Dimitri Vayanos : Citation Profile

Are you Dimitri Vayanos?

London School of Economics (LSE)

29

H index

36

i10 index

4592

Citations

RESEARCH PRODUCTION:

30

Articles

112

Papers

4

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 148
   Journals where Dimitri Vayanos has often published
   Relations with other researchers
   Recent citing documents: 336.    Total self citations: 70 (1.5 %)

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   Permalink: http://citec.repec.org/pva498
   Updated: 2024-12-03    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Mojon, Benoit (2)

Cheng, Gong (2)

Kondor, Péter (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 (37)

Adrian, Tobias (33)

Pedersen, Lasse (32)

Biais, Bruno (30)

KRISHNAMURTHY, ARVIND (29)

D'Amico, Stefania (27)

Lagos, Ricardo (23)

Longstaff, Francis (23)

Cites to:

Pedersen, Lasse (26)

Campbell, John (26)

Shleifer, Andrei (23)

Pagano, Marco (21)

Grossman, Sanford (18)

KRISHNAMURTHY, ARVIND (17)

Duffie, Darrell (16)

Gourinchas, Pierre-Olivier (13)

Shiller, Robert (13)

Foucault, Thierry (13)

Caballero, Ricardo (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 Financial Economics2
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
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Discussion Papers / Centre for Macroeconomics (CFM)2
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe / Hellenic Observatory, LSE2

Recent works citing Dimitri Vayanos (2024 and 2023)

YearTitle of citing document
2023Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2023Averaging plus Learning in financial markets. (2019). Vaidya, Tushar ; Popescu, Ionel . In: Papers. RePEc:arx:papers:1904.08131.

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2024Optimal Echo Chambers. (2020). Tenev, Nicholas ; Martinez, Gabriel. In: Papers. RePEc:arx:papers:2010.01249.

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2023Social Learning under Platform Influence: Consensus and Persistent Disagreement. (2022). Candogan, Ozan ; Anunrojwong, Jerry ; Light, Bar ; Immorlica, Nicole. In: Papers. RePEc:arx:papers:2202.12453.

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2023Confirmation Bias in Social Networks. (2022). Fernandes, Marco S. In: Papers. RePEc:arx:papers:2207.12594.

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2024Moderation in instant runoff voting. (2023). Kleinberg, Jon ; Ugander, Johan ; Tomlinson, Kiran. In: Papers. RePEc:arx:papers:2303.09734.

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2023Learning, Diversity and Adaptation in Changing Environments: The Role of Weak Links. (2023). Pattathil, Sarath ; Ozdaglar, Asuman ; Acemoglu, Daron. In: Papers. RePEc:arx:papers:2305.00474.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023A multi-agent targeted trading equilibrium with transaction costs. (2023). Weston, Kim ; Duraj, Jetlir ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2306.08519.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2024Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies. (2023). Zohren, Stefan ; Roberts, Stephen J ; Kessler, Samuel ; Wood, Kieran. In: Papers. RePEc:arx:papers:2310.10500.

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2023Experience-weighted attraction learning in network coordination games. (2023). Guo, Fulin. In: Papers. RePEc:arx:papers:2310.18835.

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2023Consensus and Disagreement: Information Aggregation under (not so) Naive Learning. (2023). Banerjee, Abhijit ; Compte, Olivier. In: Papers. RePEc:arx:papers:2311.08256.

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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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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024Piercing the Veil of TVL: DeFi Reappraised. (2024). Feng, Yebo ; Luo, Yichen ; Tasca, Paolo ; Xu, Jiahua. 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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2023Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51.

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2023(Un)Conventional Monetary and Fiscal Policy. (2023). Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:23-6.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2024.

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2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2023Optimum financial areas: Retooling the governance of global finance. (2023). Jones, Erik. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1582-1608.

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2023Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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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). Stevens, Jacob ; Bandera, Nicolo. In: Bank of England working papers. RePEc:boe:boeewp:1070.

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2023Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01.

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2023And suddenly, the rain! How surprises shape experienced utility. (2023). Vici, Laura ; Leoni, Veronica ; Figini, Paolo. In: Working Papers. RePEc:bol:bodewp:wp1185.

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2023UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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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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2023Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09.

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2023Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5.

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2023Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769.

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2023Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773.

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2023The safe asset potential of EU-issued bonds. (2023). Schwaab, Bernd ; Greif, William ; Bletzinger, Tilman. In: Research Bulletin. RePEc:ecb:ecbrbu:2023:0103:.

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2023The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E. In: Working Paper Series. RePEc:ecb:ecbwps:20232869.

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

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2024Analysis of opinion evolution based on non-Bayesian social learning. (2024). Fang, Aili ; Liu, Ying. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:464:y:2024:i:c:s0096300323005684.

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2023What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585.

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2024Director networks and firm value. (2024). Linn, Scott C ; Mahmudi, Hamed ; Black, Jeffrey R ; Bakke, Tor-Erik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000075.

