Dimitri Vayanos

26 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0944-4914

Centre for Economic Policy Research, 75007 Paris, France; and National Bureau of Economic Research, Cambridge, Massachusetts 02138; and Department of Finance, London School of Economics, London WC2A 2AE, United Kingdom

Publications

• The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns — Management Science 2026
• Passive Investing and the Rise of Mega-Firms — The Review of Financial Studies 2025
• A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers — American Economic Review 2025
• Corrigendum: A Preferred-Habitat Model of the Term Structure of Interest Rates — Econometrica 2023
• Asset Management Contracts and Equilibrium Prices — Journal of Political Economy 2022
• A Preferred-Habitat Model of the Term Structure of Interest Rates — Econometrica 2021
• Liquidity Risk and the Dynamics of Arbitrage Capital — The Journal of Finance 2019
• Financial Markets Where Traders Neglect the Informational Content of Prices — The Journal of Finance 2019
• The Dynamics of Financially Constrained Arbitrage — The Journal of Finance 2018
• Preface — Organization Studies 2017
• The Sovereign-Bank Diabolic Loop and ESBies — American Economic Review 2016
• Bond Supply and Excess Bond Returns — The Review of Financial Studies 2014
• An Institutional Theory of Momentum and Reversal — The Review of Financial Studies 2013
• Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt — The Review of Financial Studies 2013
• Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition — The Review of Financial Studies 2012
• Price Pressure in the Government Bond Market — American Economic Review 2010
• The Gambler's and Hot-Hand Fallacies: Theory and Applications — The Review of Economic Studies 2010
• Strong-Form Efficiency with Monopolistic Insiders — The Review of Financial Studies 2008
• A Search-Based Theory of the On-the-Run Phenomenon — The Journal of Finance 2008
• The Decentralization of Information Processing in the Presence of Interactions — The Review of Economic Studies 2003
• Corrigendum to “Equilibrium and welfare in markets with financially constrained arbitrageurs” [J. Financial Economics 66 (2002) 361] — Journal of Financial Economics 2003
• Persuasion Bias, Social Influence, and Unidimensional Opinions — The Quarterly Journal of Economics 2003
• Equilibrium and welfare in markets with financially constrained arbitrageurs — Journal of Financial Economics 2002
• Strategic Trading in a Dynamic Noisy Market — The Journal of Finance 2001
• Strategic Trading and Welfare in a Dynamic Market — The Review of Economic Studies 1999
• Transaction Costs and Asset Prices: A Dynamic Equilibrium model — The Review of Financial Studies 1998