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

34

DOWNLOADS
Rank 19,679

SSRN RANKINGS

Top 19,679

in Total Papers Downloads

5,392

TOTAL CITATIONS
Rank 636

SSRN RANKINGS

Top 636

in Total Papers Citations

567

Scholarly Papers (34)

Actions:
Email selected abstracts
1.

Liquidity Shocks and Order Book Dynamics

Downloads 721 (75,484)

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 658 (83,570)

Abstract:

Loading...

Liquidity Shocks and Order Book Dynamics

NBER Working Paper No. w15009
Number of pages: 52 Posted: 01 Jun 2009 Last Revised: 07 Jul 2023
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 63 (740,871)

Abstract:

Loading...

2.

Why Has House Price Dispersion Gone Up?

Downloads 669 (82,952)
Citation 21

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
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 480 (124,067)

Abstract:

Loading...

Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 125 (475,006)

Abstract:

Loading...

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 Last Revised: 06 Oct 2022
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 64 (734,737)
Citation 21

Abstract:

Loading...

3.

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

Downloads 329 (192,929)
Citation 35

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 218 (291,605)
Citation 2

Abstract:

Loading...

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 62 (747,054)

Abstract:

Loading...

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: 15 Aug 2022
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 35 (963,417)
Citation 27

Abstract:

Loading...

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 (1,223,521)
Citation 6
  • Add to Cart

Abstract:

Loading...

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

4.

Crises and Liquidity in Over-the-Counter Markets

Downloads 263 (243,761)
Citation 42

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 225 (282,852)
Citation 14

Abstract:

Loading...

Crises and Liquidity in Over-the-Counter Markets

NBER Working Paper No. w15414
Number of pages: 46 Posted: 13 Oct 2009 Last Revised: 13 Feb 2022
Ricardo Lagos, Gulasekaran Rajaguru and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Bond University and University of California, Los Angeles
Downloads 38 (933,745)
Citation 28

Abstract:

Loading...

5.

A Theory of Participation in OTC and Centralized Markets

Downloads 256 (250,526)

A Theory of Participation in OTC and Centralized Markets

Johns Hopkins Carey Business School Research Paper No. 19-07
Number of pages: 105 Posted: 13 Jun 2019 Last Revised: 03 Sep 2021
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 230 (276,854)

Abstract:

Loading...

OTC Markets, Heterogeneity, Intermediation, Composition Externalities, Government Intervention

A Theory of Participation in OTC and Centralized Markets

NBER Working Paper No. w25887, Université Paris-Dauphine Research Paper No. 3398056
Number of pages: 45 Posted: 05 Jun 2019 Last Revised: 16 Dec 2022
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 26 (1,063,323)

Abstract:

Loading...

6.

Leaning Against the Wind

Downloads 235 (272,637)
Citation 50

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 152 (405,042)
Citation 8

Abstract:

Loading...

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 83 (635,159)
Citation 42

Abstract:

Loading...

Market making capital, market maker inventory management

7.

Inventory, Market Making, and Liquidity in OTC Markets

Downloads 232 (276,055)
Citation 5

Inventory, Market Making, and Liquidity in OTC Markets

Number of pages: 55 Posted: 08 Dec 2023 Last Revised: 19 Jan 2024
Assa Cohen, Mahyar Kargar, Benjamin R. Lester and Pierre-Olivier Weill
Yeshiva University - Syms School of Business, University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 201 (315,113)
Citation 2

Abstract:

Loading...

Over-the-counter markets, intermediation, liquidity, dealer inventory, financial regulation

Inventory, Market Making, and Liquidity in OTC Markets

FRB of Philadelphia Working Paper No. 24-22
Number of pages: 61 Posted: 17 Dec 2024
Assa Cohen, Mahyar Kargar, Benjamin R. Lester and Pierre-Olivier Weill
Yeshiva University - Syms School of Business, University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 31 (1,005,611)
Citation 3

Abstract:

Loading...

Over-the-counter markets, intermediation, liquidity, dealer inventory, financial regulation

8.

