NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Pierre-Olivier Weill

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

December 2015Working through the Distribution: Money in the Short and Long Run
with Guillaume Rocheteau, Tsz-Nga Wong: w21779
May 2015A Tractable Model of Monetary Exchange with Ex-post Heterogeneity
with Guillaume Rocheteau, Tsz-Nga Wong: w21179
December 2014Heterogeneity in Decentralized Asset Markets
with Julien Hugonnier, Benjamin Lester: w20746
October 2014Competing for Order Flow in OTC Markets
with Benjamin Lester, Guillaume Rocheteau: w20608

Published: Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 77-126, 06. citation courtesy of

August 2014Entry and Exit in OTC Derivatives Markets
with Andrew G. Atkeson, Andrea L. Eisfeldt: w20416

Published: Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015. "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, vol. 83, pages 2231-2292, November. citation courtesy of

July 2013Measuring the Financial Soundness of U.S. Firms, 1926-2012
with Andrew G. Atkeson, Andrea L. Eisfeldt: w19204
March 2013The Market for OTC Derivatives
with Andrew G. Atkeson, Andrea L. Eisfeldt: w18912
October 2011Liquidity and the Threat of Fraudulent Assets
with Yiting Li, Guillaume Rocheteau: w17500

Published: Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012. "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, vol. 120(5), pages 000 - 000. citation courtesy of

December 2010Trading and Liquidity with Limited Cognition
with Bruno Biais, Johan Hombert: w16628

Published: "Equilibrium Pricing and Volume under Preference Uncertainty" with Bruno Biais and Johan Hombert. Review of Economic Studies, Volume 81, Issue 4, Pp. 1401-1437.

October 2009Crises and Liquidity in Over-the-Counter Markets
with Ricardo Lagos, Guillaume Rocheteau: w15414

Published: Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011. "Crises and liquidity in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2169-2205. citation courtesy of

August 2009Aggregate Implications of Micro Asset Market Segmentation
with Chris Edmond: w15254

Published: Edmond, Chris & Weill, Pierre-Olivier, 2012. "Aggregate implications of micro asset market segmentation," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 319-335. citation courtesy of

May 2009Liquidity Shocks and Order Book Dynamics
with Bruno Biais: w15009
August 2008Learning from Prices: Public Communication and Welfare
with Manuel Amador: w14255

Published: Manuel Amador & Pierre-Olivier Weill, 2010. "Learning from Prices: Public Communication and Welfare," Journal of Political Economy, University of Chicago Press, vol. 118(5), pages 866 - 907. citation courtesy of

June 2008Crashes and Recoveries in Illiquid Markets
with Ricardo Lagos, Guillaume Rocheteau: w14119
November 2006A Search-Based Theory of the On-the-Run Phenomenon
with Dimitri Vayanos: w12670

Published: Dimitri Vayanos & Pierre-Olivier Weill, 2008. "A Search-Based Theory of the On-the-Run Phenomenon," Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, 06. citation courtesy of

September 2006Why Has House Price Dispersion Gone Up?
with Stijn Van Nieuwerburgh: w12538

Published: Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2010. "Why Has House Price Dispersion Gone Up?," Review of Economic Studies, Blackwell Publishing, vol. 77(4), pages 1567-1606, October. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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