Details about Pierre-Olivier Weill

Access statistics for papers by Pierre-Olivier Weill.

Last updated 2013-03-17. Update your information in the RePEc Author Service.

Short-id: pwe79

Working Papers

2013

1. The Market for OTC Derivatives
   NBER Working Papers, National Bureau of Economic Research, Inc

2012

2. Trading and liquidity with limited cognition
   2012 Meeting Papers, Society for Economic Dynamics
   Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (1)
   2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
   NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
   TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (4)

2011

3. Aggregate Implications of Micro Asset Market Segmentation
   Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009)
   2008 Meeting Papers, Society for Economic Dynamics (2008)
   See also Journal Article in Journal of Monetary Economics (2012)
4. Liquidity and the Threat of Fraudulent Assets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in Working Paper, Federal Reserve Bank of Cleveland (2011) View citations (2)
5. Liquidity in frictional asset markets
   Working Paper, Federal Reserve Bank of Cleveland View citations (2)
   See also Journal Article in Journal of Money, Credit and Banking (2011)

2010

6. Crises and Liquidity in Over-the-counter Markets
   2010 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (13)
   See also Journal Article in Journal of Economic Theory (2011)

2009

7. Liquidity Shocks and Order Book Dynamics
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (3)
   2009 Meeting Papers, Society for Economic Dynamics (2009)
   TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (1)

2008

8. Crashes and Recoveries in Illiquid Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
   Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (5)
   Working Paper, Federal Reserve Bank of Cleveland (2007) View citations (5)
9. Learning from Prices: Public Communication and Welfare
   2008 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (29)
   See also Journal Article in Journal of Political Economy (2010)

2007

10. A Search-Based Theory of the On-the-Run Phenomenon
    FMG Discussion Papers, Financial Markets Group View citations (3)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (18)
    See also Journal Article in Journal of Finance (2008)
11. Asset Prices and the Composition of Consumption
    2007 Meeting Papers, Society for Economic Dynamics

2006

12. Learning by Matching
    2006 Meeting Papers, Society for Economic Dynamics
13. Learning from Private and Public Observation of Other's Actions
    MPRA Paper, University Library of Munich, Germany View citations (35)
14. Why Has House Price Dispersion Gone Up?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)

2004

15. Leaning against the wind
    2004 Meeting Papers, Society for Economic Dynamics View citations (17)
16. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (17)
    See also Journal Article in Journal of Economic Theory (2008)

Journal Articles

2012

1. Aggregate implications of micro asset market segmentation
   Journal of Monetary Economics, 2012, 59, (4), 319-335
   See also Working Paper (2011)
2. Learning from private and public observations of othersʼ actions
   Journal of Economic Theory, 2012, 147, (3), 910-940 View citations (1)
3. ⊇↛Liquidity and the Threat of Fraudulent Assets
   Journal of Political Economy, 2012, 120, (5), 000 - 000

2011

4. Crises and liquidity in over-the-counter markets
   Journal of Economic Theory, 2011, 146, (6), 2169-2205 View citations (4)
   See also Working Paper (2010)
5. LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
   Macroeconomic Dynamics, 2011, 15, (S1), 119-144 View citations (1)
6. Liquidity in Frictional Asset Markets
   Journal of Money, Credit and Banking, 2011, 43, 261-282 View citations (1)
   See also Working Paper (2011)

2010

7. Learning from Prices: Public Communication and Welfare
   Journal of Political Economy, 2010, 118, (5), 866 - 907 View citations (8)
   See also Working Paper (2008)

2009

8. A conference on liquidity in frictional markets
   Policy Discussion Papers, 2009, (May)

2008

9. A Search-Based Theory of the On-the-Run Phenomenon
   Journal of Finance, 2008, 63, (3), 1361-1398 View citations (21)
   See also Working Paper (2007)
10. Liquidity premia in dynamic bargaining markets
    Journal of Economic Theory, 2008, 140, (1), 66-96 View citations (20)
    See also Working Paper (2004)

2007

11. Restricted perception equilibria and rational expectation equilibrium
    Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 View citations (1)