Dimitri Vayanos

Names

Identifer

Contact

Affiliations

• London School of Economics (LSE) / Finance Department
  • EDIRC entry
  • location:

Research profile

author of:

• Price Pressure in the Government Bond Market
  American Economic Review, American Economic Association (2010)
  by Robin Greenwood & Dimitri Vayanos
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:585-90)
• The Sovereign-Bank Diabolic Loop and ESBies
  American Economic Review, American Economic Association (2016)
  by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-article, aea:aecrev:v:106:y:2016:i:5:p:508-12)
• Limits of Arbitrage
  Annual Review of Financial Economics, Annual Reviews (2010)
  by Denis Gromb & Dimitri Vayanos
  (ReDIF-article, anr:refeco:v:2:y:2010:p:251-275)
• The impact of green investors on stock prices
  BIS Working Papers, Bank for International Settlements (2023)
  by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
  (ReDIF-paper, bis:biswps:1127)
• Strategic Trading in a Dynamic Noisy Market
  Journal of Finance, American Finance Association (2001)
  by Dimitri Vayanos
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:1:p:131-171)
• A Search‐Based Theory of the On‐the‐Run Phenomenon
  Journal of Finance, American Finance Association (2008)
  by Dimitri Vayanos & Pierre‐Olivier Weill
  (ReDIF-article, bla:jfinan:v:63:y:2008:i:3:p:1361-1398)
• The Dynamics of Financially Constrained Arbitrage
  Journal of Finance, American Finance Association (2018)
  by Denis Gromb & Dimitri Vayanos
  (ReDIF-article, bla:jfinan:v:73:y:2018:i:4:p:1713-1750)
• Financial Markets Where Traders Neglect the Informational Content of Prices
  Journal of Finance, American Finance Association (2019)
  by Erik Eyster & Matthew Rabin & Dimitri Vayanos
  (ReDIF-article, bla:jfinan:v:74:y:2019:i:1:p:371-399)
• Liquidity Risk and the Dynamics of Arbitrage Capital
  Journal of Finance, American Finance Association (2019)
  by Péter Kondor & Dimitri Vayanos
  (ReDIF-article, bla:jfinan:v:74:y:2019:i:3:p:1139-1173)
• Preferred-habitat investors and the US term structure of real rates
  Bank of England working papers, Bank of England (2011)
  by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele
  (ReDIF-paper, boe:boeewp:0435)
• The Analytics of the Greek Crisis
  Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2017)
  by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
  (ReDIF-paper, cdl:econwp:qt2cg7m1gf)
• The sovereign-bank diabolic loop and ESBies
  CEP Discussion Papers, Centre for Economic Performance, LSE (2016)
  by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, cep:cepdps:dp1414)
• The Sovereign-Bank Diabolic Loop and ESBies
  Discussion Papers, Centre for Macroeconomics (CFM) (2016)
  by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy
  (ReDIF-paper, cfm:wpaper:1617)
• ESBies: Safety in the tranches
  Discussion Papers, Centre for Macroeconomics (CFM) (2016)
  by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, cfm:wpaper:1627)
• Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
  Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2016)
  by Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos
  (ReDIF-chapter, chb:bcchsb:v24c02pp011-062)
• The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model
  Levine's Bibliography, UCLA Department of Economics (2005)
  by Matthew Rabin & Dimitri Vayanos
  (ReDIF-paper, cla:levrem:122247000000000972)
• Asset Management Contracts and Equilibrium Prices
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Vayanos, Dimitri & Woolley, Paul & ,
  (ReDIF-paper, cpr:ceprdp:10152)
• The Dynamics of Financially Constrained Arbitrage
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, cpr:ceprdp:10436)
