Dimitri Vayanos

Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs

Year: 2001
Journal: Journal of Financial Economics
Authors: Denis Gromb; Dimitri Vayanos

Flight to Quality, Flight to Liquidity, and the Pricing of Risk

Year: 2004
Journal: No Journal Matched
Authors: Dimitri Vayanos

A Search-Based Theory of the On-the-Run Phenomenon

Year: 2006
Journal: Journal of Finance
Authors: Dimitri Vayanos; Pierre-Olivier Weill

A Search-Based Theory of the On-the-Run Phenomenon

Year: 2006
Journal: Journal of Finance
Authors: Dimitri Vayanos; Pierre-Olivier Weill

The Gamblers and Hot Hand Fallacies: Theory and Applications

Year: 2007
Journal: Review of Economic Studies
Authors: Matthew Rabin; Dimitri Vayanos

Bond Supply and Excess Bond Returns

Year: 2008
Journal: Review of Financial Studies
Authors: Robin Greenwood; Dimitri Vayanos

Bond Supply and Excess Bond Returns

Year: 2008
Journal: Review of Financial Studies
Authors: Robin Greenwood; Dimitri Vayanos

An Institutional Theory of Momentum and Reversal

Year: 2008
Journal: Review of Financial Studies
Authors: Dimitri Vayanos; Paul Woolley

An Institutional Theory of Momentum and Reversal

Year: 2008
Journal: Review of Financial Studies
Authors: Dimitri Vayanos; Paul Woolley

Liquidity and Asset Prices: A Unified Framework

Year: 2009
Journal: Review of Financial Studies
Authors: Dimitri Vayanos; Jiang Wang

A Preferred Habitat Model of the Term Structure of Interest Rates

Year: 2009
Journal: No Journal Matched
Authors: Dimitri Vayanos; Jean-Luc Vila

A Preferred Habitat Model of the Term Structure of Interest Rates

Year: 2009
Journal: Econometrica
Authors: Dimitri Vayanos; Jean-Luc Vila

Liquidity and Asset Prices: A Unified Framework

Year: 2009
Journal: No Journal Matched
Authors: Dimitri Vayanos; Jiang Wang

Limits of Arbitrage: The State of the Theory

Year: 2010
Journal: Annual Review of Financial Economics
Authors: Denis Gromb; Dimitri Vayanos

Limits of Arbitrage: The State of the Theory

Year: 2010
Journal: No Journal Matched
Authors: Denis Gromb; Dimitri Vayanos

Market Liquidity: Theory and Empirical Evidence

Year: 2012
Journal: Empirica
Authors: Dimitri Vayanos; Jiang Wang

Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt

Year: 2013
Journal: Review of Financial Studies
Authors: Stéphane Guibaud; Yves Nosbusch; Dimitri Vayanos

Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt

Year: 2013
Journal: No Journal Matched
Authors: Stéphane Guibaud; Yves Nosbusch; Dimitri Vayanos

Liquidity Risk and the Dynamics of Arbitrage Capital

Year: 2014
Journal: Journal of Finance
Authors: Péter Kondor; Dimitri Vayanos

Asset Management Contracts and Equilibrium Prices

Year: 2014
Journal: Journal of Political Economy
Authors: Andrea M. Buffa; Dimitri Vayanos; Paul Woolley

Liquidity Risk and the Dynamics of Arbitrage Capital

Year: 2014
Journal: No Journal Matched
Authors: Peter Kondor; Dimitri Vayanos

Asset Management Contracts and Equilibrium Prices

Year: 2014
Journal: No Journal Matched
Authors: Andrea M. Buffa; Dimitri Vayanos; Paul Woolley

Financial Markets Where Traders Neglect the Informational Content of Prices

Year: 2015
Journal: Journal of Finance
Authors: Erik Eyster; Matthew Rabin; Dimitri Vayanos

Forward Guidance in the Yield Curve: Short Rates versus Bond Supply

Year: 2015
Journal: No Journal Matched
Authors: Robin Greenwood; Samuel Hanson; Dimitri Vayanos

The Dynamics of Financially Constrained Arbitrage

Year: 2015
Journal: Journal of Finance
Authors: Denis Gromb; Dimitri Vayanos

The Dynamics of Financially Constrained Arbitrage

Year: 2015
Journal: No Journal Matched
Authors: Denis Gromb; Dimitri Vayanos

Financial Markets Where Traders Neglect the Informational Content of Prices

Year: 2015
Journal: Journal of Finance
Authors: Erik Eyster; Matthew Rabin; Dimitri Vayanos

The Sovereign-Bank Diabolic Loop and ESBies

Year: 2016
Journal: American Economic Review
Authors: Markus K. Brunnermeier; Luis Garicano; Philip Lane; Marco Pagano; Ricardo Reis; Tano Santos; David Thesmar; Stijn van Nieuwerburgh; Dimitri Vayanos

The Analytics of the Greek Crisis

Year: 2016
Journal: No Journal Matched
Authors: Pierre-Olivier Gourinchas; Thomas Philippon; Dimitri Vayanos

Passive Investing and the Rise of Megafirms

Year: 2020
Journal: No Journal Matched
Authors: Hao Jiang; Dimitri Vayanos; Lu Zheng

Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing

Year: 2020
Journal: No Journal Matched
Authors: Hao Jiang; Dimitri Vayanos; Lu Zheng

The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns

Year: 2021
Journal: No Journal Matched
Authors: Gikas Hardouvelis; Georgios Karalas; Dimitri Vayanos

The Distribution of Investor Beliefs, Stock Ownership and Stock Returns

Year: 2021
Journal: No Journal Matched
Authors: Gikas Hardouvelis; Georgios Karalas; Dimitri Vayanos

A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers

Year: 2022
Journal: No Journal Matched
Authors: Pierre-Olivier Gourinchas; Walker Ray; Dimitri Vayanos

A Preferred Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers

Year: 2022
Journal: No Journal Matched
Authors: Pierre-Olivier Gourinchas; Walker D. Ray; Dimitri Vayanos

Supply and Demand and the Term Structure of Interest Rates

Year: 2023
Journal: Annual Review of Financial Economics
Authors: Robin Greenwood; Samuel Hanson; Dimitri Vayanos