Details about Pierre-Olivier Weill

Access statistics for papers by Pierre-Olivier Weill.

Last updated 2009-09-15. Update your information in the RePEc Author Service.

Short-id: pwe79

Working Papers

2009

1. Aggregate Implications of Micro Asset Market Segmentation
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Crises and Liquidity in Over-the-Counter Markets
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Liquidity Shocks and Order Book Dynamics
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009)

2008

4. Crashes and Recoveries in Illiquid Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Paper, Federal Reserve Bank of Cleveland (2007) View citations
5. Learning from Prices: Public Communication and Welfare
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

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

2006

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

2004

10. Leaning against the wind
    2004 Meeting Papers, Society for Economic Dynamics View citations
    See also Journal Article in Review of Economic Studies (2007)
11. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations
    See also Journal Article in Journal of Economic Theory (2008)

Journal Articles

2009

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

2008

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

2007

4. Leaning Against the Wind
   Review of Economic Studies, 2007, 74, (4), 1329-1354 View citations
   See also Working Paper (2004)
5. Restricted perception equilibria and rational expectation equilibrium
   Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109