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1.
An Institutional Theory of Momentum and Reversal by
Material type: Text Text
Publication details: Cambridge NBER 2008
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2.
Liquidity and asset prices: A unified framework by
Material type: Text Text
Publication details: Cambridge NBER 2009
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3.
Limits of arbitrage: The state of the theory by
Material type: Text Text
Publication details: Cambridge NBER 2010
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4.
A preferred-habitat model of the term structure of interest by
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Publication details: Cambridge NBER 2009
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5.
Market liquidity ? : Theory and empirical evidence / Dimitri Vayanos and Jiang Wang by Series: NBER Working Paper ; 18251
Material type: Text Text
Publication details: Cambridge NBER 2012
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Liquidity risk and the dynamics of arbitrage capital / Peter Kondor and Dimitri Vayanos by Series: NBER Working Paper ; 19931
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Publication details: Cambridge NBER 2014
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The Dynamics of financially constrained arbitrage / Denis Gromb and Dimitri Vayanos by Series: NBER Working Paper ; 20968
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Publication details: Cambridge NBER 2015
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Flight to quality, flight to liquidity, and the pricing of risk by Series: NBER working papers
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Publication details: Cambridge, MA NBER 2004
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