• Financial Markets where Traders Neglect the Informational Content of Prices
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik
  (ReDIF-paper, cpr:ceprdp:10629)
• Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G
  (ReDIF-paper, cpr:ceprdp:11005)
• The Sovereign-Bank Diabolic Loop and ESBies
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Vayanos, Dimitri & Brunnermeier, Markus & Pagano, Marco & Thesmar, David & Garicano, Luis & Lane, Philip & Santos, Tano & Van Nieuwerburgh, Stijn
  (ReDIF-paper, cpr:ceprdp:11317)
• The Analytics of the Greek Crisis
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas
  (ReDIF-paper, cpr:ceprdp:11334)
• ESBies: Safety in the Tranches
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn
  (ReDIF-paper, cpr:ceprdp:11537)
• Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Vayanos, Dimitri & Jiang, Hao & Zheng, Lu
  (ReDIF-paper, cpr:ceprdp:15563)
• The Distribution of Investor Beliefs, Stock Ownership and Stock Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios
  (ReDIF-paper, cpr:ceprdp:16029)
• A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Ray, Walker
  (ReDIF-paper, cpr:ceprdp:17119)
• Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, cpr:ceprdp:3049)
• A Search-Based Theory of the On-the-Run Phenomenon
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
  by Vayanos, Dimitri & Weill, Pierre-Olivier
  (ReDIF-paper, cpr:ceprdp:5965)
• The Gambler's and Hot-Hand Fallacies: Theory and Applications
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
  by Vayanos, Dimitri & Rabin, Matthew
  (ReDIF-paper, cpr:ceprdp:6081)
• Bond Supply and Excess Bond Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
  by Vayanos, Dimitri & Greenwood, Robin
  (ReDIF-paper, cpr:ceprdp:6694)
• An Institutional Theory of Momentum and Reversal
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
  by Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, cpr:ceprdp:7068)
• Liquidity and Asset Prices: A Unified Framework
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-paper, cpr:ceprdp:7410)
• A Preferred-Habitat Model of the Term Structure of Interest Rates
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by Vayanos, Dimitri & ,
  (ReDIF-paper, cpr:ceprdp:7547)
• Limits of Arbitrage: The State of the Theory
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, cpr:ceprdp:7738)
• Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves
  (ReDIF-paper, cpr:ceprdp:9407)
• Liquidity Risk and the Dynamics of Arbitrage Capital
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Vayanos, Dimitri & Kondor, Péter
  (ReDIF-paper, cpr:ceprdp:9885)
• A Dynamic Model of an Imperfectly Competitive Bid-Ask Market
  CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. (1993)
  by Dimitri Vayanos
  (ReDIF-paper, cpr:ceprfm:0040)
• A restart procedure to deal with COVID-19
  Vox eBook Chapters, Centre for Economic Policy Research (2020)
  by Cynthia Balloch & Simeon Djankov & Juanita Gonzalez-Uribe & Dimitri Vayanos
  (ReDIF-chapter, cpr:ebchap:p330-19)
• The Sovereign-Bank Diabolic Loop and Esbies
  HEC Research Papers Series, HEC Paris (2016)
  by Thesmar, David & Brunnermeier , Markus K & Garicano , Luis & Lane, Philip R & Pagano , Marco & Reis, Ricardo & Santos , Tano & Van Nieuwerburgh , Stijn & Vayanos , Dimitri
  (ReDIF-paper, ebg:heccah:1133)
• Quantitative Easing and Unconventional Monetary Policy – an Introduction
  Economic Journal, Royal Economic Society (2012)
  by Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos
  (ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f271-f288)
• Persuasion Bias, Social Influence, and Uni-Dimensional Opinions
  Research Papers, Stanford University, Graduate School of Business (2001)
  by Zwiebel, Jeffrey H. & Vayanos, Dimitri & DeMarzo, Peter M.
