Dimitri Vayanos : Citation Profile

London School of Economics (LSE)

32

H index

41

i10 index

6151

Citations

RESEARCH PRODUCTION:

34

Articles

130

Papers

4

Chapters

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 192
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 313.    Total self citations: 67 (1.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva498
   Updated: 2025-11-08    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Mojon, Benoit (2)

Buffa, Andrea M. (2)

Cheng, Gong (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 (57)

He, Zhiguo (54)

Adrian, Tobias (52)

Grabisch, Michel (52)

Weill, Pierre-Olivier (47)

KRISHNAMURTHY, ARVIND (42)

Biais, Bruno (41)

Pedersen, Lasse (40)

Williams, Tomas (39)

Pandolfi, Lorenzo (34)

Shin, Hyun Song (34)

Cites to:

Pagano, Marco (27)

Pedersen, Lasse (26)

Shleifer, Andrei (23)

Campbell, John (22)

Reinhart, Carmen (19)

Grossman, Sanford (18)

KRISHNAMURTHY, ARVIND (16)

Gourinchas, Pierre-Olivier (16)

Duffie, Darrell (15)

Brunnermeier, Markus (15)

Foucault, Thierry (14)

Main data

Where Dimitri Vayanos has published?

Journals with more than one article published# docs
The Review of Financial Studies6
Journal of Finance5
Journal of Financial Economics3
The Review of Economic Studies3
Econometrica3
American Economic Review2
Journal of Economic Theory2

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.

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2025Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2025). Williams, Tomas ; Schmukler, Sergio ; Pandolfi, Lorenzo ; Villegas-Bauer, German ; Moretti, Matias. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:192.

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2025Optimal Echo Chambers. (2024). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249.

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2025Social Learning under Platform Influence: Consensus and Persistent Disagreement. (2023). Candogan, Ozan ; Immorlica, Nicole ; Anunrojwong, Jerry ; Light, Bar. In: Papers. RePEc:arx:papers:2202.12453.

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2024The Moderating Effect of Instant Runoff Voting. (2024). Tomlinson, Kiran ; Kleinberg, Jon ; Ugander, Johan. In: Papers. RePEc:arx:papers:2303.09734.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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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.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2025Strategic Informed Trading and the Value of Private Information. (2025). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2025Piercing the Veil of TVL: DeFi Reappraised. (2025). Xu, Jiahua ; Luo, Yichen ; Feng, Yebo ; Tasca, Paolo. In: Papers. RePEc:arx:papers:2404.11745.

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

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2024Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418.

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

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2024Effect of Austerity Measures on Infant Mortality: Evidence from Greece. (2024). Spruk, Rok ; Kolesar, Robert J. In: Papers. RePEc:arx:papers:2407.17084.

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2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

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

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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2025How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?. (2025). Zhu, Minnie ; Gong, Simon ; Liu, Yuhan. In: Papers. RePEc:arx:papers:2505.07226.

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2025Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty. (2025). Cha, Jinho ; Lee, Jaejin ; Cho, Jaeyoung ; le Hoa, Thi ; Pham, Long. In: Papers. RePEc:arx:papers:2510.06986.

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

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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.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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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.

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

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2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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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.

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

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2025Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

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2025How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286.

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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.

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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.

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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.

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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.

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2024Debt, deficits and interest rates. (2024). Cotton, Christopher. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:911-943.

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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.

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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.

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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.

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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.

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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.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: Bank of England working papers. RePEc:boe:boeewp:1089.

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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.

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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.

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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.

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2025Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition. (2025). Nakayama, Koki ; Takano, Yutaro ; Ishikuro, Yuto ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e09.

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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.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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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.

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2024Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217.

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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.

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2024Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558.

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2025Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua.

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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.

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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.

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2025R&D Investment and Financial Stability. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021327.

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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.

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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.

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2025The local supply effect of asset purchases: evidence from the Eurosystems CSPP. (2025). Kakes, Jan ; de Haes, Casper ; Hudepohl, Tom. In: Working Papers. RePEc:dnb:dnbwpp:837.

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2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

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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.

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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.

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

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2024Investor heterogeneity and large-scale asset purchases. (2024). Breckenfelder, Johannes ; de Falco, Veronica. In: Working Paper Series. RePEc:ecb:ecbwps:20242938.