Frictional Intermediation in Over-the-Counter Markets

Downloads 213 (299,506)
Citation 15

Frictional Intermediation in Over-the-Counter Markets

Swiss Finance Institute Research Paper No. 18-59
Number of pages: 81 Posted: 27 Aug 2018 Last Revised: 18 Jan 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 95 (583,153)
Citation 1

Abstract:

Loading...

Over-the-Counter Markets, Search Frictions, Bargaining, Heterogeneous Agents, Intermediation

Frictional Intermediation in Over-the-Counter Markets

FRB of Philadelphia Working Paper No. 19-10
Number of pages: 80 Posted: 06 Feb 2019 Last Revised: 29 Apr 2020
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 94 (587,311)
Citation 1

Abstract:

Loading...

Over-the-counter markets, search frictions, bargaining, heterogeneous agents, intermediation

Frictional Intermediation in Over-the-Counter Markets

NBER Working Paper No. w24956
Number of pages: 80 Posted: 17 Sep 2018 Last Revised: 11 Mar 2023
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 20 (1,140,738)

Abstract:

Loading...

Frictional Intermediation in Over-the-Counter Markets

CEPR Discussion Paper No. DP13126
Number of pages: 82 Posted: 17 Sep 2018
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 4 (1,337,082)
Citation 13
  • Add to Cart

Abstract:

Loading...

Bargaining, Heterogeneous Agents, intermediation, Over-the-counter markets, search frictions

9.

Heterogeneity in Decentralized Asset Markets

Downloads 189 (334,811)
Citation 14

Heterogeneity in Decentralized Asset Markets

Swiss Finance Institute Research Paper No. 14-67
Number of pages: 86 Posted: 05 Dec 2014 Last Revised: 05 Apr 2018
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 85 (626,110)

Abstract:

Loading...

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
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 63 (740,871)
Citation 2

Abstract:

Loading...

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 Last Revised: 10 Mar 2023
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 39 (924,164)
Citation 1

Abstract:

Loading...

Heterogeneity in Decentralized Asset Markets

CEPR Discussion Paper No. DP14014
Number of pages: 58 Posted: 07 Oct 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 1 (1,360,253)
  • Add to Cart

Abstract:

Loading...

Bargaining, Heterogeneity, price dispersion, search frictions

Heterogeneity in Decentralized Asset Markets

CEPR Discussion Paper No. DP14274
Number of pages: 58 Posted: 14 Jan 2020
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 1 (1,360,253)
Citation 11
  • Add to Cart

Abstract:

Loading...

Bargaining, Heterogeneity, price dispersion, search frictions

Heterogeneity in Decentralized Asset Markets

FRB of Philadelphia Working Paper No. 19-44
Posted: 27 Nov 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles

Abstract:

Loading...

search frictions, bargaining, heterogeneity, price dispersion

10.

Sequential Search for Corporate Bonds

Downloads 188 (336,405)

Sequential Search for Corporate Bonds

Number of pages: 68 Posted: 16 Nov 2023 Last Revised: 28 Oct 2024
Mahyar Kargar, Benjamin R. Lester, Sebastien Plante and Pierre-Olivier Weill
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison and University of California, Los Angeles
Downloads 160 (387,482)

Abstract:

Loading...

Over-the-counter markets, intermediation, corporate bonds, time-to-trade

Sequential Search for Corporate Bonds

FRB of Philadelphia Working Paper No. 25-8
Number of pages: 71 Posted: 06 Mar 2025
Mahyar Kargar, Benjamin R. Lester, Sebastien Plante and Pierre-Olivier Weill
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison and University of California, Los Angeles
Downloads 24 (1,088,153)

Abstract:

Loading...

Over-the-counter markets, intermediation, corporate bonds, time-to-trade

Sequential Search for Corporate Bonds

NBER Working Paper No. w31904
Number of pages: 69 Posted: 27 Nov 2023
Mahyar Kargar, Benjamin R. Lester, Sebastien Plante and Pierre-Olivier Weill
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison and University of California, Los Angeles
Downloads 4 (1,337,082)
  • Add to Cart

Abstract:

Loading...

11.

