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Dimitri Vayanos
Administrative contact: Bethany Bloomer, b.a.bloomer@lse.ac.uk
Research Interests
Liquidity and asset pricing
Information in asset markets
Delegated portfolio management
Behavioural finance
Administrative contact: Bethany Bloomer, b.a.bloomer@lse.ac.uk
Liquidity and asset pricing
Information in asset markets
Delegated portfolio management
Behavioural finance
In January 2020, the Greek government appointed a Commission to propose a growth plan for the Greek economy. The Pissarides Commission produced a...
The Greek government appointed in January 2020 a Commission chaired by Nobel Prize winner Christopher Pissarides to propose a growth plan. The...
Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...
We develop a model of financially constrained arbitrage, and use it to study the dynamics of arbitrage capital, liquidity, and asset prices...