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

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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.

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

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2025Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101.

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2025A study on the interaction of capital, liquidity and bank stability. (2025). Surez, Nuria ; Poblacin, Francisco Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20253134.

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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.

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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.

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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.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2025Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns. (2025). Draganac, Dragana ; Lu, Kelin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001969.

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2025Efficiency gains through social influence in a minimum effort game. (2025). Arifovic, Jasmina ; Dawid, Herbert ; Nanumyan, Mariam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001696.

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2025Networks, beliefs, and asset prices. (2025). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000259.

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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.

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2025Issuance of urban investment bonds and high-quality urban economic development. (2025). Zhang, Liuzhen ; Su, Wunhong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:111-130.

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Works by Dimitri Vayanos:

YearTitleTypeCited
2010Price Pressure in the Government Bond Market In: American Economic Review.
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2010Price pressure in the government bond market.(2010) In: LSE Research Online Documents on Economics.
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2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
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2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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2010Limits of Arbitrage In: Annual Review of Financial Economics.
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2007A search-based theory of the on-the-run phenomenon.(2007) In: LSE Research Online Documents on Economics.
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2005A search-based theory of the on-the-run phenomenon.(2005) In: LSE Research Online Documents on Economics.
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2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers.
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2005A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers.
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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers.
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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers.
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2015The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics.
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2018The dynamics of financially constrained arbitrage.(2018) In: LSE Research Online Documents on Economics.
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2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: NBER Working Papers.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: CEPR Discussion Papers.
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2014Liquidity risk and the dynamics of arbitrage capital.(2014) In: LSE Research Online Documents on Economics.
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2019Liquidity risk and the dynamics of arbitrage capital.(2019) In: LSE Research Online Documents on Economics.
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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: NBER Working Papers.
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2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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2016Forward Guidance in the Yield Curve: Short Rates versus Bond Supply In: Central Banking, Analysis, and Economic Policies Book Series.
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2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: CEPR Discussion Papers.
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2015Forward Guidance in the Yield Curve: Short Rates versus Bond Supply.(2015) In: NBER Working Papers.
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2005The Gamblers and Hot-Hand Fallacies In a Dynamic-Inference Model In: Levine's Bibliography.
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2014Asset Management Contracts and Equilibrium Prices In: CEPR Discussion Papers.
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2022Asset management contracts and equilibrium prices.(2022) In: LSE Research Online Documents on Economics.
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2014Asset management contracts and equilibrium prices.(2014) In: LSE Research Online Documents on Economics.
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2014Asset Management Contracts and Equilibrium Prices.(2014) In: NBER Working Papers.
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2022Asset Management Contracts and Equilibrium Prices.(2022) In: Journal of Political Economy.
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2016The Analytics of the Greek Crisis In: CEPR Discussion Papers.
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2017The analytics of the Greek crisis.(2017) In: LSE Research Online Documents on Economics.
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2016The Analytics of the Greek Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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2016The Analytics of the Greek Crisis.(2016) In: NBER Chapters.
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2016The Analytics of the Greek Crisis.(2016) In: NBER Working Papers.
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2017The Analytics of the Greek Crisis.(2017) In: NBER Macroeconomics Annual.
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2020Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing In: CEPR Discussion Papers.
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2020Tracking biased weights: asset pricing implications of value-weighted indexing.(2020) In: LSE Research Online Documents on Economics.
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2001Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs In: CEPR Discussion Papers.
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2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: Journal of Financial Economics.
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2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: LSE Research Online Documents on Economics.
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2007The Gamblers and Hot-Hand Fallacies: Theory and Applications In: CEPR Discussion Papers.
