Dimitri Vayanos
Dimitri Vayanos
Professor of Finance, London School of Economics
Verified email at lse.ac.uk
TitleCited byYear
Equilibrium and welfare in markets with financially constrained arbitrageurs
D Gromb, D Vayanos
Journal of financial Economics 66 (2-3), 361-407, 2002
10112002
Persuasion bias, social influence, and unidimensional opinions
PM DeMarzo, D Vayanos, J Zwiebel
The Quarterly Journal of Economics 118 (3), 909, 2003
8522003
A preferred-habitat model of the term structure of interest rates
D Vayanos, JL Vila
National bureau of economic research, 2009
6332009
Flight to quality, flight to liquidity, and the pricing of risk
D Vayanos
National bureau of economic research, 2004
6262004
Bond supply and excess bond returns
R Greenwood, D Vayanos
The Review of Financial Studies 27 (3), 663-713, 2014
4892014
Transaction costs and asset prices: A dynamic equilibrium model
D Vayanos
The Review of Financial Studies 11 (1), 1-58, 1998
4801998
Limits of arbitrage
D Gromb, D Vayanos
Annu. Rev. Financ. Econ. 2 (1), 251-275, 2010
4552010
Quantitative easing and unconventional monetary policy–an introduction
M Joyce, D Miles, A Scott, D Vayanos
The Economic Journal 122 (564), F271-F288, 2012
4172012
An institutional theory of momentum and reversal
D Vayanos, P Woolley
The Review of Financial Studies 26 (5), 1087-1145, 2013
3822013
A search‐based theory of the on‐the‐run phenomenon
D Vayanos, PO Weill
The Journal of Finance 63 (3), 1361-1398, 2008
3132008
The gambler's and hot-hand fallacies: Theory and applications
M Rabin, D Vayanos
The Review of Economic Studies 77 (2), 730-778, 2010
2482010
Search and endogenous concentration of liquidity in asset markets
D Vayanos, T Wang
Journal of Economic Theory 136 (1), 66-104, 2007
2402007
Price pressure in the government bond market
R Greenwood, D Vayanos
American Economic Review 100 (2), 585-90, 2010
2062010
European safe bonds (ESBies)
M Brunnermeier, L Garicano, PR Lane, M Pagano, R Reis, T Santos, ...
Euro-nomics. com 243, 2011
188*2011
Equilibrium interest rate and liquidity premium with transaction costs
D Vayanos, JL Vila
Economic theory 13 (3), 509-539, 1999
180*1999
Strategic trading and welfare in a dynamic market
D Vayanos
The Review of Economic Studies 66 (2), 219-254, 1999
1751999
Strategic trading in a dynamic noisy market
D Vayanos
The Journal of Finance 56 (1), 131-171, 2001
1672001
The sovereign-bank diabolic loop and ESBies
MK Brunnermeier, L Garicano, PR Lane, M Pagano, R Reis, T Santos, ...
American Economic Review 106 (5), 508-12, 2016
1522016
Liquidity and asset returns under asymmetric information and imperfect competition
D Vayanos, J Wang
The Review of Financial Studies 25 (5), 1339-1365, 2011
149*2011
ESBies: Safety in the tranches
MK Brunnermeier, S Langfield, M Pagano, R Reis, S Van Nieuwerburgh, ...
Economic Policy 32 (90), 175-219, 2017
1162017
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