  (ReDIF-paper, ecl:stabus:1719)
• Search and Endogenous Concentration of Liquidity in Asset Markets
  Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
  by Dmitrios Vayanos
  (ReDIF-paper, ecm:nawm04:647)
• A Model of Persuasion - With Implications for Financial Markets
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Peter M. deMarzo & Dimitri Vayanos & Jeffrey Zwiebel
  (ReDIF-paper, ecm:wc2000:1635)
• Market Liquidity—Theory and Empirical Evidence
  Handbook of the Economics of Finance, Elsevier (2013)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-chapter, eee:finchp:2-b-1289-1361)
• Search and endogenous concentration of liquidity in asset markets
  Journal of Economic Theory, Elsevier (2007)
  by Vayanos, Dimitri & Wang, Tan
  (ReDIF-article, eee:jetheo:v:136:y:2007:i:1:p:66-104)
• Introduction to financial economics
  Journal of Economic Theory, Elsevier (2014)
  by Allen, Franklin & Vayanos, Dimitri & Vives, Xavier
  (ReDIF-article, eee:jetheo:v:149:y:2014:i:c:p:1-14)
• Equilibrium and welfare in markets with financially constrained arbitrageurs
  Journal of Financial Economics, Elsevier (2002)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-article, eee:jfinec:v:66:y:2002:i:2-3:p:361-407)
• Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]
  Journal of Financial Economics, Elsevier (2003)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-article, eee:jfinec:v:67:y:2003:i:3:p:531-531)
• A preferred-habitat model of the term structure of interest rates
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
  by Vayanos, Dimitri & Vila, Jean-Luc
  (ReDIF-paper, ehl:lserod:106509)
• Asset management contracts and equilibrium prices
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2022)
  by Buffa, Andrea M. & Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:113889)
• The Greek economic crisis and the banks
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023)
  by Hardouvelis, Gikas A. & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:117880)
• Asset management as creator of market inefficiency
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023)
  by Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:118540)
• Tracking biased weights: asset pricing implications of value-weighted indexing
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2020)
  by Jiang, Hao & Vayanos, Dimitri & Zheng, Lu
  (ReDIF-paper, ehl:lserod:118847)
• The dynamics of financially constrained arbitrage
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:118954)
• Financial markets where traders neglect the informational content of prices
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:118956)
• Curse of the benchmarks
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:118990)
• The dynamics of financially constrained arbitrage
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:119012)
• Asset management contracts and equilibrium prices
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014)
  by Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:119026)
• Market liquidity - theory and empirical evidence
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-paper, ehl:lserod:119044)
• Liquidity and asset returns under asymmetric information and imperfect competition
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-paper, ehl:lserod:119045)
• Preferred-habitat investors and the US term structure of real rates
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
  by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele
  (ReDIF-paper, ehl:lserod:119074)
• Limits of arbitrage: the state of the theory
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:119089)
• An institutional theory of momentum and reversal
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
  by Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:24423)
• Bond supply and excess bond returns
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008)
  by Greenwood, Robin & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:24425)
• A search-based theory of the on-the-run phenomenon
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)
  by Vayanos, Dimitri & Weill, Pierre-Olivier
  (ReDIF-paper, ehl:lserod:24474)
• The gambler's and hot-hand fallacies: theory and applications
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)
  by Rabin, Matthew & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:24476)
• Price pressure in the government bond market
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010)
  by Greenwood, Robin & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:28618)
• Liquidity and asset prices: a united framework
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-paper, ehl:lserod:29303)
• A preferred-habitat model of the term structure of interest rates
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009)
  by Vayanos, Dimitri & Vila, Jean-Luc
  (ReDIF-paper, ehl:lserod:29308)
• Fund flows and asset prices: a baseline model
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
  by Vayanos, Dimitri & Woolley, Paul
  (ReDIF-paper, ehl:lserod:29784)
• Bond market clienteles, the yield curve and the optimal maturity structure of government debt
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
  by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:29785)
• Strategic trading in a dynamic noisy market
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001)
  by Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:447)
• Equilibrium and welfare in markets with financially constrained arbitrageurs
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:448)
• Strategic trading and welfare in a dynamic market