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2023How do policymakers update their beliefs?. (2023). Coville, Aidan ; Vivalt, Eva. In: Journal of Development Economics. RePEc:eee:deveco:v:165:y:2023:i:c:s0304387823000767.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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2023Misinformation due to asymmetric information sharing. (2023). Büchel, Berno ; Nassar, Anis ; Meng, Fanyuan ; Klossner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000477.

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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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2024The dynamic impact of monetary policy on stock market liquidity. (2024). Hu, Hao ; Lyu, Xiaoyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2023ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023A long-run approach to money, unemployment, and equity prices. (2023). Pyun, Ju Hyun ; Mo, Kuk. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001499.

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2023Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility. (2023). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki ; Muller, Georg. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002237.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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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.
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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: CEP Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
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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: LSE Research Online Documents on Economics.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
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2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
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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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2023The impact of green investors on stock prices In: BIS Working Papers.
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2024The Impact of Green Investors on Stock Prices.(2024) In: NBER Working Papers.
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2001Strategic Trading in a Dynamic Noisy Market In: Journal of Finance.
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2001Strategic trading in a dynamic noisy market.(2001) In: LSE Research Online Documents on Economics.
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2008A Search-Based Theory of the On-the-Run Phenomenon In: Journal of Finance.
[Full Text][Citation analysis]		article207
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers.
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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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2018The Dynamics of Financially Constrained Arbitrage In: Journal of Finance.
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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: CEPR Discussion Papers.
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2017The dynamics of financially constrained arbitrage.(2017) In: LSE Research Online Documents on Economics.
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2015The dynamics of financially constrained arbitrage.(2015) In: LSE Research Online Documents on Economics.
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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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2015The Dynamics of Financially Constrained Arbitrage.(2015) In: NBER Working Papers.
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2019Financial Markets Where Traders Neglect the Informational Content of Prices In: Journal of Finance.
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2015Financial Markets where Traders Neglect the Informational Content of Prices.(2015) In: CEPR Discussion Papers.
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2017Financial markets where traders neglect the informational content of prices.(2017) In: LSE Research Online Documents on Economics.
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2019Financial markets where traders neglect the informational content of prices.(2019) 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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2019Liquidity Risk and the Dynamics of Arbitrage Capital In: Journal of Finance.
[Full Text][Citation analysis]		article38
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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2014Liquidity Risk and the Dynamics of Arbitrage Capital.(2014) In: 2014 Meeting Papers.
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2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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2011Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics.
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2017The Analytics of the Greek Crisis In: Department of Economics, Working Paper Series.
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2016The Analytics of the Greek Crisis.(2016) 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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2016ESBies: Safety in the tranches In: Discussion Papers.
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2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion 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: ESRB 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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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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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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2021A preferred-habitat model of the term structure of interest rates.(2021) In: LSE Research Online Documents on Economics.
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2009A preferred-habitat model of the term structure of interest rates.(2009) In: LSE Research Online Documents on Economics.
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2009A Preferred-Habitat Model of the Term Structure of Interest Rates.(2009) In: NBER Working Papers.
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2010Limits of Arbitrage: The State of the Theory In: CEPR Discussion Papers.
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2010Limits of arbitrage: the state of the theory.(2010) In: LSE Research Online Documents on Economics.
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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.
[Citation analysis]		paper128
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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2023The Greek economic crisis and the banks In: LSE Research Online Documents on Economics.
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2023The Greek Economic Crisis and the Banks.(2023) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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2023Asset management as creator of market inefficiency In: LSE Research Online Documents on Economics.
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2023Asset Management as Creator of Market Inefficiency.(2023) In: Atlantic Economic Journal.
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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 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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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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1998Transaction costs and asset prices : a dynamic equilibrium model In: LSE Research Online Documents on Economics.
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1998Transaction Costs and Asset Prices: A Dynamic Equilibrium Model..(1998) In: The Review of Financial 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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1999Equilibrium interest rate and liquidity premium with transaction costs In: LSE Research Online Documents on Economics.
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1999Equilibrium interest rate and liquidity premium with transaction costs.(1999) In: Economic Theory.
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2004Flight to quality, flight to liquidity, and the pricing of risk In: LSE Research Online Documents on Economics.
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2004Flight to Quality, Flight to Liquidity, and the Pricing of Risk.(2004) In: NBER Working Papers.
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2005Strong-form efficiency with monopolistic insiders In: LSE Research Online Documents on Economics.
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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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2012Theories of Liquidity In: Foundations and Trends(R) in Finance.
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2012Financially constrained arbitrage and cross-market contagion In: 2012 Meeting Papers.
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2010A Model of Financial Market Liquidity Based on Intermediary Capital In: Journal of the European Economic Association.
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1993Decentralization and the management of competition In: Economics Working Papers.
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