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Items where Author is "Vayanos, Dimitri"

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Number of items: 63.

Article

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2023) Asset management as creator of market inefficiency. Atlantic Economic Journal, 51 (1). pp. 1-11. ISSN 0197-4254

Buffa, Andrea M., Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2022) Asset management contracts and equilibrium prices. Journal of Political Economy, 130 (12). 3146 - 3201. ISSN 0022-3808

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vila, Jean-Luc (2021) A preferred-habitat model of the term structure of interest rates. Econometrica, 89 (1). 77 - 112. ISSN 0012-9682

Danielsson, Jon, Macrae, Robert, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2020) The coronavirus crisis is no 2008. VoxEU.

Kondor, Peter and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2019) Liquidity risk and the dynamics of arbitrage capital. Journal of Finance, 74 (3). pp. 1139-1173. ISSN 0022-1082

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2019) Financial markets where traders neglect the informational content of prices. Journal of Finance, 74 (1). pp. 371-399. ISSN 0022-1082

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2018) The dynamics of financially constrained arbitrage. Journal of Finance, 73 (4). 1713 - 1750. ISSN 0022-1082

Gourinchas, Pierre-Olivier, Philippon, Thomas and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The analytics of the Greek crisis. NBER Macroeconomics Annual, 31 (1). pp. 1-81. ISSN 0889-3365

Brunnermeier, Markus K., Langfield, Sam, Pagano, Marco, Reis, Ricardo, Van Nieuwerburgh, Stijn and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) ESBies: safety in the tranches. Economic Policy, 32 (90). 175 - 219. ISSN 0266-4658

Brunnermeier, Markus K., Garicano, Luis, Lane, Philip R., Pagano, Marco, Reis, Ricardo, Santos, Tano, Thesmar, David, Van Nieuwerberg, Stijn and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) The sovereign-bank diabolic loop and ESBies. American Economic Review, 106 (5). pp. 508-512. ISSN 0002-8282

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). 663 - 713. ISSN 0893-9454

Allen, Franklin, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vives, Xavier (2014) Introduction to financial economics. Journal of Economic Theory, 149. pp. 1-14. ISSN 1095-7235

Guibaud, St├ęphane, Nosbusch, Yves and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26 (8). pp. 1914-1961. ISSN 0893-9454

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2013) An institutional theory of momentum and reversal. Review of Financial Studies, 26 (5). pp. 1087-1145. ISSN 0893-9454

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2012) Liquidity and asset returns under asymmetric information and imperfect competition. Review of Financial Studies, 25 (5). pp. 1339-1365. ISSN 0893-9454

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2012) Theories of liquidity. Foundations and Trends in Finance, 6 (4). pp. 221-317. ISSN 1567-2395

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) Limits of arbitrage. Annual Review of Financial Economics, 2. pp. 251-275. ISSN 1941-1367

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) Price pressure in the government bond market. American Economic Review, 100 (2). pp. 585-590. ISSN 0002-8282

Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) The gambler's and hot-hand fallacies: theory and applications. Review of Economic Studies, 77 (2). pp. 730-778. ISSN 0034-6527

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8 (2-3). pp. 456-466. ISSN 1542-4774

Chau, Minh and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2008) Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21 (5). pp. 2275-2306. ISSN 0893-9454

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Weill, Pierre-Olivier (2008) A search-based theory of the on-the-run phenomenon. Journal of Finance, 63 (3). pp. 1361-1398. ISSN 0022-1082

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136 (1). pp. 66-104. ISSN 1095-7235

DeMarzo, Peter M., Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zwiebel, Jeffrey (2003) Persuasion bias, social influence, and uni-dimensional opinions. Quarterly Journal of Economics, 118 (3). pp. 909-968. ISSN 0033-5533

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2003) The decentralization of information processing in the presence of interactions. Review of Economic Studies, 70 (3). pp. 667-695. ISSN 0034-6527

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2002) Equilibrium and welfare in markets with financially constrained arbitrageurs. Journal of Financial Economics, 66 (2-3). pp. 361-407. ISSN 0304-405X

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2001) Strategic trading in a dynamic noisy market. Journal of Finance, 56 (1). pp. 131-171. ISSN 1540-6261

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vila, Jean-Luc (1999) Equilibrium interest rate and liquidity premium with transaction costs. Economic Theory, 13 (3). pp. 509-539. ISSN 0938-2259

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (1999) Strategic trading and welfare in a dynamic market. Review of Economic Studies, 66 (2). pp. 219-254. ISSN 0034-6527

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (1998) Transaction costs and asset prices : a dynamic equilibrium model. Review of Financial Studies, 11 (1). pp. 1-58. ISSN 0893-9454

