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"Vayanos, Dimitri"

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Number of items: 35.

Article

Greenwood, Robin and Vayanos, Dimitri (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). pp. 663-713. ISSN 0893-9454

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

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (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 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 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 (2012) Theories of liquidity. Foundations and Trends in Finance, 6 (4). pp. 221-317. ISSN 1567-2395

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

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

Rabin, Matthew and Vayanos, Dimitri (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 (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 (2008) Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21 (5). pp. 2275-2306. ISSN 0893-9454

Vayanos, Dimitri 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 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 and Zwiebel, Jeffrey (2003) Persuasion bias, social influence, and uni-dimensional opinions. Quarterly Journal of Economics, 118 (3). pp. 909-968. ISSN 1531-4650

Vayanos, Dimitri (2003) The decentralization of information processing in the presence of interactions. Review of Economic Studies, 70 (3). pp. 667-695. ISSN 1467-937X

Gromb, Denis and Vayanos, Dimitri (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 (2001) Strategic trading in a dynamic noisy market. Journal of Finance, 56 (1). pp. 131-171. ISSN 1540-6261

Vayanos, Dimitri and Vila, Jean-Luc (1999) Equilibrium interest rate and liquidity premium with transaction costs. Economic Theory, 13 (3). pp. 509-539. ISSN 1432-0479

Vayanos, Dimitri (1999) Strategic trading and welfare in a dynamic market. Review of Economic Studies, 66 (2). pp. 219-254. ISSN 1467-937X

Vayanos, Dimitri (1998) Transaction costs and asset prices : a dynamic equilibrium model. Review of Financial Studies, 11 (1). pp. 1-58. ISSN 1465-7368

Book Section

Vayanos, Dimitri 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

Kondor, Peter and Vayanos, Dimitri (2014) Liquidity risk and the dynamics of arbitrage capital. FMG discussion papers, DP730. The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Woolley, Paul (2010) Fund flows and asset prices: a baseline model. Department of Finance, London School of Economics and Political Science, London, UK.

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2010) Bond market clienteles, the yield curve and the optimal maturity structure of government debt. Department of Finance, London School of Economics and Political Science, London, UK.

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

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

Vayanos, Dimitri and Vila, Jean-Luc (2009) A preferred-habitat model of the term structure of interest rates. Discussion paper, 641. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Woolley, Paul (2008) An institutional theory of momentum and reversal. Discussion paper, 621. Financial Markets Group, London School of Economics and Political Science, London, UK.

Greenwood, Robin and Vayanos, Dimitri (2008) Bond supply and excess bond returns. Discussion paper, 607. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Weill, Pierre-Olivier (2007) A search-based theory of the on-the-run phenomenon. Discussion paper, 577. Financial Markets Group, London School of Economics and Political Science, London, UK.

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

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

Vayanos, Dimitri and Weill, Pierre-Olivier (2005) A search-based theory of the on-the-run phenomenon. AFA 2006 Boston Meetings Paper. American Finance Association.

Vayanos, Dimitri and Wang, Tan (2004) Search and endogenous concentration of liquidity in asset markets. 647. Econometric Society 2004 North American Winter Meetings, London, UK.

Vayanos, Dimitri (2004) Flight to quality, flight to liquidity, and the pricing of risk. NBER Working Papers No. 10327. National Bureau of Economic Research, Inc, London, UK.

This list was generated on Thu Oct 30 17:31:05 2014 GMT.