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

October 2014Competing for Order Flow in OTC Markets
with Benjamin Lester, Guillaume Rocheteau: w20608
August 2014Entry and Exit in OTC Derivatives Markets
with Andrew G. Atkeson, Andrea L. Eisfeldt: w20416
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

"Equilibrium Pricing and Volume under Preference Uncertainty" with Bruno Biais and Johan Hombert. Review of Economic Studies, forthcoming.

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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