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999)
  by Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:449)
• Transaction costs and asset prices : a dynamic equilibrium model
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998)
  by Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:451)
• The decentralization of information processing in the presence of interactions
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)
  by Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:452)
• Equilibrium interest rate and liquidity premium with transaction costs
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999)
  by Vayanos, Dimitri & Vila, Jean-Luc
  (ReDIF-paper, ehl:lserod:453)
• Persuasion bias, social influence, and uni-dimensional opinions
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)
  by DeMarzo, Peter M. & Vayanos, Dimitri & Zwiebel, Jeffrey
  (ReDIF-paper, ehl:lserod:454)
• Search and endogenous concentration of liquidity in asset markets
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004)
  by Vayanos, Dimitri & Wang, Tan
  (ReDIF-paper, ehl:lserod:455)
• Flight to quality, flight to liquidity, and the pricing of risk
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004)
  by Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:456)
• Strong-form efficiency with monopolistic insiders
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005)
  by Chau, Minh & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:458)
• A search-based theory of the on-the-run phenomenon
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005)
  by Vayanos, Dimitri & Weill, Pierre-Olivier
  (ReDIF-paper, ehl:lserod:459)
• Liquidity risk and the dynamics of arbitrage capital
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014)
  by Kondor, Peter & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:55910)
• The dynamics of financially constrained arbitrage
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:62007)
• The sovereign-bank diabolic loop and ESBies
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerberg, Stijn & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:65863)
• The sovereign-bank diabolic loop and ESBies
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:66429)
• The analytics of the Greek crisis: celebratory centenary issue
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:67368)
• ESBies: safety in the tranches
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:74320)
• The analytics of the Greek crisis
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:82433)
• The dynamics of financially constrained arbitrage
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018)
  by Gromb, Denis & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:84081)
• ESBies: safety in the tranches
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:86221)
• The sovereign-bank diabolic loop and ESBies
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:86230)
• Financial markets where traders neglect the informational content of prices
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
  by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:87477)
• Liquidity risk and the dynamics of arbitrage capital
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
  by Kondor, Peter & Vayanos, Dimitri
  (ReDIF-paper, ehl:lserod:87520)
• The Sovereign-Bank Diabolic Loop and ESBies
  EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016)
  by Marcus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, eie:wpaper:1603)
• ESBies - Safety in the tranches
  EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016)
  by Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, eie:wpaper:1614)
• A Search-Based Theory of the On-the-Run Phenomenon
  FMG Discussion Papers, Financial Markets Group (2007)
  by Pierre-Olivier Weill & Dimitri Vayanos
  (ReDIF-paper, fmg:fmgdps:dp577)
• The Gambler's and Hot-Hand Fallacies:Theory and Applications
  FMG Discussion Papers, Financial Markets Group (2007)
  by Matthew Rabin & Dimitri Vayanos
  (ReDIF-paper, fmg:fmgdps:dp578)
• Bond Supply and Excess Bond Returns
  FMG Discussion Papers, Financial Markets Group (2008)
  by Dimitri Vayanos & Robin Greenwood
  (ReDIF-paper, fmg:fmgdps:dp607)
• An Institutional Theory of Momentum and Reversal
  FMG Discussion Papers, Financial Markets Group (2008)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-paper, fmg:fmgdps:dp621)
• Liquidity and Asset Prices: A Unified Framework
  FMG Discussion Papers, Financial Markets Group (2009)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-paper, fmg:fmgdps:dp639)
• A Preferred-Habitat Model of the Term Structure of Interest Rates
  FMG Discussion Papers, Financial Markets Group (2009)
  by Jean-Luc Vila & Dimitri Vayanos
  (ReDIF-paper, fmg:fmgdps:dp641)
• Limits of Arbitrage: The State of the Theory
  FMG Discussion Papers, Financial Markets Group (2010)
  by Dimitri Vayanos & Denis Gromb
  (ReDIF-paper, fmg:fmgdps:dp650)
• An institutional Theory of Momentum and Reversal
  FMG Discussion Papers, Financial Markets Group (2011)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-paper, fmg:fmgdps:dp666)
• Fund Flows and Asset Prices: A Baseline Model
  FMG Discussion Papers, Financial Markets Group (2011)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-paper, fmg:fmgdps:dp667)
• Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt
  FMG Discussion Papers, Financial Markets Group (2011)
  by Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos
  (ReDIF-paper, fmg:fmgdps:dp669)
• Preferred-Habitat Investors and the US Term Structure of Real Rates
  FMG Discussion Papers, Financial Markets Group (2011)
