
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
The short-termism of corporate managers has been a recurring concern of policymakers for decades due to the close tie with mispricing in capital...
We show theoretically and empirically that flows into index funds raise the prices of large stocks in the index disproportionately more than the...
Journal of Finance, 74 (1), 371-399.
Exploitative momentum investing would shrivel in the absence of benchmarkers.