Vayanos, Dimitri
Professor Dimitri Vayanos
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Experience keywords:
market dysfunctionality; financial markets; liquidity and frictions; limits of arbitrage
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Dimitri Vayanos is Professor of Finance at the London School of Economics. He received his undergraduate degree from Ecole Polytechique in Paris and his PhD from MIT in 1993. Prior to joining the LSE, he was faculty member at Stanford and MIT.
Vayanos has published in a number of leading finance and economics journals on topics such as: liquidity and asset pricing, delegated portfolio management, information in markets and organizations, market microstructure, and behavioral economics. He is the Director of LSE’s Paul Woolley Centre for the Study of Capital Market Dysfunctionality, the Director of the CEPR Financial Economics program, a Research Associate at NBER, and current or past Associate Editor in a number of journals including the Review of Financial Studies and the Review of Economic Studies.
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Languages: Greek [Spoken: Fluent, Written: Fluent]; French [Spoken: Fluent, Written: Fluent]
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Media experience:
Has written for mainstream press; Radio
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The following references are sourced from LSE Research Online|. References that are linked lead to the full text.
Vayanos, Dimitri (2012) Theories of liquidity. Foundations and trends in finance, 6 (4). pp. 221-317. ISSN 1567-2395 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 Gromb, Denis and Vayanos, Dimitri (2010) Limits of arbitrage. Annual review of financial economics, 2 pp. 251-275. ISSN 1941-1367 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 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 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 (2009) Financially constrained arbitrage and cross-market contagion. Department of Finance, London School of Economics and Political Science, London, UK 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 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 Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of economic theory, 136 (1). pp. 66-104. ISSN 1095-7235
LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.
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