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Weill, Pierre-Olivier's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,828 |
Total
Citations
206 |
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1.
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Liquidity Shocks and Order Book Dynamics
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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04 Aug 08
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Last Revised:
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07 Jul 10
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495
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10
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Weill, Pierre-Olivier
University of California, Los Angeles
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27
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Weill, Pierre-Olivier
University of California, Los Angeles
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04 Aug 08
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Last Revised:
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30 Jun 09
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468
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10
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2.
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Why Has House Price Dispersion Gone Up?
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Versions (3)
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Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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10 Aug 06
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Last Revised:
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25 Feb 09
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337
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24
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Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier
University of California, Los Angeles
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03 Nov 08
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Last Revised:
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25 Feb 09
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225
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24
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Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier
University of California, Los Angeles
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25
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24
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Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier
University of California, Los Angeles
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87
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24
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house price, income inequality, supply regulation
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3.
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A Search-Based Theory of the On-the-Run Phenomenon
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Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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11 Mar 05
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Last Revised:
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16 Aug 10
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234
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46
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Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
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36
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45
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Weill, Pierre-Olivier
University of California, Los Angeles Vayanos, Dimitri
London School of Economics
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14
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45
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Search, liquidity, asset pricing, on-the-run bonds
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Vayanos, Dimitri
London School of Economics Weill, Pierre-Olivier
University of California, Los Angeles
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14
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45
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Weill, Pierre-Olivier
University of California, Los Angeles Vayanos, Dimitri
London School of Economics
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170
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45
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On-the-run bonds, liquidity, specialness, search, arbitrage
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4.
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Crises and Liquidity in Over-the-Counter Markets
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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06 Oct 09
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Last Revised:
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15 Aug 10
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183
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9
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rajaguru, Gulasekaran
Bond University Weill, Pierre-Olivier
University of California, Los Angeles
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14
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9
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles
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06 Oct 09
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Last Revised:
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17 Mar 10
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169
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9
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5.
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Leaning Against the Wind
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Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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21 Feb 05
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Last Revised:
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23 Dec 08
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120
(118,217)
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39
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Weill, Pierre-Olivier
University of California, Los Angeles
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43
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38
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Market making capital, market maker inventory management
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Weill, Pierre-Olivier
University of California, Los Angeles
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77
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38
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Marketmaking capital, marketmaker inventory, management, financial crisis
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6.
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Liquidity Premia in Dynamic Bargaining Markets
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Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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21 Feb 05
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Last Revised:
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23 Dec 08
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105
(130,795)
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36
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Weill, Pierre-Olivier
University of California, Los Angeles
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32
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36
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Liquidity premia, Search
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Weill, Pierre-Olivier
University of California, Los Angeles
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73
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36
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Liquidity premia, Search
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7.
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Crashes and Recoveries in Illiquid Markets
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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19 Oct 07
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Last Revised:
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01 Aug 10
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100
(135,351)
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12
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles
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11
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12
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Lagos, Ricardo
New York University (NYU) - Department of Economics Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles
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89
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12
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liquidity, asset inventories, execution delays, search, bargaining
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8.
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Trading and Liquidity with Limited Cognition
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Hombert, Johan
HEC Paris (Groupe HEC) - Finance Department Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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15 Dec 10
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Last Revised:
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15 Mar 13
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75
(162,856)
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7
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Hombert, Johan
HEC Paris (Groupe HEC) - Finance Department Weill, Pierre-Olivier
University of California, Los Angeles
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8
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7
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Hombert, Johan
HEC Paris (Groupe HEC) - Finance Department Weill, Pierre-Olivier
University of California, Los Angeles
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67
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7
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liquidity shock, limit-orders, asset pricing and liquidity, algorithmic trading, limited cognition, sticky plans
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9.
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Haubrich, Joseph G.
Federal Reserve Bank of Cleveland Rocheteau, Guillaume
Federal Reserve Bank of Cleveland Weill, Pierre-Olivier
University of California, Los Angeles Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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64
(177,952)
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Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory
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10.
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Rocheteau, Guillaume
University of California, Irvine Weill, Pierre-Olivier
University of California, Los Angeles
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50
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1
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11.
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Aggregate Implications of Micro Asset Market Segmentation
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Edmond, Chris
New York University Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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15 Aug 09
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Last Revised:
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07 Sep 10
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31
(240,878)
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1
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Edmond, Chris
New York University Weill, Pierre-Olivier
University of California, Los Angeles
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6
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1
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Edmond, Chris
New York University Weill, Pierre-Olivier
University of California, Los Angeles
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25
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1
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Asset pricing, market segmentation, idiosyncratic risk.
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12.
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Liquidity and the Threat of Fraudulent Assets
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Li, Yiting
National Taiwan University Rocheteau, Guillaume
University of California, Irvine Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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04 Oct 11
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Last Revised:
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14 Oct 11
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23
(265,204)
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1
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Li, Yiting
National Taiwan University Rocheteau, Guillaume
University of California, Irvine Weill, Pierre-Olivier
University of California, Los Angeles
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4
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1
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Li, Yiting
National Taiwan University Rocheteau, Guillaume
University of California, Irvine Weill, Pierre-Olivier
University of California, Los Angeles
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19
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1
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search, payments, collateral, fraud, liquidity premia
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13.
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Amador, Manuel
Stanford Graduate School of Business Weill, Pierre-Olivier
University of California, Los Angeles
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11
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19
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14.
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The Market for OTC Derivatives
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Atkeson, Andrew
University of California, Los Angeles (UCLA) - Department of Economics Eisfeldt, Andrea L.
UCLA Anderson School of Management Weill, Pierre-Olivier
University of California, Los Angeles
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Posted:
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22 Mar 13
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Last Revised:
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14 Apr 13
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0
(349,638)
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1
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Atkeson, Andrew
University of California, Los Angeles (UCLA) - Department of Economics Eisfeldt, Andrea L.
UCLA Anderson School of Management Weill, Pierre-Olivier
University of California, Los Angeles
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0
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1
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credit default swaps, dealers, OTC markets
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Atkeson, Andrew
University of California, Los Angeles (UCLA) - Department of Economics Eisfeldt, Andrea L.
UCLA Anderson School of Management Weill, Pierre-Olivier
University of California, Los Angeles
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0
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1
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