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

SCHOLARLY PAPERS

20

DOWNLOADS
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2,257

CITATIONS
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SSRN RANKINGS

Top 2,421

in Total Papers Citations

230

Scholarly Papers (20)

1.
Downloads 608 ( 33,487)
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 577 (35,369)
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 31 (387,114)
Citation 9

Abstract:

2.
Downloads 446 ( 49,943)
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 323 (72,707)
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 (221,298)
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 (405,735)
Citation 25

Abstract:

3.
Downloads 243 ( 99,902)
Citation 50

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 173 (138,618)
Citation 50

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 (356,022)
Citation 50

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 (460,989)
Citation 50

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 (478,183)
Citation 50
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Abstract:

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

4.
Downloads 194 (124,711)
Citation 9

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 179 (134,346)
Citation 9

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 (472,361)
Citation 9

Abstract:

5.
Downloads 126 (180,585)
Citation 40

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 80 (249,188)
Citation 41

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 (332,744)
Citation 41

Abstract:

Market making capital, market maker inventory management

6.
Downloads 112 (197,352)
Citation 41

Liquidity Premia in Dynamic Bargaining Markets

Number of pages: 48 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 74 (261,004)
Citation 41

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 (359,693)
Citation 41

Abstract:

Liquidity premia, Search

7.
Downloads 109 (201,291)
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 94 (224,495)
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 (472,361)
Citation 12

Abstract:

8.
Downloads 103 (209,620)
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 (234,511)
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 (472,361)
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
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 (275,437)

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 (301,763)
Citation 1

Abstract:

11.
Downloads 44 (332,954)
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 28 (400,903)
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 16 (466,628)
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
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Abstract:

12.
Downloads 33 (370,142)
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 (421,491)
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 (506,445)
Citation 2

Abstract:

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 25 (416,089)
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 7 (517,168)
Citation 3

Abstract:

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 22 (432,554)

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 (527,301)
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Abstract:

15.
Downloads 19 (434,411)
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 17 (460,989)
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 (543,763)
Citation 2
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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 (454,663)
Citation 21

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 (449,536)
Citation 2

Abstract:

18.

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 2 (512,280)
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Abstract:

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 (499,273)
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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 (535,747)
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Abstract: