Equilibrium and welfare in markets with financially constrained arbitrageurs D Gromb, D Vayanos Journal of financial Economics 66 (2-3), 361-407, 2002 | 1406 | 2002 |
Persuasion bias, social influence, and unidimensional opinions PM DeMarzo, D Vayanos, J Zwiebel The Quarterly Journal of Economics 118 (3), 909, 2003 | 1256 | 2003 |
A preferred‐habitat model of the term structure of interest rates D Vayanos, JL Vila Econometrica 89 (1), 77-112, 2021 | 1212 | 2021 |
Flight to quality, flight to liquidity, and the pricing of risk D Vayanos National bureau of economic research, 2004 | 860 | 2004 |
Bond supply and excess bond returns R Greenwood, D Vayanos The Review of Financial Studies 27 (3), 663-713, 2014 | 805 | 2014 |
Quantitative easing and unconventional monetary policy–an introduction M Joyce, D Miles, A Scott, D Vayanos The Economic Journal 122 (564), F271-F288, 2012 | 760 | 2012 |
Limits of arbitrage D Gromb, D Vayanos Annu. Rev. Financ. Econ. 2 (1), 251-275, 2010 | 717 | 2010 |
Transaction costs and asset prices: A dynamic equilibrium model D Vayanos The Review of Financial Studies 11 (1), 1-58, 1998 | 596 | 1998 |
An institutional theory of momentum and reversal D Vayanos, P Woolley The Review of Financial Studies 26 (5), 1087-1145, 2013 | 587 | 2013 |
A search‐based theory of the on‐the‐run phenomenon D Vayanos, PO Weill The Journal of Finance 63 (3), 1361-1398, 2008 | 454 | 2008 |
The gambler's and hot-hand fallacies: Theory and applications M Rabin, D Vayanos The Review of Economic Studies 77 (2), 730-778, 2010 | 424 | 2010 |
The sovereign-bank diabolic loop and ESBies MK Brunnermeier, L Garicano, PR Lane, M Pagano, R Reis, T Santos, ... American Economic Review 106 (5), 508-512, 2016 | 378 | 2016 |
Price pressure in the government bond market R Greenwood, D Vayanos American economic review 100 (2), 585-590, 2010 | 352 | 2010 |
Search and endogenous concentration of liquidity in asset markets D Vayanos, T Wang Journal of Economic Theory 136 (1), 66-104, 2007 | 317 | 2007 |
Strategic trading and welfare in a dynamic market D Vayanos The Review of Economic Studies 66 (2), 219-254, 1999 | 270 | 1999 |
European safe bonds (ESBies) MK Brunnermeier, L Garicano, PR Lane, M Pagano, R Reis, T Santos, ... Euro-nomics. com 26, 2011 | 261 | 2011 |
ESBies: Safety in the tranches MK Brunnermeier, S Langfield, M Pagano, R Reis, S Van Nieuwerburgh, ... Economic Policy 32 (90), 175-219, 2017 | 243 | 2017 |
Equilibrium interest rate and liquidity premium with transaction costs D Vayanos, JL Vila Economic theory 13, 509-539, 1999 | 241 | 1999 |
Liquidity and asset returns under asymmetric information and imperfect competition D Vayanos, J Wang The Review of Financial Studies 25 (5), 1339-1365, 2012 | 237* | 2012 |
Strategic trading in a dynamic noisy market D Vayanos The Journal of Finance 56 (1), 131-171, 2001 | 198 | 2001 |