Vayanos, Dimitri

Brunnermeier, Markus K. and Garicano, Luis and Lane, Philip R. and Pagano, Marco and Reis, Ricardo and Santos, Tano and Thesmar, David and Nieuwerburgh, Stijn Van and Vayanos, Dimitri (2016) The sovereign-bank diabolic loop and ESBies CEP Discussion Paper, No 1414. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

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

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

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.

Guibaud, Stéphane and 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). 1914-1961. ISSN 0893-9454

Vayanos, Dimitri and Wang, Jiang (2013) Market liquidity: theory and empirical evidence In: Constantinides, George M. and 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

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

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). 456-466. ISSN 1542-4774

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 and 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.

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

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

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 Weill, Pierre-Olivier (2008) A search-based theory of the on-the-run phenomenon Journal of Finance, 63 (3). 1361-1398. ISSN 0022-1082

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 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.

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.

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 (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.

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

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