Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
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2017 | The Analytics of the Greek Crisis In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 101 |
2016 | The Analytics of the Greek Crisis.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2017 | The analytics of the Greek crisis.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2016 | The Analytics of the Greek Crisis.(2016) In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2016 | The Analytics of the Greek Crisis.(2016) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 101 | chapter | |
2016 | The Analytics of the Greek Crisis.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2017 | The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | article | |
2016 | ESBies: Safety in the tranches In: Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2016 | ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2016 | ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2016 | ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2016 | ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | 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 | 23 |
2015 | Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | 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 nother version. Agregated cites: 23 | paper | |
2005 | The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 1 |
2014 | Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2022 | Asset management contracts and equilibrium prices.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2014 | Asset management contracts and equilibrium prices.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2014 | Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2022 | Asset Management Contracts and Equilibrium Prices.(2022) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2020 | Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Tracking biased weights: asset pricing implications of value-weighted indexing.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 543 |
2002 | Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | 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 nother version. Agregated cites: 543 | paper | |
2007 | The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 112 |
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 nother version. Agregated cites: 112 | paper | |
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2010 | The Gamblers and Hot-Hand Fallacies: Theory and Applications.(2010) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2008 | Bond Supply and Excess Bond Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 318 |
2008 | Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
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2008 | Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2014 | Bond Supply and Excess Bond Returns.(2014) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | article | |
2008 | An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 162 |
2011 | An institutional theory of momentum and reversal.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
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2008 | An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
2013 | An Institutional Theory of Momentum and Reversal.(2013) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | article | |
2009 | Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2009 | Liquidity and asset prices: a united framework.(2009) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
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2009 | Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2009 | A Preferred-Habitat Model of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 579 |
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 nother version. Agregated cites: 579 | 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 nother version. Agregated cites: 579 | paper | |
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2009 | A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 579 | paper | |
2021 | A PreferredâHabitat Model of the Term Structure of Interest Rates.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 579 | article | |
2010 | Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 166 |
2010 | Limits of arbitrage: the state of the theory.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
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2010 | Limits of Arbitrage: The State of the Theory.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | 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 | 48 |
2011 | Bond market clienteles, the yield curve and the optimal maturity structure of government debt.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
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2013 | Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 48 | 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 nother version. Agregated cites: 48 | paper | |
2013 | Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
1993 | A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper. [Citation analysis] | paper | 3 |
2020 | A restart procedure to deal with COVID-19 In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 32 |
2012 | Quantitative Easing and Unconventional Monetary Policy â an Introduction In: Economic Journal. [Full Text][Citation analysis] | article | 219 |
2001 | Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers. [Full Text][Citation analysis] | paper | 383 |
2003 | Persuasion bias, social influence, and uni-dimensional opinions.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 383 | paper | |
2003 | Persuasion Bias, Social Influence, and Unidimensional Opinions.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 383 | article | |
2004 | Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 129 |
2007 | Search and endogenous concentration of liquidity in asset markets.(2007) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | 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 nother version. Agregated cites: 129 | paper | |
2000 | A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Market Liquidityâ¬âTheory and Empirical Evidence * In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 11 |
2014 | Introduction to financial economics In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
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 |
2023 | The Greek economic crisis and the banks In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 4 |
2023 | The Greek Economic Crisis and the Banks.(2023) In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Asset management as creator of market inefficiency In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Asset Management as Creator of Market Inefficiency.(2023) In: Atlantic Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2016 | Curse of the benchmarks In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
2012 | Market liquidity - theory and empirical evidence In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 24 |
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2012 | Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2012 | Liquidity and asset returns under asymmetric information and imperfect competition In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 70 |
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2012 | Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2023 | Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Corrigendum: A PreferredâHabitat Model of the Term Structure of Interest Rates.(2023) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2024 | Supply and demand and the term structure of interest rates In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
2023 | Supply and Demand and the Term Structure of Interest Rates.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Fund flows and asset prices: a baseline model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
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1999 | Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 81 |
1999 | Strategic Trading and Welfare in a Dynamic Market.(1999) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
1998 | Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 199 |
1998 | Transaction Costs and Asset Prices: A Dynamic Equilibrium Model..(1998) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 199 | article | |
2003 | The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 17 |
2003 | The Decentralization of Information Processing in the Presence of Interactions.(2003) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
1999 | Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 82 |
1999 | Equilibrium interest rate and liquidity premium with transaction costs.(1999) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | 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 | 310 |
2004 | Flight to Quality, Flight to Liquidity, and the Pricing of Risk.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 310 | paper | |
2005 | Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 18 |
2008 | Strong-Form Efficiency with Monopolistic Insiders.(2008) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 35 |
2020 | Passive Investing and the Rise of Mega-Firms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | The Distribution of Investor Beliefs, Stock Ownership and Stock Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2012 | Theories of Liquidity In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 5 |
2012 | Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 45 |
1993 | Decentralization and the management of competition In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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