Dimitri Vayanos

Journal of Political Economy, 2022 (forthcoming)

Econometrica, 89 (1), 77-112

We show theoretically and empirically that flows into index funds raise the prices of large stocks in the index disproportionately more than the...

Governments around the world are assisting firms to deal with the adverse effects of Covid-19. Most forms of government assistance provided so far...

Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...

Journal of Finance, 74 (3), 1139-1173.

Journal of Finance, 74 (1), 371-399.

Journal of Finance, 74 (4), 1713-1750.