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Pierre-Olivier Weill

University of California, Los Angeles

Professor of Economics

Box 951477

Los Angeles, CA 90095-1477

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of California, Los Angeles

SCHOLARLY PAPERS

20

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2,291

CITATIONS
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Top 2,343

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240

Scholarly Papers (20)

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1.

Liquidity Shocks and Order Book Dynamics

Downloads 619 ( 34,000)
Citation 9

Liquidity Shocks and Order Book Dynamics

Number of pages: 51 Posted: 04 Aug 2008 Last Revised: 30 Jun 2009
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 587 (35,950)
Citation 9

Abstract:

Liquidity Shocks and Order Book Dynamics

NBER Working Paper No. w15009
Number of pages: 52 Posted: 01 Jun 2009
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 32 (396,621)
Citation 9

Abstract:

2.

Why Has House Price Dispersion Gone Up?

Downloads 453 ( 50,795)
Citation 25

Why Has House Price Dispersion Gone Up?

NYU Working Paper No. FIN-06-010
Number of pages: 75 Posted: 03 Nov 2008 Last Revised: 25 Feb 2009
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 330 (73,643)
Citation 25

Abstract:

Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 96 (229,283)
Citation 25

Abstract:

house price, income inequality, supply regulation

Why Has House Price Dispersion Gone Up?

NBER Working Paper No. w12538
Number of pages: 76 Posted: 02 Oct 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 27 (420,007)
Citation 25

Abstract:

3.

A Search-Based Theory of the On-the-Run Phenomenon

Downloads 244 (103,173)
Citation 52

A Search-Based Theory of the On-the-Run Phenomenon

AFA 2006 Boston Meetings Paper
Number of pages: 71 Posted: 11 Mar 2005
Pierre-Olivier Weill and Dimitri Vayanos
University of California, Los Angeles and London School of Economics
Downloads 174 (142,790)
Citation 52

Abstract:

On-the-run bonds, liquidity, specialness, search, arbitrage

A Search-Based Theory of the On-the-Run Phenomenon

NYU Working Paper No. FIN-05-016
Number of pages: 72 Posted: 03 Nov 2008
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 39 (368,845)
Citation 52

Abstract:

A Search-Based Theory of the On-the-Run Phenomenon

NBER Working Paper No. w12670
Number of pages: 65 Posted: 06 Dec 2006
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 17 (476,575)
Citation 52

Abstract:

A Search-Based Theory of the On-the-Run Phenomenon

CEPR Discussion Paper No. 5965
Number of pages: 67 Posted: 05 Jan 2007
Pierre-Olivier Weill and Dimitri Vayanos
University of California, Los Angeles and London School of Economics
Downloads 14 (493,957)
Citation 52

Abstract:

Search, liquidity, asset pricing, on-the-run bonds

4.

Crises and Liquidity in Over-the-Counter Markets

Downloads 195 (128,617)
Citation 11

Crises and Liquidity in Over-the-Counter Markets

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 06 Oct 2009 Last Revised: 17 Mar 2010
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 180 (138,456)
Citation 11

Abstract:

Crises and Liquidity in Over-the-Counter Markets

NBER Working Paper No. w15414
Number of pages: 46 Posted: 13 Oct 2009
Ricardo Lagos, Gulasekaran Rajaguru and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Bond University and University of California, Los Angeles
Downloads 15 (488,006)
Citation 11

Abstract:

5.

Leaning Against the Wind

Downloads 129 (183,664)
Citation 42

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 83 (252,176)
Citation 42

Abstract:

Marketmaking capital, marketmaker inventory, management, financial crisis

Leaning Against the Wind

NYU Working Paper No. FIN-05-017
Number of pages: 67 Posted: 03 Nov 2008
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 46 (344,660)
Citation 42

Abstract:

Market making capital, market maker inventory management

6.

Liquidity Premia in Dynamic Bargaining Markets

Downloads 113 (203,081)
Citation 42

Liquidity Premia in Dynamic Bargaining Markets

Number of pages: 48 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 75 (268,291)
Citation 42

Abstract:

Liquidity premia, Search

Liquidity Premia in Dynamic Bargaining Markets

NYU Working Paper No. FIN-05-018
Number of pages: 37 Posted: 03 Nov 2008
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 38 (372,580)
Citation 42

Abstract:

Liquidity premia, Search

7.

Crashes and Recoveries in Illiquid Markets

Downloads 110 (207,092)
Citation 12

Crashes and Recoveries in Illiquid Markets

FRB of Cleveland Working Paper No. 07-08
Number of pages: 71 Posted: 19 Oct 2007
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 95 (230,961)
Citation 12

Abstract:

liquidity, asset inventories, execution delays, search, bargaining

Crashes and Recoveries in Illiquid Markets

NBER Working Paper No. w14119
Number of pages: 69 Posted: 22 Jun 2008
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 15 (488,006)
Citation 12

Abstract:

8.

Trading and Liquidity with Limited Cognition

Downloads 103 (217,098)
Citation 7

Trading and Liquidity with Limited Cognition

Number of pages: 49 Posted: 15 Dec 2010
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 88 (242,896)
Citation 7

Abstract:

liquidity shock, limit-orders, asset pricing and liquidity, algorithmic trading, limited cognition, sticky plans

Trading and Liquidity with Limited Cognition

NBER Working Paper No. w16628
Number of pages: 50 Posted: 18 Dec 2010
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 15 (488,006)
Citation 7

Abstract:

9.

A Conference on Liquidity in Frictional Markets

FRB of Cleveland Policy Discussion Paper No. 26
Number of pages: 10 Posted: 21 May 2009
Joseph G. Haubrich, Guillaume Rocheteau, Pierre-Olivier Weill and Randall Wright
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, University of California, Los Angeles and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 65 (285,312)
Citation 1

Abstract:

Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory

10.

Liquidity in Frictional Asset Markets

FRB of Cleveland Working Paper No. 11-05
Number of pages: 29 Posted: 21 Jan 2011
Guillaume Rocheteau and Pierre-Olivier Weill
University of California, Irvine and University of California, Los Angeles
Downloads 51 (309,885)
Citation 2

Abstract:

11.

Heterogeneity in Decentralized Asset Markets

Downloads 47 (335,752)
Citation 1

Heterogeneity in Decentralized Asset Markets

Swiss Finance Institute Research Paper No. 14-67
Number of pages: 84 Posted: 05 Dec 2014 Last Revised: 18 Feb 2016
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 30 (405,556)
Citation 1

Abstract:

search frictions, bargaining, continuum of types, price dispersion, intermediation chains.

Heterogeneity in Decentralized Asset Markets

FRB of Philadelphia Working Paper No. 15-22
Number of pages: 73 Posted: 29 May 2015
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 17 (476,575)
Citation 1

Abstract:

Search Frictions, Bargaining, Continuum of Types, Price Dispersion

Heterogeneity in Decentralized Asset Markets

NBER Working Paper No. w20746
Number of pages: 85 Posted: 15 Dec 2014
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 0
Citation 1

Abstract:

12.

Aggregate Implications of Micro Asset Market Segmentation

Downloads 34 (379,521)
Citation 3

Aggregate Implications of Micro Asset Market Segmentation

Number of pages: 40 Posted: 15 Aug 2009
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 26 (425,218)
Citation 3

Abstract:

Asset pricing, market segmentation, idiosyncratic risk.

Aggregate Implications of Micro Asset Market Segmentation

NBER Working Paper No. w15254
Number of pages: 41 Posted: 18 Aug 2009
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 8 (527,539)
Citation 3

Abstract:

13.

Liquidity and the Threat of Fraudulent Assets

Downloads 33 (383,314)
Citation 2

Liquidity and the Threat of Fraudulent Assets

FRB of Cleveland Working Paper No. 11-24
Number of pages: 92 Posted: 04 Oct 2011
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, University of California, Irvine and University of California, Los Angeles
Downloads 24 (436,122)
Citation 2

Abstract:

search, payments, collateral, fraud, liquidity premia

Liquidity and the Threat of Fraudulent Assets

NBER Working Paper No. w17500
Number of pages: 36 Posted: 14 Oct 2011
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, University of California, Irvine and University of California, Los Angeles
Downloads 9 (522,210)
Citation 2

Abstract:

14.

Competing for Order Flow in OTC Markets

Downloads 29 (399,830)
Citation 1

Competing for Order Flow in OTC Markets

FRB of Philadelphia Working Paper No. 14-9
Number of pages: 50 Posted: 20 Mar 2014
Benjamin R. Lester, Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Irvine and University of California, Los Angeles
Downloads 24 (436,122)
Citation 1

Abstract:

Over-the-counter markets, OTC Markets, Order Flow

Competing for Order Flow in OTC Markets

NBER Working Paper No. w20608
Number of pages: 53 Posted: 22 Oct 2014
Benjamin R. Lester, Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Irvine and University of California, Los Angeles
Downloads 5 (542,945)
Citation 1

Abstract:

15.

The Market for OTC Derivatives

Downloads 20 (443,863)
Citation 2

The Market for OTC Derivatives

NBER Working Paper No. w18912
Number of pages: 71 Posted: 22 Mar 2013
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 18 (470,726)
Citation 2

Abstract:

The Market for OTC Derivatives

CEPR Discussion Paper No. DP9403
Number of pages: 73 Posted: 03 Apr 2013
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 2 (561,088)
Citation 2

Abstract:

credit default swaps, dealers, OTC markets

16.

Learning from Prices: Public Communication and Welfare

NBER Working Paper No. w14255
Number of pages: 50 Posted: 27 Aug 2008
Manuel Amador and Pierre-Olivier Weill
affiliation not provided to SSRN and University of California, Los Angeles
Downloads 12 (469,773)
Citation 20

Abstract:

17.

Measuring the Financial Soundness of U.S. Firms, 1926-2012

NBER Working Paper No. w19204
Number of pages: 49 Posted: 12 Jul 2013
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 6 (464,589)
Citation 2

Abstract:

18.

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

Downloads 3 (527,766)

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

NBER Working Paper No. w21179
Number of pages: 67 Posted: 18 May 2015
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
University of California, Irvine, University of California, Los Angeles and Washington University in St Louis
Downloads 3 (553,413)

Abstract:

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

FRB Richmond Working Paper No. 17-6
Number of pages: 69 Posted: 01 May 2017
Guillaume Rocheteau, Pierre-Olivier Weill and Russell Wong
University of California, Irvine, University of California, Los Angeles and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 0

Abstract:

money, inflation, risk sharing, liquidity traps

19.

Entry and Exit in OTC Derivatives Markets

NBER Working Paper No. w20416
Number of pages: 61 Posted: 03 Sep 2014
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 2 (514,318)
Citation 1

Abstract:

20.

Working Through the Distribution: Money in the Short and Long Run

NBER Working Paper No. w21779
Number of pages: 52 Posted: 07 Dec 2015
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
University of California, Irvine, University of California, Los Angeles and Washington University in St Louis
Downloads 0 (557,390)

Abstract:

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