Liquidity Premia in Dynamic Bargaining Markets

Downloads 184 (343,086)
Citation 65

Liquidity Premia in Dynamic Bargaining Markets

Number of pages: 48 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 117 (500,469)
Citation 46

Abstract:

Loading...

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 67 (717,028)
Citation 19

Abstract:

Loading...

Liquidity premia, Search

12.

Crashes and Recoveries in Illiquid Markets

Downloads 165 (377,680)
Citation 1

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 126 (471,999)

Abstract:

Loading...

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: 30 Jan 2022
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 39 (924,164)
Citation 1

Abstract:

Loading...

13.

Trading and Liquidity with Limited Cognition

Downloads 164 (379,658)

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 116 (503,890)

Abstract:

Loading...

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 Last Revised: 09 Jun 2023
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 48 (845,580)

Abstract:

Loading...

14.

Corporate Bond Liquidity During the Covid-19 Crisis

Downloads 163 (381,615)
Citation 118

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 31 Mar 2023
Mahyar Kargar, Benjamin R. Lester, Daivd Lindsay, Shuo Liu, Pierre-Olivier Weill and Diego Zúñiga
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - Tsinghua University School of Economics and Management, University of California, Los Angeles and University of California, Los Angeles (UCLA)
Downloads 161 (385,375)
Citation 1

Abstract:

Loading...

Corporate Bond Liquidity During the Covid-19 Crisis

CEPR Discussion Paper No. DP15231
Number of pages: 84 Posted: 12 Sep 2020 Last Revised: 22 Sep 2021
Mahyar Kargar, Benjamin R. Lester, Daivd Lindsay, Shuo Liu, Pierre-Olivier Weill and Diego Zúñiga
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - Tsinghua University School of Economics and Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 2 (1,351,497)
Citation 117
  • Add to Cart

Abstract:

Loading...

corporate bonds, COVID-19, intermediation, liquidity, SMCCF

15.

Measuring the Financial Soundness of US Firms, 1926-2012

Research In Economics , Vol. 71, No. 1, 2017
Number of pages: 51 Posted: 07 Oct 2018
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 143 (425,333)
Citation 8

Abstract:

Loading...

Distance to Default, Volatility, Leverage, Financial Crises

16.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 126 (470,077)
Citation 13

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

HEC Paris Research Paper No. FIN-2017-1236
Number of pages: 72 Posted: 24 Oct 2017 Last Revised: 29 Nov 2017
Johan Hombert, Bruno Biais and Pierre-Olivier Weill
HEC Paris - Finance Department, Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 93 (591,453)

Abstract:

Loading...

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

NBER Working Paper No. w23986
Number of pages: 62 Posted: 06 Nov 2017 Last Revised: 15 Jan 2023
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 33 (984,242)
Citation 13

Abstract:

Loading...

17.

Entry and Exit in OTC Derivatives Markets

Downloads 126 (470,077)
Citation 33

Entry and Exit in OTC Derivatives Markets

Econometrica, Vol. 83, No. 6, 2015
Number of pages: 105 Posted: 07 Oct 2018
Andrea L. Eisfeldt, Andrew Atkeson and Pierre-Olivier Weill
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Department of Economics and University of California, Los Angeles
Downloads 84 (630,558)
Citation 11

Abstract:

Loading...

OTC Markets, Derivatives, Search, Entry and Exit

Entry and Exit in OTC Derivatives Markets

NBER Working Paper No. w20416
Number of pages: 61 Posted: 03 Sep 2014 Last Revised: 15 Apr 2023
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 42 (896,375)
Citation 22

Abstract:

Loading...

18.

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

Downloads 125 (472,998)
Citation 5

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

NBER Working Paper No. w21179
Number of pages: 67 Posted: 18 May 2015 Last Revised: 15 May 2023
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 85 (626,110)
Citation 5

Abstract:

Loading...

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

FRB Richmond Working Paper No. 17-6
Posted: 01 May 2017 Last Revised: 24 Oct 2017
Guillaume Rocheteau, Pierre-Olivier Weill and Russell Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 40 (914,735)

Abstract:

Loading...

money, inflation, risk sharing, liquidity traps

19.

