SSRN logo
Public User
Advanced Search

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

DOWNLOADS
Rank 16,980

SSRN RANKINGS

Top 16,980

in Total Papers Downloads

2,309

CITATIONS
Rank 2,345

SSRN RANKINGS

Top 2,345

in Total Papers Citations

240

Scholarly Papers (20)

Actions:
Email selected abstracts
1.

Liquidity Shocks and Order Book Dynamics

Downloads 624 ( 34,138)
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 591 (36,130)
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 33 (397,133)
Citation 9

Abstract:

2.

Why Has House Price Dispersion Gone Up?

Downloads 462 ( 50,493)
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 339 (73,065)
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 (232,197)
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 (424,921)
Citation 25

Abstract:

3.

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

Downloads 245 (104,084)
Citation 53

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 175 (143,873)
Citation 53

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 (373,350)
Citation 53

Abstract:

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

NBER Working Paper No. w12670
Number of pages: 65 Posted: 06 Dec 2006 Last Revised: 16 Aug 2010
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 17 (481,814)
Citation 53

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 (499,288)
Citation 53
  • Add to Cart

Abstract:

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

4.

Crises and Liquidity in Over-the-Counter Markets

Downloads 195 (130,266)
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 (140,278)
Citation 11

Abstract:

Crises and Liquidity in Over-the-Counter Markets

NBER Working Paper No. w15414
Number of pages: 46 Posted: 13 Oct 2009 Last Revised: 15 Aug 2010
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 (493,341)
Citation 11

Abstract:

5.

Leaning Against the Wind

Downloads 129 (185,946)
Citation 42

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 83 (255,351)
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 (348,799)
Citation 42

Abstract:

Market making capital, market maker inventory management

6.

Liquidity Premia in Dynamic Bargaining Markets

Downloads 113 (205,702)
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 (271,647)
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 (377,102)
Citation 42

Abstract:

Liquidity premia, Search

7.

Crashes and Recoveries in Illiquid Markets

Downloads 110 (209,715)
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 (233,923)
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 Last Revised: 01 Aug 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 15 (493,341)
Citation 12

Abstract:

8.

Trading and Liquidity with Limited Cognition

Downloads 103 (219,826)
Citation 6

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 (245,954)
Citation 6

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 (493,341)
Citation 6

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 (288,832)
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 (313,697)
Citation 2

Abstract:

11.

Heterogeneity in Decentralized Asset Markets

Downloads 48 (336,812)
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 31 (405,842)
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 (481,814)
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
  • Add to Cart

Abstract:

12.

Aggregate Implications of Micro Asset Market Segmentation

Downloads 34 (384,095)
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 (430,209)
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 Last Revised: 07 Sep 2010
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 8 (533,171)
Citation 3

Abstract:

13.

Liquidity and the Threat of Fraudulent Assets

Downloads 33 (387,919)
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 (441,263)
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 (527,652)
Citation 2

Abstract:

14.

Competing for Order Flow in OTC Markets

Downloads 29 (404,527)
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 (441,263)
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 (548,708)
Citation 1
  • Add to Cart

Abstract:

15.

The Market for OTC Derivatives

Downloads 21 (443,690)
Citation 2

The Market for OTC Derivatives

NBER Working Paper No. w18912
Number of pages: 71 Posted: 22 Mar 2013 Last Revised: 14 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 19 (470,184)
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 (567,682)
Citation 2
  • Add to Cart

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 (474,907)
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 (464,581)
Citation 2

Abstract:

18.

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

Downloads 3 (533,698)

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 (559,539)
  • Add to Cart

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 (519,772)
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 (564,885)
  • Add to Cart

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.292 seconds

Relx Group logo