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2007The gamblers and hot-hand fallacies: theory and applications.(2007) In: LSE Research Online Documents on Economics.
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2010The Gamblers and Hot-Hand Fallacies: Theory and Applications.(2010) In: The Review of Economic Studies.
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2008Bond Supply and Excess Bond Returns In: CEPR Discussion Papers.
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2008Bond supply and excess bond returns.(2008) In: LSE Research Online Documents on Economics.
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2008Bond Supply and Excess Bond Returns.(2008) In: NBER Working Papers.
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2014Bond Supply and Excess Bond Returns.(2014) In: The Review of Financial Studies.
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2008An Institutional Theory of Momentum and Reversal In: CEPR Discussion Papers.
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2011An institutional theory of momentum and reversal.(2011) In: LSE Research Online Documents on Economics.
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2008An Institutional Theory of Momentum and Reversal.(2008) In: NBER Working Papers.
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2013An Institutional Theory of Momentum and Reversal.(2013) In: The Review of Financial Studies.
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2009Liquidity and Asset Prices: A Unified Framework In: CEPR Discussion Papers.
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2009Liquidity and asset prices: a united framework.(2009) In: LSE Research Online Documents on Economics.
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2009Liquidity and Asset Prices: A Unified Framework.(2009) In: NBER Working Papers.
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2010Limits of Arbitrage: The State of the Theory.(2010) In: NBER Working Papers.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt In: CEPR Discussion Papers.
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2011Bond market clienteles, the yield curve and the optimal maturity structure of government debt.(2011) In: LSE Research Online Documents on Economics.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: Post-Print.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: NBER Working Papers.
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2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt.(2013) In: The Review of Financial Studies.
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1993A Dynamic Model of an Imperfectly Competitive Bid-Ask Market In: CEPR Financial Markets Paper.
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2020A restart procedure to deal with COVID-19 In: Vox eBook Chapters.
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2012Quantitative Easing and Unconventional Monetary Policy – an Introduction In: Economic Journal.
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2001Persuasion Bias, Social Influence, and Uni-Dimensional Opinions In: Research Papers.
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2003Persuasion bias, social influence, and uni-dimensional opinions.(2003) In: LSE Research Online Documents on Economics.
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2003Persuasion Bias, Social Influence, and Unidimensional Opinions.(2003) In: The Quarterly Journal of Economics.
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2004Search and Endogenous Concentration of Liquidity in Asset Markets In: Econometric Society 2004 North American Winter Meetings.
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2007Search and endogenous concentration of liquidity in asset markets.(2007) In: Journal of Economic Theory.
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2004Search and endogenous concentration of liquidity in asset markets.(2004) In: LSE Research Online Documents on Economics.
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2000A Model of Persuasion - With Implications for Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
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2013Market Liquidity€”Theory and Empirical Evidence * In: Handbook of the Economics of Finance.
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2014Introduction to financial economics In: Journal of Economic Theory.
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2003Corrigendum to Equilibrium and welfare in markets with financially constrained arbitrageurs [J. Financial Economics 66 (2002) 361] In: Journal of Financial Economics.
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2002Equilibrium and welfare in markets with financially constrained arbitrageurs.(2002) In: Journal of Financial Economics.
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2023The Greek economic crisis and the banks In: LSE Research Online Documents on Economics.
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2016Curse of the benchmarks In: LSE Research Online Documents on Economics.
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2012Market Liquidity -- Theory and Empirical Evidence.(2012) In: NBER Working Papers.
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2012Liquidity and asset returns under asymmetric information and imperfect competition In: LSE Research Online Documents on Economics.
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2012Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition.(2012) In: The Review of Financial Studies.
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2025The distribution of investor beliefs, stock ownership, and stock returns In: LSE Research Online Documents on Economics.
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2011Fund flows and asset prices: a baseline model In: LSE Research Online Documents on Economics.
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1999Strategic trading and welfare in a dynamic market In: LSE Research Online Documents on Economics.
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1999Strategic Trading and Welfare in a Dynamic Market.(1999) In: The Review of Economic Studies.
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2003The decentralization of information processing in the presence of interactions In: LSE Research Online Documents on Economics.
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2003The Decentralization of Information Processing in the Presence of Interactions.(2003) In: The Review of Economic Studies.
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2008Strong-Form Efficiency with Monopolistic Insiders.(2008) In: The Review of Financial Studies.
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2016The analytics of the Greek crisis: celebratory centenary issue In: LSE Research Online Documents on Economics.
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2020Passive Investing and the Rise of Mega-Firms In: NBER Working Papers.
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2022A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers In: NBER Working Papers.
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2012Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers.
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