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Details about Pierre-Olivier Weill

E-mail:
Homepage:http://www.econ.ucla.edu/poweill
Workplace:Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Pierre-Olivier Weill.

Last updated 2014-08-18. Update your information in the RePEc Author Service.

Short-id: pwe79


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Working Papers

2014

  1. Competing for Order Flow in OTC Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2014) Downloads
  2. Entry and Exit in OTC Derivatives Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Equilibrium Pricing and Trading Volume under Preference Uncertainty
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads
  2. Measuring the Financial Soundness of U.S. Firms, 1926-2012
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) Downloads
  3. The Market for OTC Derivatives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (1)

2012

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

2011

  1. Aggregate Implications of Micro Asset Market Segmentation
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)
    2008 Meeting Papers, Society for Economic Dynamics (2008)

    See also Journal Article in Journal of Monetary Economics (2012)
  2. Liquidity and the Threat of Fraudulent Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Working Paper, Federal Reserve Bank of Cleveland (2011) Downloads View citations (5)

    See also Journal Article in Journal of Political Economy (2012)
  3. Liquidity in frictional asset markets
    Working Paper, Federal Reserve Bank of Cleveland Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2011)

2010

  1. 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) Downloads View citations (4)

    See also Journal Article in Journal of Economic Theory (2011)

2009

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

2008

  1. Crashes and Recoveries in Illiquid Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (5)
    Working Paper, Federal Reserve Bank of Cleveland (2007) Downloads View citations (5)
  2. Learning from Prices: Public Communication and Welfare
    2008 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (13)

    See also Journal Article in Journal of Political Economy (2010)

2007

  1. A Search-Based Theory of the On-the-Run Phenomenon
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads
    2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (17)

    See also Journal Article in Journal of Finance (2008)
  2. Asset Prices and the Composition of Consumption
    2007 Meeting Papers, Society for Economic Dynamics

2006

  1. Learning by Matching
    2006 Meeting Papers, Society for Economic Dynamics
  2. Learning from Private and Public Observation of Other's Actions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (34)
  3. Why Has House Price Dispersion Gone Up?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Review of Economic Studies (2010)

2004

  1. Leaning against the wind
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (17)
    See also Journal Article in Review of Economic Studies (2007)
  2. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads 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 Downloads
    See also Working Paper (2011)
  2. Learning from private and public observations of othersʼ actions
    Journal of Economic Theory, 2012, 147, (3), 910-940 Downloads View citations (6)
  3. Liquidity and the Threat of Fraudulent Assets
    Journal of Political Economy, 2012, 120, (5), 000 - 000 Downloads View citations (8)
    See also Working Paper (2011)

2011

  1. Crises and liquidity in over-the-counter markets
    Journal of Economic Theory, 2011, 146, (6), 2169-2205 Downloads View citations (19)
    See also Working Paper (2010)
  2. LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
    Macroeconomic Dynamics, 2011, 15, (S1), 119-144 Downloads View citations (1)
  3. Liquidity in Frictional Asset Markets
    Journal of Money, Credit and Banking, 2011, 43, 261-282 Downloads View citations (2)
    See also Working Paper (2011)

2010

  1. Learning from Prices: Public Communication and Welfare
    Journal of Political Economy, 2010, 118, (5), 866 - 907 Downloads View citations (37)
    See also Working Paper (2008)
  2. Why Has House Price Dispersion Gone Up?
    Review of Economic Studies, 2010, 77, (4), 1567-1606 Downloads View citations (53)
    See also Working Paper (2006)

2009

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

2008

  1. A Search-Based Theory of the On-the-Run Phenomenon
    Journal of Finance, 2008, 63, (3), 1361-1398 Downloads View citations (41)
    See also Working Paper (2007)
  2. Liquidity premia in dynamic bargaining markets
    Journal of Economic Theory, 2008, 140, (1), 66-96 Downloads View citations (33)
    See also Working Paper (2004)

2007

  1. Leaning Against the Wind
    Review of Economic Studies, 2007, 74, (4), 1329-1354 Downloads View citations (31)
    See also Working Paper (2004)
  2. Restricted perception equilibria and rational expectation equilibrium
    Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 Downloads View citations (1)
 
Page updated 2014-10-30