| . |
Vayanos, Dimitri's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,265 |
Total
Citations
539 |
|
|
|
|
|
1.
|
|
|
DeMarzo, Peter M.
Stanford Graduate School of Business Zwiebel, Jeffrey
Stanford Graduate School of Business Vayanos, Dimitri
London School of Economics
|
|
633
(18,527)
|
51
|
|
| |
|
| |
Persuasion, Social Influence, Uni-Dimensional Opinions, Social Networks, Belief Formation, Bounded Rationality, Hierarchies, Communication
|
|
|
2.
|
|
The Gambler's and Hot-Hand Fallacies: Theory and Applications
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Rabin, Matthew
University of California, Berkeley - Department of Economics Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
03 Jan 07
|
|
Last Revised:
|
|
19 Oct 09
|
|
515
(24,578)
|
8
|
|
|
|
|
Rabin, Matthew
University of California, Berkeley - Department of Economics Vayanos, Dimitri
London School of Economics
|
|
6
|
8
|
|
| |
|
| |
Behavioural finance, gambler's fallacy, hot-hand fallacy
|
|
|
|
|
|
|
Rabin, Matthew
University of California, Berkeley - Department of Economics Vayanos, Dimitri
London School of Economics
|
| Posted: |
|
03 Jan 07
|
|
Last Revised:
|
|
19 Oct 09
|
|
509
|
8
|
|
| |
|
| |
Gambler's fallacy, Hot-hand fallacy, Dynamic inference, Behavioral Finance
|
|
|
|
|
|
3.
|
|
Bond Supply and Excess Bond Returns
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Greenwood, Robin M.
Harvard Business School - Finance Unit Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
11 Sep 07
|
|
Last Revised:
|
|
23 Sep 10
|
|
431
(30,994)
|
48
|
|
|
|
|
Greenwood, Robin M.
Harvard Business School - Finance Unit Vayanos, Dimitri
London School of Economics
|
|
1
|
48
|
|
| |
|
| |
bond prices, limited arbitrage, preferred habitat, return predictability
|
|
|
|
|
|
|
Greenwood, Robin M.
Harvard Business School - Finance Unit Vayanos, Dimitri
London School of Economics
|
|
24
|
48
|
|
| |
|
| |
|
|
|
|
|
|
|
Greenwood, Robin M.
Harvard Business School - Finance Unit Vayanos, Dimitri
London School of Economics
|
| Posted: |
|
11 Sep 07
|
|
Last Revised:
|
|
12 Jan 10
|
|
406
|
48
|
|
| |
|
| |
Term Structure of Interest Rates, Bond Risk Premia, Limited Arbitrage, Public Debt Management
|
|
|
|
|
|
4.
|
|
Liquidity and Asset Prices: A Unified Framework
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
Posted:
|
|
29 Jul 09
|
|
Last Revised:
|
|
30 Jul 10
|
|
422
(31,858)
|
7
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
2
|
7
|
|
| |
|
| |
Asset prices, Liquidity, Market imperfections
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
17
|
7
|
|
| |
|
| |
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
| Posted: |
|
29 Jul 09
|
|
Last Revised:
|
|
11 Mar 10
|
|
403
|
7
|
|
| |
|
| |
liquidity, asset prices, market imperfections
|
|
|
|
|
|
5.
|
|
Limits of Arbitrage: The State of the Theory
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
11 Mar 10
|
|
Last Revised:
|
|
25 Sep 10
|
|
395
(34,604)
|
31
|
|
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
| Posted: |
|
05 Apr 10
|
|
Last Revised:
|
|
20 Apr 10
|
|
158
|
31
|
|
| |
|
| |
Limits of Arbitrage, Market Anomalies, Liquidity, Financial Constraints, Financial Institutions, Survey
|
|
|
|
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
|
40
|
31
|
|
| |
|
| |
|
|
|
|
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
|
5
|
31
|
|
| |
|
| |
financial constraints, financial institutions, limits of arbitrage, liquidity, market anomalies, survey
|
|
|
|
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
| Posted: |
|
11 Mar 10
|
|
Last Revised:
|
|
19 Apr 10
|
|
192
|
31
|
|
| |
|
| |
limits of arbitrage, market anomalies, liquidity, financial constraints, financial institutions, survey
|
|
|
|
|
|
6.
