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Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter; Vayanos, Dimitri - 2014
Persistent link: https://www.econbiz.de/10010258231
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Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter; Vayanos, Dimitri - 2014
Persistent link: https://www.econbiz.de/10010345651
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Strategic trading and welfare in a dynamic market
Vayanos, Dimitri - In: The review of economic studies 66 (1999) 2, pp. 219-254
Persistent link: https://www.econbiz.de/10001395321
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Transaction costs and asset prices : a dynamic equilibrium model
Vayanos, Dimitri - In: The review of financial studies 11 (1998) 1, pp. 1-58
Persistent link: https://www.econbiz.de/10001239347
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Strategic trading in a dynamic noisy market
Vayanos, Dimitri - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 131-171
Persistent link: https://www.econbiz.de/10001575062
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The decentralization of information processing in the presence of interactions
Vayanos, Dimitri - In: The review of economic studies 70 (2003) 3, pp. 667-695
Persistent link: https://www.econbiz.de/10001771549
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Flight to quality, flight to liquidity, and the pricing of risk
Vayanos, Dimitri - 2004
Persistent link: https://www.econbiz.de/10001966534
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A dynamic model of an imperfectly competitive bid-ask market
Vayanos, Dimitri - 1993
Persistent link: https://www.econbiz.de/10013444301
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Equilibrium interest rate and liquidity premium with transaction costs
Vayanos, Dimitri; Vila, Jean-Luc - In: Economic theory : official journal of the Society for … 13 (1999) 3, pp. 509-639
Persistent link: https://www.econbiz.de/10001389304
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Equilibrium and welfare in markets with financially constrained arbitrageurs
Gromb, Denis (contributor); Vayanos, Dimitri (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700236