Dimitri Vayanos

16 published titles

The gambler's and hot-hand fallacies : theory and applications

(Contributor)

2 editions

Bond supply and excess bond returns

(Contributor)

2 editions

An institutional theory of momentum and reversal

3 editions

Liquidity and asset prices : a unified framework

1 edition

A preferred-habitat model of the term structure of interest rates

1 edition

Limits of arbitrage : the state of the theory

(Contributor)

2 editions

Fund flows and asset prices : a baseline model

2 editions

Bond market clienteles, the yield curve and the optimal maturity structure of government debt

(Contributor)

1 edition

Preferred-habitat investors and the US term structure of real rates

(Contributor)

1 edition

Market liquidity : theory and empirical evidence

1 edition

Liquidity and asset returns under asymmetric information and imperfect competition

1 edition

Liquidity risk and the dynamics of arbitrage capital

(Contributor)

2 editions

Asset management contracts and equilibrium prices

(Contributor)

2 editions

The dynamics of financially constrained arbitrage

(Contributor)

1 edition

Bond market clienteles, the yield curve, and the optimal maturity structure of government debt

(Contributor)

1 edition

Financial markets where traders neglect the informational content of prices

(Contributor)

1 edition