|
|
A Preferred-Habitat Model of the Term Structure of Interest Rates
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Vayanos, Dimitri
London School of Economics Vila, Jean-Luc
Merrill Lynch & Co.
|
|
Posted:
|
|
22 Mar 07
|
|
Last Revised:
|
|
27 Nov 09
|
|
355
(39,473)
|
55
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Vila, Jean-Luc
Merrill Lynch & Co.
|
|
1
|
55
|
|
| |
|
| |
Bond risk premia, Carry trades, Limited arbitrage, Preferred habitat, Term structure of interest rates
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Vila, Jean-Luc
Merrill Lynch & Co.
|
|
16
|
55
|
|
| |
|
| |
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Vila, Jean-Luc
Merrill Lynch & Co.
|
| Posted: |
|
22 Mar 07
|
|
Last Revised:
|
|
02 Nov 09
|
|
338
|
55
|
|
| |
|
| |
Term structure of interest rates, preferred habitat, limited arbitrage, bond risk premia, carry trades
|
|
|
|
|
|
7.
|
|
An Institutional Theory of Momentum and Reversal
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Vayanos, Dimitri
London School of Economics Woolley, Paul
London School of Economics
|
|
Posted:
|
|
23 Nov 08
|
|
Last Revised:
|
|
08 Sep 10
|
|
319
(44,888)
|
29
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Woolley, Paul
London School of Economics
|
|
41
|
29
|
|
| |
|
| |
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Woolley, Paul
London School of Economics
|
|
3
|
29
|
|
| |
|
| |
delegated portfolio management, limits to arbitrage, momentum, reversal
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Woolley, Paul
London School of Economics
|
| Posted: |
|
23 Nov 08
|
|
Last Revised:
|
|
10 Aug 10
|
|
275
|
29
|
|
| |
|
| |
asset pricing, delegated portfolio management, momentum, reversal
|
|
|
|
|
|
8.
|
|
A Search-Based Theory of the On-the-Run Phenomenon
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
|
|
Posted:
|
|
11 Mar 05
|
|
Last Revised:
|
|
16 Aug 10
|
|
234
(63,653)
|
46
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
|
|
36
|
45
|
|
| |
|
| |
|
|
|
|
|
|
|
Weill, Pierre-Olivier
University of California, Los Angeles Vayanos, Dimitri
London School of Economics
|
|
14
|
45
|
|
| |
|
| |
Search, liquidity, asset pricing, on-the-run bonds
|
|
|
|
|
|
|
Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
|
|
14
|
45
|
|
| |
|
| |
|
|
|
|
|
|
|
Weill, Pierre-Olivier
University of California, Los Angeles Vayanos, Dimitri
London School of Economics
|
|
170
|
45
|
|
| |
|
| |
On-the-run bonds, liquidity, specialness, search, arbitrage
|
|
|
|
|
|
9.
|
|
|
Vayanos, Dimitri
London School of Economics
|
|
223
(66,979)
|
90
|
|
| |
|
| |
|
|
|
10.
|
|
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Gromb, Denis
London Business School Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
12 Oct 01
|
|
Last Revised:
|
|
13 Dec 01
|
|
196
(76,386)
|
158
|
|
|
|
|
Gromb, Denis
London Business School Vayanos, Dimitri
London School of Economics
|
|
25
|
158
|
|
| |
|
| |
Arbitrage, borrowing constraints, collateral, liquidity, welfare
|
|
|
|
|
|
|
Gromb, Denis
London Business School Vayanos, Dimitri
London School of Economics
|
|
171
|
158
|
|
| |
|
| |
|
|
|
|
|
|
11.
|
|
Strong-Form Efficiency with Monopolistic Insiders
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Chau, Minh
ESSEC Business School - Finance Department Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
11 Jul 01
|
|
Last Revised:
|
|
29 Jul 10
|
|
181
(82,442)
|
6
|
|
|
|
|
Chau, Minh
ESSEC Business School - Finance Department Vayanos, Dimitri
London School of Economics
|
|
0
|
|
|
| |
|
| |
D82, G14
|
|
|
|
|
|
|
Chau, Minh
ESSEC Business School - Finance Department Vayanos, Dimitri
London School of Economics
|
|
181
|
6
|
|
| |
|
| |
Market efficiency, strategic trading, insiders
|
|
|
|
|
|
12.
