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Dimitri Vayanos

Global rank #736 99%

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

RePEc ID: pva498 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 3.35 0.00 0.00 0.00 13.41
Last 10 Years 3.57 2.68 0.34 0.00 20.00
All Time 10.28 16.09 1.34 0.00 74.63

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 27.82

Publications (27)

Year Article Journal Tier Authors
2025 A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers American Economic Review S 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