  by Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna
  (ReDIF-paper, fmg:fmgdps:dp674)
• Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition
  FMG Discussion Papers, Financial Markets Group (2012)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-paper, fmg:fmgdps:dp708)
• Market Liquidity - Theory and Empirical Evidence
  FMG Discussion Papers, Financial Markets Group (2012)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-paper, fmg:fmgdps:dp709)
• Liquidity Risk and the Dynamics of Arbitrage Capital
  FMG Discussion Papers, Financial Markets Group (2014)
  by Péter Kondor & Dimitri Vayanos
  (ReDIF-paper, fmg:fmgdps:dp730)
• Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
  Post-Print, HAL (2013)
  by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
  (ReDIF-paper, hal:journl:hal-03399472)
• The Sovereign-Bank Diabolic Loop and Esbies
  Working Papers, HAL (2016)
  by Markus Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, hal:wpaper:hal-01993425)
• The Analytics of the Greek Crisis
  GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2016)
  by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
  (ReDIF-paper, hel:greese:100)
• The Greek Economic Crisis and the Banks
  GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2023)
  by Gikas Hardouvelis & Dimitri Vayanos
  (ReDIF-paper, hel:greese:180)
• Asset Management as Creator of Market Inefficiency
  Atlantic Economic Journal, Springer;International Atlantic Economic Society (2023)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-article, kap:atlecj:v:51:y:2023:i:1:d:10.1007_s11293-023-09769-6)
• The Analytics of the Greek Crisis
  NBER Chapters, National Bureau of Economic Research, Inc (2016)
  by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
  (ReDIF-chapter, nbr:nberch:13780)
• Flight to Quality, Flight to Liquidity, and the Pricing of Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:10327)
• A Search-Based Theory of the On-the-Run Phenomenon
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Dimitri Vayanos & Pierre-Olivier Weill
  (ReDIF-paper, nbr:nberwo:12670)
• Bond Supply and Excess Bond Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Robin Greenwood & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:13806)
• An Institutional Theory of Momentum and Reversal
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-paper, nbr:nberwo:14523)
• Liquidity and Asset Prices: A Unified Framework
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-paper, nbr:nberwo:15215)
• A Preferred-Habitat Model of the Term Structure of Interest Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Dimitri Vayanos & Jean-Luc Vila
  (ReDIF-paper, nbr:nberwo:15487)
• Limits of Arbitrage: The State of the Theory
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Denis Gromb & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:15821)
• Market Liquidity -- Theory and Empirical Evidence
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-paper, nbr:nberwo:18251)
• Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:18922)
• Liquidity Risk and the Dynamics of Arbitrage Capital
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Péter Kondor & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:19931)
• Asset Management Contracts and Equilibrium Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Andrea M. Buffa & Dimitri Vayanos & Paul Woolley
  (ReDIF-paper, nbr:nberwo:20480)
• The Dynamics of Financially Constrained Arbitrage
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Denis Gromb & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:20968)
• Financial Markets where Traders Neglect the Informational Content of Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Erik Eyster & Matthew Rabin & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:21224)
• Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Robin Greenwood & Samuel Hanson & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:21750)
• The Sovereign-Bank Diabolic Loop and ESBies
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:21993)
• The Analytics of the Greek Crisis
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:22370)
• Passive Investing and the Rise of Mega-Firms
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Hao Jiang & Dimitri Vayanos & Lu Zheng
  (ReDIF-paper, nbr:nberwo:28253)
• The Distribution of Investor Beliefs, Stock Ownership and Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:28697)
• A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:29875)
• Supply and Demand and the Term Structure of Interest Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Robin Greenwood & Samuel Hanson & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:31879)
• The Impact of Green Investors on Stock Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
  (ReDIF-paper, nbr:nberwo:32317)
• Theories of Liquidity
  Foundations and Trends(R) in Finance, now publishers (2012)
  by Vayanos, Dimitri & Wang, Jiang
  (ReDIF-article, now:fntfin:0500000014)
• ESBies: safety in the tranches
  Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH (2017)
  by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-article, oup:ecpoli:v:32:y:2017:i:90:p:175-219.)
• Persuasion Bias, Social Influence, and Unidimensional Opinions
  The Quarterly Journal of Economics, President and Fellows of Harvard College (2003)
  by Peter M. DeMarzo & Dimitri Vayanos & Jeffrey Zwiebel
  (ReDIF-article, oup:qjecon:v:118:y:2003:i:3:p:909-968.)
• Strategic Trading and Welfare in a Dynamic Market
  The Review of Economic Studies, Review of Economic Studies Ltd (1999)
  by Dimitri Vayanos
  (ReDIF-article, oup:restud:v:66:y:1999:i:2:p:219-254.)
