Dimitri Vayanos : Citation Profile

London School of Economics (LSE)

29

H index

37

i10 index

4761

Citations

RESEARCH PRODUCTION:

32

Articles

127

Papers

4

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 153
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 228.    Total self citations: 66 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva498
   Updated: 2025-05-10    RAS profile: 2024-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Cheng, Gong (2)

Mojon, Benoit (2)

Jondeau, Eric (2)

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

Is cited by:

Rusinowska, Agnieszka (55)

Grabisch, Michel (52)

Weill, Pierre-Olivier (46)

He, Zhiguo (38)

Adrian, Tobias (33)

Pedersen, Lasse (32)

Biais, Bruno (30)

KRISHNAMURTHY, ARVIND (29)

D'Amico, Stefania (27)

Lagos, Ricardo (24)

Williams, Tomas (24)

Cites to:

Pedersen, Lasse (26)

Shleifer, Andrei (23)

Pagano, Marco (21)

Campbell, John (20)

Grossman, Sanford (18)

KRISHNAMURTHY, ARVIND (16)

Duffie, Darrell (15)

Foucault, Thierry (13)

Caballero, Ricardo (12)

Gourinchas, Pierre-Olivier (12)

Subrahmanyam, Avanidhar (12)

Main data

Where Dimitri Vayanos has published?

Journals with more than one article published# docs
The Review of Financial Studies6
Journal of Finance5
The Review of Economic Studies3
American Economic Review2
Journal of Economic Theory2
Econometrica2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc21
CEPR Discussion Papers / C.E.P.R. Discussion Papers18
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe / Hellenic Observatory, LSE2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Discussion Papers / Centre for Macroeconomics (CFM)2

Recent works citing Dimitri Vayanos (2025 and 2024)

YearTitle of citing document
2024Quantitative 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

2024Optimal Echo Chambers. (2024). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249.

Full description at Econpapers || Download paper

2024The 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

2024Liquidity 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

2024Few-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

2024The 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

2025Strategic 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

2025Piercing 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

2024Dynamic opinion updating with endogenous networks. (2024). Pin, Paolo ; Bolletta, Ugo. In: Papers. RePEc:arx:papers:2405.01341.

Full description at Econpapers || Download paper

2024Continuous-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

2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

Full description at Econpapers || Download paper

2024Effect 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

2024Robust 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

2025Robust Intervention in Networks. (2025). Lim, Tongseok ; Jeong, Daeyoung ; Shin, Euncheol. In: Papers. RePEc:arx:papers:2501.00235.

Full description at Econpapers || Download paper

2025Follow 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

2025Correlation Neglect in Games. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2501.13019.

Full description at Econpapers || Download paper

2025Liquidity-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

2024Fire Sales and Liquidity Requirements. (2024). Robatto, Roberto ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-18.

Full description at Econpapers || Download paper

2024Estimating the Portfolio-Balance Effects of the Bank of Canada’s 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

2024Effect 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

2024Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24.

Full description at Econpapers || Download paper

2024Unwinding 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

2024Centralized 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

2024Fragmented Monetary Unions. (2024). Fornaro, Luca ; Grosse-Steffen, Christoph. In: Working Papers. RePEc:bge:wpaper:1437.

Full description at Econpapers || Download paper

2024Fire 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

2025Global 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

2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency 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

2024The flow‐performance 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

2024Quantitative 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

2024Favoritism 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

2024Debt, 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

2024Corporate 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

2024Alternative 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

2024The 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

2024Monetary 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

2024A 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

2024Treasury 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

2024Treasury Bill Shortages and the Pricing of Short‐Term 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

2024Excess 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

2024Fraud 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

2024Naïve 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

2024Financial 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

2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

Full description at Econpapers || Download paper

2024Optimal quantitative easing and tightening. (2024). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1063.

Full description at Econpapers || Download paper

2024Monetary 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

2024Fire 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

2024The 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

2024Topography 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

2025QT 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

2024The 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

2025The 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

2024Learning 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

2024Macroprudential 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

2024Speculating 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

2024Echoes 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

2024Categorical 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

2025Maturity 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

2024Social 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

2024UIP 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

2025R&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

2024Ideal 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

2025Quantitative 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

2024Construction, 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

2024Challenges 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

2024The “doom loop” and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0126:.

Full description at Econpapers || Download paper

2024Investor 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

2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

Full description at Econpapers || Download paper

2024Are 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

2024Climate capitalists. (2024). Huber, Kilian ; Gormsen, Niels ; Oh, Sangmin S. In: Working Paper Series. RePEc:ecb:ecbwps:20242990.

Full description at Econpapers || Download paper

2024Analysis 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

2024Does 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

2024Director 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

2024Unconventional 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

2024Liquidity 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

2024Mergers 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

2024Asymmetric 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

2024Fiscal 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

2024International 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

2024A 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

2024Competition 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

2024International 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

2024Unconventional 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

2024The 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

2024Market 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

2024Financial 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

2024Does 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

2024Dynamic 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

2024Portfolio 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

2025The 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

2024Do 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

2024The 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

2024Financial frictions in a macroeconometric model: A counterfactual analysis for the case of Slovenia. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000463.