Book Section

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2013) Market liquidity: theory and empirical evidence. In: Constantinides, George M., Harris, Milton and Stulz, Rene M., (eds.) Handbook of the Economics of Finance: Volume 2b: Financial Markets and Asset Pricing. Handbooks in economics. North-Holland, Oxford, UK. ISBN 9780444594068

Monograph

Hardouvelis, Gikas A. and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2023) The Greek economic crisis and the banks. GreeSE Papers: Hellenic Observatory Papers on Greece and Southeast Europe (180). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Jiang, Hao, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zheng, Lu (2020) Tracking biased weights: asset pricing implications of value-weighted indexing. Financial Markets Group Discussion Papers (823). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) Financial markets where traders neglect the informational content of prices. Financial Markets Group Discussion Papers (770). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K., Langfield, Sam, Pagano, Marco, Reis, Ricardo, Nieuwerburgh, Stijn Van and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) ESBies: safety in the tranches. CFM discussion paper series (CFM-DP2016-27). Centre For Macroeconomics, London, UK.

Gourinchas, Pierre-Olivier, Philippon, Thomas and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) The analytics of the Greek crisis: celebratory centenary issue. GreeSE papers (100). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K, Garicano, Luis, Lane, Philip R., Pagano, Marco, Reis, Ricardo, Santos, Tano, Thesmar, David, Van Nieuwerburgh, Stijn and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) The sovereign-bank diabolic loop and ESBies. CFM discussion paper series (CFM-DP2016-17). Centre For Macroeconomics, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2016) Curse of the benchmarks. Financial Markets Group Discussion Papers (747). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K., Garicano, Luis, Lane, Philip R., Pagano, Marco, Reis, Ricardo, Santos, Tano, Thesmar, David, Nieuwerburgh, Stijn Van and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) The sovereign-bank diabolic loop and ESBies. CEP Discussion Paper (1414). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Buffa, Andrea, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2014) Asset management contracts and equilibrium prices. Financial Markets Group Discussion Papers (736). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kondor, Peter and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2014) Liquidity risk and the dynamics of arbitrage capital. Financial Markets Group Discussion Papers (730). London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2012) Market liquidity - theory and empirical evidence. Financial Markets Group Discussion Papers (709). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2012) Liquidity and asset returns under asymmetric information and imperfect competition. Financial Markets Group Discussion Papers (708). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2011) An institutional theory of momentum and reversal. Financial Markets Group Discussion Papers (666). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kaminska, Iryna, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zinna, Gabriele (2011) Preferred-habitat investors and the US term structure of real rates. Financial Markets Group Discussion Papers (674). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Guibaud, St├ęphane, Nosbusch, Yves and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2011) Bond market clienteles, the yield curve and the optimal maturity structure of government debt. Financial Markets Group Discussion Papers (669). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2011) Fund flows and asset prices: a baseline model. Financial Markets Group Discussion Papers (667). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) Limits of arbitrage: the state of the theory. Financial Markets Group Discussion Papers (650). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vila, Jean-Luc (2009) A preferred-habitat model of the term structure of interest rates. Financial Markets Group Discussion Papers (641). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2009) Financially constrained arbitrage and cross-market contagion. . Department of Finance, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2009) Liquidity and asset prices: a united framework. Discussion paper (639). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2008) Bond supply and excess bond returns. Financial Markets Group Discussion Papers (607). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Weill, Pierre-Olivier (2007) A search-based theory of the on-the-run phenomenon. Financial Markets Group Discussion Papers (577). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2007) The gambler's and hot-hand fallacies: theory and applications. Financial Markets Group Discussion Papers (578). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chau, Minh and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2005) Strong-form efficiency with monopolistic insiders. . CEPR, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Weill, Pierre-Olivier (2005) A search-based theory of the on-the-run phenomenon. . American Finance Association.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Tan (2004) Search and endogenous concentration of liquidity in asset markets. . Econometric Society, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2004) Flight to quality, flight to liquidity, and the pricing of risk. NBER Working Papers (10327). National Bureau of Economic Research, Inc, London, UK.

Book

Pissarides, Christopher ORCID: 0000-0002-0695-058X, Meghir, Costas, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vettas, Nikolaos (2023) A growth strategy for the Greek economy. CEPR Press, Paris, FR. ISBN 9781912179817

Online resource

Gourinchas, Pierre-Olivier, Philippon, Thomas and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2016) The Greek crisis: an autopsy. LSE Greece@LSE (01 Dec 2016). Website.

This list was generated on Sun Jul 14 04:43:46 2024 BST.