|
|
|
Guibaud, Stephane
London School of Economics & Political Science (LSE) Nosbusch, Yves
London School of Economics Vayanos, Dimitri
London School of Economics
|
|
128
(112,137)
|
5
|
|
| |
|
| |
Government debt, Maturity structure, Intergenerational risksharing
|
|
|
13.
|
|
|
Azariadis, Costas
University of California, Los Angeles (UCLA) - Department of Economics Constantinides, George
affiliation not provided to SSRN Constantatos, Christos
University of Macedonia Dellas, Harris
University of Bern - Department of Economics Economides, Nicholas
New York University - Leonard N. Stern School of Business - Department of Economics Haliassos, Michael
Goethe University Frankfurt - Faculty of Economics and Business Administration Hatzipanayotou, Panos
Athens University of Economics and Business Ioannides, Yannis M.
Tufts University Koulovatianos, Christos
University of Vienna - Department of Economics Meghir, Costas
Yale University Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business Petrakis, Emmanuel
University of Crete - Department of Economics Pissarides, Christopher A.
London School of Economics & Political Science (LSE) Skreta, Vasiliki
NYU Stern School of Business Stengos, Thanasis
University of Guelph - Department of Economics Tsoukas, Haridimos
Athens Laboratory of Business Administration (ALBA) Vayanos, Dimitri
London School of Economics Vettas, Nikolaos
Athens University of Economics and Business - Department of Economics Xepapadeas, Anastasios
Athens University of Economics and Business
|
|
116
(121,404)
|
|
|
| |
|
| |
Greece, reforms, bankruptcy, restructuring, privatization
|
|
|
14.
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
|
64
(177,952)
|
6
|
|
| |
|
| |
|
|
|
15.
|
|
|
Kaminska, Iryna
Bank of England Vayanos, Dimitri
London School of Economics Zinna, Gabriele
Bank of England - International Finance Division
|
|
32
(238,293)
|
4
|
|
| |
|
| |
foreign reserves, term structure of interest rates, term premium, MCMC
|
|
|
16.
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
17
(286,187)
|
|
|
| |
|
| |
|
|
|
17.
|
|
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Guibaud, Stephane
London School of Economics & Political Science (LSE) Nosbusch, Yves
London School of Economics Vayanos, Dimitri
London School of Economics
|
|
Posted:
|
|
29 Mar 13
|
|
Last Revised:
|
|
24 Apr 13
|
|
4
(328,419)
|
|
|
|
|
|
Guibaud, Stephane
London School of Economics & Political Science (LSE) Nosbusch, Yves
London School of Economics Vayanos, Dimitri
London School of Economics
|
|
3
|
|
|
| |
|
| |
clientele effects, debt management, government debt, interest rates, preferred habitat
|
|
|
|
|
|
|
Guibaud, Stephane
London School of Economics & Political Science (LSE) Nosbusch, Yves
London School of Economics Vayanos, Dimitri
London School of Economics
|
|
1
|
|
|
| |
|
| |
|
|
|
|
|
|
18.
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
0
(349,638)
|
|
|
| |
|
| |
liquidity, market imperfections, asymmetric information, market microstructure
|
|
|
19.
|
|
|
Joyce, Michael
Bank of England - Monetary Analysis Miles, David
The Bank of England Scott, Andrew
London School of Economics - Law Department Vayanos, Dimitri
London School of Economics
|
|
0
(349,638)
|
|
|
| |
|
| |
|
|
|
20.
|
|
|
Gromb, Denis
INSEAD Vayanos, Dimitri
London School of Economics
|
|
|
|
|
| |
|
| |
|
|
|
21.
|
|
|
Vila, Jean-Luc
Convergence Asset Management Vayanos, Dimitri
London School of Economics
|
|
|
|
|
| |
|
| |
|
|
|
22.
|
|
|
Vila, Jean-Luc
Convergence Asset Management Vayanos, Dimitri
London School of Economics
|
|
|
|
|
| |
|
| |
|
|