Full description at Econpapers || Download paper

2024The 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

2024Evaluating 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

2024The 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

2024Does one (unconventional) size fit all? Effects of the ECB’s 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

2024Unwinding 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

2024The bright side of the doom loop: Banks’ 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

2024The 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

2024Spillover 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

2024The 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...

Works by Dimitri Vayanos:

YearTitleTypeCited
2010Price Pressure in the Government Bond Market In: American Economic Review.
[Full Text][Citation analysis]		article129
2010Price 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
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
[Full Text][Citation analysis]		article131
2016The sovereign-bank diabolic loop and ESBies.(2016) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2016The 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
2016The 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
2016The 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
2016The 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
2016The 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
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2010Limits of Arbitrage In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article204
2023The impact of green investors on stock prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2024The Impact of Green Investors on Stock Prices.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2001Strategic Trading in a Dynamic Noisy Market In: Journal of Finance.
[Full Text][Citation analysis]		article46
2001Strategic 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
2008A Search‐Based Theory of the On‐the‐Run Phenomenon In: Journal of Finance.
[Full Text][Citation analysis]		article209
2006A 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
2007A 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
2005A 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 209		paper
2006A 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
2005A 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
2018The Dynamics of Financially Constrained Arbitrage In: Journal of Finance.
[Full Text][Citation analysis]		article39
2015The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2017The 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
2015The 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
2015The 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
2018The 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
2015The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2019Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance.
[Full Text][Citation analysis]		article52
2015Financial 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
2017Financial 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
2019Financial 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
2015Financial 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
2019Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance.
[Full Text][Citation analysis]		article39
2014Liquidity 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
2014Liquidity 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
2019Liquidity 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2014Liquidity 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
2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper18
2011Preferred-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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2017The Analytics of the Greek Crisis In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper101
2016The Analytics of the Greek Crisis.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2017The 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
2016The Analytics of the Greek Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2016The Analytics of the Greek Crisis.(2016) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 101		chapter
2016The Analytics of the Greek Crisis.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2017The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		article
2016ESBies: Safety in the tranches In: Discussion Papers.
[Full Text][Citation analysis]		paper88
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2017ESBies: 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
2016ESBies: 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
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		article
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2016Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter23
2015Forward 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
2015Forward 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
2005The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography.
[Full Text][Citation analysis]		paper1
2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2022Asset 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
2014Asset 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
2014Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2022Asset Management Contracts and Equilibrium Prices.(2022) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2020Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Tracking 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
2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper543
2002Equilibrium 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
2002Equilibrium 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
2007The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper112
2007The 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper
2010The 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
2008Bond Supply and Excess Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper318
2008Bond 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		paper
2008Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		paper
2014Bond 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
2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper162
2011An 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2008An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2013An 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
2009Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2009Liquidity 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2009Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2009A Preferred-Habitat Model of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper579
2021A 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
2009A preferred-habitat model of the term structure of interest rates.(2009) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 579		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 579		paper
2009A 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
2021A Preferred‐Habitat Model of the Term Structure of Interest Rates.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 579		article
2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper166
2010Limits 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		paper
2010Limits 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
2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2011Bond 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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2013Bond 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
2013Bond 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
2013Bond 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
1993A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper.
[Citation analysis]		paper3
2020A restart procedure to deal with COVID-19 In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter32
2012Quantitative Easing and Unconventional Monetary Policy – an Introduction In: Economic Journal.
[Full Text][Citation analysis]		article219
2001Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers.
[Full Text][Citation analysis]		paper383
2003Persuasion 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
2003Persuasion 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
2004Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper129
2007Search 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
2004Search 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
2000A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
2013Market Liquidity€”Theory and Empirical Evidence * In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter11
2014Introduction to financial economics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
2003Corrigendum 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]		article0
2023The Greek economic crisis and the banks In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2023The Greek Economic Crisis and the Banks.(2023) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Asset management as creator of market inefficiency In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2023Asset Management as Creator of Market Inefficiency.(2023) In: Atlantic Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2016Curse of the benchmarks In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2012Market liquidity - theory and empirical evidence In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper24
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012Liquidity and asset returns under asymmetric information and imperfect competition In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper70
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2012Liquidity 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
2023Corrigendum: 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]		paper0
2023Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates.(2023) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2024Supply and demand and the term structure of interest rates In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2023Supply 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
2011Fund flows and asset prices: a baseline model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1999Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper81
1999Strategic 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
1998Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper199
1998Transaction 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
2003The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper17
2003The 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
1999Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper82
1999Equilibrium 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
2004Flight to quality, flight to liquidity, and the pricing of risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper310
2004Flight 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
2005Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper18
2008Strong-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
2016The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper35
2020Passive Investing and the Rise of Mega-Firms In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021The Distribution of Investor Beliefs, Stock Ownership and Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2022A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2012Theories of Liquidity In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article5
2012Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2010A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article45
1993Decentralization and the management of competition In: Economics Working Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team