• The Decentralization of Information Processing in the Presence of Interactions
  The Review of Economic Studies, Review of Economic Studies Ltd (2003)
  by Dimitri Vayanos
  (ReDIF-article, oup:restud:v:70:y:2003:i:3:p:667-695)
• The Gambler's and Hot-Hand Fallacies: Theory and Applications
  The Review of Economic Studies, Review of Economic Studies Ltd (2010)
  by Matthew Rabin & Dimitri Vayanos
  (ReDIF-article, oup:restud:v:77:y:2010:i:2:p:730-778)
• Transaction Costs and Asset Prices: A Dynamic Equilibrium Model
  The Review of Financial Studies, Society for Financial Studies (1998)
  by Vayanos, Dimitri
  (ReDIF-article, oup:rfinst:v:11:y:1998:i:1:p:1-58)
• Strong-Form Efficiency with Monopolistic Insiders
  The Review of Financial Studies, Society for Financial Studies (2008)
  by Minh Chau & Dimitri Vayanos
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:5:p:2275-2306)
• Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition
  The Review of Financial Studies, Society for Financial Studies (2012)
  by Dimitri Vayanos & Jiang Wang
  (ReDIF-article, oup:rfinst:v:25:y:2012:i:5:p:1339-1365)
• An Institutional Theory of Momentum and Reversal
  The Review of Financial Studies, Society for Financial Studies (2013)
  by Dimitri Vayanos & Paul Woolley
  (ReDIF-article, oup:rfinst:v:26:y:2013:i:5:p:1087-1145)
• Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
  The Review of Financial Studies, Society for Financial Studies (2013)
  by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
  (ReDIF-article, oup:rfinst:v:26:y:2013:i:8:p:1914-1961)
• Bond Supply and Excess Bond Returns
  The Review of Financial Studies, Society for Financial Studies (2014)
  by Robin Greenwood & Dimitri Vayanos
  (ReDIF-article, oup:rfinst:v:27:y:2014:i:3:p:663-713.)
• A Search-Based Theory of the On-the-Run Phenomenon
  2005 Meeting Papers, Society for Economic Dynamics (2005)
  by Pierre-Olivier Weill & Dimitri Vayanos
  (ReDIF-paper, red:sed005:701)
• Financially constrained arbitrage and cross-market contagion
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Dimitri Vayanos & Denis Gromb
  (ReDIF-paper, red:sed012:112)
• Liquidity Risk and the Dynamics of Arbitrage Capital
  2014 Meeting Papers, Society for Economic Dynamics (2014)
  by Dimitri Vayanos & Peter Kondor
  (ReDIF-paper, red:sed014:912)
• The Sovereign-Bank Diabolic Loop and ESBies
  CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016)
  by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
  (ReDIF-paper, sef:csefwp:427)
• ESBies: Safety in the Tranches
  CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2016)
  by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk
  (ReDIF-paper, sef:csefwp:453)
• Equilibrium interest rate and liquidity premium with transaction costs
  Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET) (1999)
  by Jean-Luc Vila & Dimitri Vayanos
  (ReDIF-article, spr:joecth:v:13:y:1999:i:3:p:509-539)
• ESBies: Safety in the tranches
  ESRB Working Paper Series, European Systemic Risk Board (2016)
  by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
  (ReDIF-paper, srk:srkwps:201621)
• A Model of Financial Market Liquidity Based on Intermediary Capital
  Journal of the European Economic Association, MIT Press (2010)
  by Denis Gromb & Dimitri Vayanos
  (ReDIF-article, tpr:jeurec:v:8:y:2010:i:2-3:p:456-466)
• Asset Management Contracts and Equilibrium Prices
  Journal of Political Economy, University of Chicago Press (2022)
  by Andrea M. Buffa & Dimitri Vayanos & Paul Woolley
  (ReDIF-article, ucp:jpolec:doi:10.1086/720515)
• The Analytics of the Greek Crisis
  NBER Macroeconomics Annual, University of Chicago Press (2017)
  by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
  (ReDIF-article, ucp:macann:doi:10.1086/690239)
• Decentralization and the management of competition
  Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1993)
  by Dimitri Vayanos & Diego Rodríguez
  (ReDIF-paper, upf:upfgen:47)
• A Preferred‐Habitat Model of the Term Structure of Interest Rates
  Econometrica, Econometric Society (2021)
  by Dimitri Vayanos & Jean‐Luc Vila
  (ReDIF-article, wly:emetrp:v:89:y:2021:i:1:p:77-112)
• Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates
  Econometrica, Econometric Society (2023)
  by Dimitri Vayanos & Jean‐Luc Vila
  (ReDIF-article, wly:emetrp:v:91:y:2023:i:3:p:31-32)
• ESBies: Safety in the tranches
  CFS Working Paper Series, Center for Financial Studies (CFS) (2016)
  by Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri
  (ReDIF-paper, zbw:cfswop:537)