Dimitri Vayanos

Dimitri Vayanos's AcademicInfluence.com Rankings

Dimitri Vayanos

Economics

#2995

World Rank

#3401

Historical Rank

economics Degrees

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Economics

Why Is Dimitri Vayanos Influential?

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According to Wikipedia, Dimitri Vayanos, FBA, is an economist and academic. Since 2004, he has been professor of finance at the London School of Economics. Education Vayanos graduated with a Diplôme d'Ingénieur from the École Polytechnique in Paris in 1988, and then completed his doctoral studies at the Massachusetts Institute of Technology ; his PhD was awarded in 1993 with a thesis entitled "Three essays in microeconomic theory"; his doctoral adviser was Jean Tirole.

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Dimitri Vayanos's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs (2001) (1125)
Persuasion Bias, Social Influence, and Unidimensional Opinions (2003) (713)
Flight to Quality, Flight to Liquidity, and the Pricing of Risk (2004) (615)
Bond Supply and Excess Bond Returns (2008) (566)
Quantitative Easing and Unconventional Monetary Policy – An Introduction (2012) (436)
Transaction Costs and Asset Prices: A Dynamic Equilibrium model (1998) (428)
An Institutional Theory of Momentum and Reversal (2008) (416)
A Search-Based Theory of the On-the-Run Phenomenon (2005) (363)
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions (2001) (310)
The Gambler's and Hot-Hand Fallacies: Theory and Applications (2007) (299)
A Preferred-Habitat Model of the Term Structure of Interest Rates (2009) (276)
Price pressure in the government bond market (2010) (269)
Hedge Fund Stock Trading in the Financial Crisis of 2007-2008 (2010) (248)
Limits of Arbitrage: The State of the Theory (2010) (244)
Search and endogenous concentration of liquidity in asset markets (2007) (232)
The Sovereign-Bank Diabolic Loop and Esbies (2016) (215)
Strategic Trading and Welfare in a Dynamic Market (1999) (199)
Equilibrium interest rate and liquidity premium with transaction costs (1999) (162)
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition (2011) (146)
Market Liquidity -- Theory and Empirical Evidence (2012) (144)
Strategic trading in a dynamic noisy market (2001) (141)
Connected Stocks (2014) (138)
The Analytics of the Greek Crisis (2016) (128)
ESBies: Safety in the Tranches (2016) (122)
Financial Markets Where Traders Neglect the Informational Content of Prices (2015) (108)
A Model of Financial Market Liquidity Based on Intermediary Capital (2010) (80)
Strong-Form Efficiency with Monopolistic Insiders (2005) (72)
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (2013) (67)
The Dynamics of Financially Constrained Arbitrage (2015) (61)
Liquidity Risk and the Dynamics of Arbitrage Capital (2014) (59)
Financially Constrained Arbitrage and Cross-Market Contagion ∗ (2009) (58)
The decentralization of information processing in the presence of interactions (2003) (51)
A new start for the Eurozone (2015) (51)
PERSUASION BIAS , SOCIAL INFLUENCE , AND UNIDIMENSIONAL (2003) (43)
Asset Management Contracts and Equilibrium Prices (2014) (41)
Liquidity and Asset Prices: A Unified Framework (2009) (37)
Forward Guidance in the Yield Curve: Short Rates Versus Bond Supply (2015) (34)
Beyond Austerity: Reforming the Greek Economy (2017) (29)
Theories of Liquidity (2012) (28)
European Safe Bonds ( ESBies ) i The euro ‐ nomics group (2011) (24)
Leverage and Liquidity Dry-ups: A Framework and Policy Implications ∗ (2008) (23)
CEO Compensation, Diversi cation and Incentives (2000) (22)
Preferred - Habitat Investors and the US Term Structure of Real Rates (2011) (21)
Fund flows and asset prices: a baseline model (2010) (19)
Preferred Habitat and the Optimal Maturity Structure of Government Debt (2008) (17)
The Dynamics of Financially Constrained Arbitrage: The Dynamics of Financially Constrained Arbitrage (2018) (17)
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model (2005) (17)
Journal of Economic Theory Symposium on Financial Economics (2011) (14)
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers (2022) (12)
The Greek Economy before and during the Crisis—and Policy Options Going Forward (2017) (9)
The coronavirus crisis is no 2008 (2020) (9)
A Theoretical Analysis of Momentum and Value Strategies (2012) (8)
Decentralization and the management of competition (1993) (7)
Introduction to financial economics (2014) (7)
A Dynamic Model of an Imperfectly Competitive Bid-Ask Market (1993) (5)
Equilibrium Interest Rate and Liquidity Premium Under Proportional Transactions Costs (2015) (4)
Corrigendum to “Equilibrium and welfare in markets with financially constrained arbitrageurs” [J. Financial Economics 66 (2002) 361] (2003) (4)
QUANTITATIVE E ASING A ND UNCONVENTIONAL MONETARY P OLICY - AN INTRODUCTION* (2012) (3)
Financial Development and the Credit Cycle in Greece1 (2017) (3)
Portfolio Insurance , Underdiversification , and Idiosyncratic Risks (2008) (3)
A Model of Persuasion - With Implications for Financial Markets (2000) (3)
Getting Greece Back on Track: How? (2016) (1)
Liquidity Risk and the Dynamics of Arbitrage Capital: Extensions and Robustness (2014) (1)
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns (2021) (1)
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing (2020) (1)
NBER WORKING PAPER SERIES ASSET MANAGEMENT CONTRACTS AND EQUILIBRIUM PRICES (2014) (1)
Long-Horizon Investing in a Non-CAPM World (2022) (1)
Three essays in microeconomic theory (1993) (0)
Working Paper / Document de travail 2014-23 Rollover Risk , Liquidity and Macroprudential Regulation (2014) (0)
Liquidity Risk and the Dynamics of Arbitrage Capital Péter Kondor Central European University and CEPR (2015) (0)
NBER WORKING PAPER SERIES COMPETING ON SPEED (2011) (0)
Theories of Liquidity By Dimitri Vayanos and Jiang Wang Contents (2012) (0)
The analytics of the Greek crisis: celebratory centenary issue (2016) (0)
Passive Investing and the Rise of Mega-Firms (2022) (0)
The Greek crisis: an autopsy (2016) (0)
Individual Decision-Making : A Behavioral Approach " (2009) (0)
ESMT Working Paper (2015) (0)
Reforms or Bankruptcy? (2011) (0)
Title The effect of options on information acquisition and assetpricing (2015) (0)
Asset Management as Creator of Market Inefficiency (2023) (0)
Rollover Risk , Liquidity and Macroprudential Regulation by Toni Ahnert (2014) (0)
Price pressure in the government bond market Article (Accepted version) (Refereed) (2010) (0)

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Other Resources About Dimitri Vayanos

en.wikipedia.org

What Schools Are Affiliated With Dimitri Vayanos?

Dimitri Vayanos is affiliated with the following schools:

Stanford University