Dimitri Vayanos

Institution: London School of Economics (LSE)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://personal.lse.ac.uk/vayanos/

First Publication: 1998

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total	Percentile
Last 5 Years	9.42	1.35	0.67	11.44	96%
Last 10 Years	10.32	6.73	1.01	18.05	96%
All Time	37.22	31.62	2.02	70.86	99%

Publication Statistics

Raw Publications 29

Coauthorship-Adjusted Count 27.81

Publications (29)

Year	Article	Journal	Tier	Authors
2026	The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns	Management Science	B	3
2025	A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers	American Economic Review	S	3
2025	Passive Investing and the Rise of Mega-Firms	The Review of Financial Studies	A	3
2023	Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates	Econometrica	S	2
2022	Asset Management Contracts and Equilibrium Prices	Journal of Political Economy	S	3
2021	A Preferred‐Habitat Model of the Term Structure of Interest Rates	Econometrica	S	2
2019	Liquidity Risk and the Dynamics of Arbitrage Capital	Journal of Finance	A	2
2019	Financial Markets Where Traders Neglect the Informational Content of Prices	Journal of Finance	A	3
2018	The Dynamics of Financially Constrained Arbitrage	Journal of Finance	A	2
2017	ESBies: safety in the tranches	Economic Policy	B	6
2016	The Sovereign-Bank Diabolic Loop and ESBies	American Economic Review	S	9
2014	Introduction to financial economics	Journal of Economic Theory	A	3
2014	Bond Supply and Excess Bond Returns	The Review of Financial Studies	A	2
2013	Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt	The Review of Financial Studies	A	3
2013	An Institutional Theory of Momentum and Reversal	The Review of Financial Studies	A	2
2012	Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition	The Review of Financial Studies	A	2
2010	The Gambler's and Hot-Hand Fallacies: Theory and Applications	Review of Economic Studies	S	2
2010	Price Pressure in the Government Bond Market	American Economic Review	S	2
2008	A Search‐Based Theory of the On‐the‐Run Phenomenon	Journal of Finance	A	2
2008	Strong-Form Efficiency with Monopolistic Insiders	The Review of Financial Studies	A	2
2007	Search and endogenous concentration of liquidity in asset markets	Journal of Economic Theory	A	2
2003	Persuasion Bias, Social Influence, and Unidimensional Opinions	Quarterly Journal of Economics	S	3
2003	Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]	Journal of Financial Economics	A	2
2003	The Decentralization of Information Processing in the Presence of Interactions	Review of Economic Studies	S	1
2002	Equilibrium and welfare in markets with financially constrained arbitrageurs	Journal of Financial Economics	A	2
2001	Strategic Trading in a Dynamic Noisy Market	Journal of Finance	A	1
1999	Strategic Trading and Welfare in a Dynamic Market	Review of Economic Studies	S	1
1999	Equilibrium interest rate and liquidity premium with transaction costs	Economic Theory	B	2
1998	Transaction Costs and Asset Prices: A Dynamic Equilibrium Model.	The Review of Financial Studies	A	1