2026 Dimitri Vayanos: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	46	1635	1463	183	168	122	13171

Overview

Dimitri Vayanos is affiliated with the London School of Economics and Political Science in the United Kingdom. Their research primarily focuses on Economics, Econometrics, and Finance, with significant contributions in Finance, Economics and Econometrics, and Accounting as subfields. Their work covers multiple topics, including Financial Markets and Investment Strategies, Corporate Finance and Governance, Housing Market and Economics, Banking Stability, Regulation and Efficiency, Monetary Policy and Economic Impact, Economic Theories and Models, and Market Dynamics and Volatility.

Vayanos has published in several venues, with frequent appearances in:

SSRN Electronic Journal
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
Journal of Political Economy
Annual Review of Financial Economics
Econometrica

Notable recent papers authored or coauthored by Vayanos include:

"Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112))," 2023, London School of Economics and Political Science Research Online
"Asset Management Contracts and Equilibrium Prices," 2022, Journal of Political Economy
"A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," 2022, SSRN Electronic Journal
"Long-Horizon Investing in a Non-CAPM World," 2022, SSRN Electronic Journal
"Passive Investing and the Rise of Mega-Firms," 2024, SSRN Electronic Journal

Frequent coauthors working with Vayanos include:

Hao Jiang
Paul Woolley
Gikas A. Hardouvelis
Γεώργιος Καράλας
Jean-Luc Vila

Best Publications

Equilibrium and welfare in markets with financially constrained arbitrageurs

Denis Gromb;Denis Gromb;Dimitri Vayanos;Dimitri Vayanos

1374
Citations
Persuasion Bias, Social Influence, and Unidimensional Opinions

Peter M. DeMarzo;Dimitri Vayanos;Jeffrey Zwiebel

1216
Citations
Flight to quality, flight to liquidity, and the pricing of risk

Dimitri Vayanos

972
Citations
Bond Supply and Excess Bond Returns

Robin Marc Greenwood;Dimitri Vayanos

831
Citations
Quantitative Easing and Unconventional Monetary Policy – an Introduction

Michael Joyce;David Miles;Andrew Scott;Dimitri Vayanos

712
Citations
Limits of Arbitrage

Denis Gromb;Dimitri Vayanos;Dimitri Vayanos;Dimitri Vayanos

676
Citations
A Preferred-Habitat Model of the Term Structure of Interest Rates

Dimitri Vayanos;Jean-Luc Vila

672
Citations
Leverage, Moral Hazard, and Liquidity

Viral V. Acharya;S. Viswanathan

630
Citations
Transaction costs and asset prices : a dynamic equilibrium model

Dimitri Vayanos

597
Citations
An Institutional Theory of Momentum and Reversal

Dimitri Vayanos;Paul Woolley

592
Citations
A Search-Based Theory of the On-the-Run Phenomenon

Dimitri Vayanos;Pierre-Olivier Weill

445
Citations
The Sovereign-Bank Diabolic Loop and Esbies

Markus K. Brunnermeier;Luis Garicano;Philip R. Lane;Marco Pagano

439
Citations
A preferred-habitat model of the term structure of interest rates

Dimitri Vayanos;Jean-Luc Vila

425
Citations
The Sovereign-Bank Diabolic Loop and ESBies

Markus K. Brunnermeier;Luis Garicano;Philip R. Lane;Marco Pagano

404
Citations
The Gambler's and Hot-Hand Fallacies: Theory and Applications

Matthew Rabin;Dimitri Vayanos

399
Citations
Search and endogenous concentration of liquidity in asset markets

Dimitri Vayanos;Tan Wang

338
Citations
A Preferred‐Habitat Model of the Term Structure of Interest Rates

Unknown

334
Citations
Price pressure in the government bond market

Robin Greenwood;Dimitri Vayanos

325
Citations
A Preferred-Habitat Model of the Term Structure of Interest Rates

Dimitri Vayanos;Dimitri Vayanos;Dimitri Vayanos;Jean-Luc Vila

316
Citations
Limits of Arbitrage: The State of the Theory

Denis Gromb;Dimitri Vayanos

279
Citations
Strategic Trading and Welfare in a Dynamic Market

Dimitri Vayanos

273
Citations
Flight to Quality, Flight to Liquidity, and the Pricing of Risk

Dimitri Vayanos;Dimitri Vayanos;Dimitri Vayanos

247
Citations
Equilibrium interest rate and liquidity premium with transaction costs

Dimitri Vayanos;Jean-Luc Vila

244
Citations
Market Liquidity -- Theory and Empirical Evidence

Dimitri Vayanos;Jiang Wang

242
Citations
Bond Supply and Excess Bond Returns

Robin Greenwood;Dimitri Vayanos

181
Citations
QUANTITATIVE E ASING A ND UNCONVENTIONAL MONETARY P OLICY - AN INTRODUCTION*

Michael Joyce;David Miles;Andrew Scott;Dimitri Vayanos

0
Citations

Frequent Co-Authors

Jiang Wang MIT

Robin Greenwood Harvard University

Ricardo Reis London School of Economics and Political Science

Markus K. Brunnermeier Princeton University

Stijn Van Nieuwerburgh Columbia University

Matthew Rabin Harvard University

Philip R. Lane European Central Bank

Peter M. DeMarzo Stanford University

Marco Pagano University of Naples Federico II

Thomas Philippon New York University

External Links

Wikipedia of Dimitri Vayanos Personal website of Dimitri Vayanos Google Scholar page

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