Competing for Order Flow in OTC Markets

Downloads 102 (550,580)
Citation 13

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, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 66 (722,839)
Citation 2

Abstract:

Loading...

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 Last Revised: 24 Apr 2022
Benjamin R. Lester, Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 36 (953,348)
Citation 11

Abstract:

Loading...

20.

Market Making on Krypton: A Primer

Number of pages: 64 Posted: 13 Jan 2025
Michael Nowotny, Pierre-Olivier Weill and Arjun Goswami
Krypton Labs, Inc., University of California, Los Angeles and Krypton Labs, Inc.
Downloads 100 (558,230)

Abstract:

Loading...

Market Microstructure, Economics, Cryptocurrency

21.

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 99 (562,049)

Abstract:

Loading...

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

22.

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
Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 96 (573,445)
Citation 9

Abstract:

Loading...

23.

Liquidity and the Threat of Fraudulent Assets

Downloads 95 (577,196)
Citation 12

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, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 58 (772,600)
Citation 12

Abstract:

Loading...

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 Last Revised: 27 Apr 2023
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 37 (943,509)

Abstract:

Loading...

24.

Aggregate Implications of Micro Asset Market Segmentation

Downloads 79 (644,918)

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 50 (829,844)

Abstract:

Loading...

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: 08 Mar 2023
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 29 (1,028,223)

Abstract:

Loading...

25.

The Search Theory of OTC Markets

Downloads 64 (721,417)
Citation 45

The Search Theory of OTC Markets

NBER Working Paper No. w27354
Number of pages: 53 Posted: 15 Jun 2020 Last Revised: 30 Mar 2023
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 63 (740,871)
Citation 1

Abstract:

Loading...

The Search Theory of OTC Markets

CEPR Discussion Paper No. DP14847
Number of pages: 55 Posted: 16 Jun 2020
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 1 (1,360,253)
Citation 44
  • Add to Cart

Abstract:

Loading...

Asset Pricing, OTC markets, search frictions

26.

Government Guarantees and the Valuation of American Banks

NBER Working Paper No. w24706
Number of pages: 84 Posted: 18 Jun 2018 Last Revised: 05 Jul 2023
Andrew Atkeson, Adrien d'Avernas, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, Swedish House of Finance, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 59 (750,963)
Citation 5

Abstract:

Loading...

27.

The Market for OTC Derivatives

Downloads 59 (750,963)

The Market for OTC Derivatives

NBER Working Paper No. w18912
Number of pages: 71 Posted: 22 Mar 2013 Last Revised: 06 Mar 2022
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 55 (793,081)

Abstract:

Loading...

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 4 (1,337,082)
  • Add to Cart

Abstract:

Loading...

credit default swaps, dealers, OTC markets

28.

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

NBER Working Paper No. w19204
Number of pages: 49 Posted: 12 Jul 2013 Last Revised: 23 Jun 2023
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 52 (797,164)
Citation 1

Abstract:

Loading...

29.

An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment

NBER Working Paper No. w25220
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 31 May 2023
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 31 (978,351)
Citation 1

Abstract:

Loading...

30.

Learning from Prices: Public Communication and Welfare

NBER Working Paper No. w14255
Number of pages: 50 Posted: 27 Aug 2008 Last Revised: 15 Dec 2022
Manuel Amador and Pierre-Olivier Weill
affiliation not provided to SSRN and University of California, Los Angeles
Downloads 30 (989,077)
Citation 44

Abstract:

Loading...

31.

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

NBER Working Paper No. w21779
Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 06 Jul 2023
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 29 (999,816)
Citation 1

Abstract:

Loading...

32.

A Theory of Participation in OTC and Centralized Markets

CEPR Discussion Paper No. DP14258
Number of pages: 109 Posted: 14 Jan 2020 Last Revised: 22 Sep 2021
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 4 (1,282,653)
Citation 11
  • Add to Cart

Abstract:

Loading...

33.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

CEPR Discussion Paper No. DP14257
Number of pages: 65 Posted: 14 Jan 2020 Last Revised: 22 Sep 2021
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 2 (1,294,349)
  • Add to Cart

Abstract:

Loading...

Asset Pricing, Collateral constraints, Endogenously Incomplete, General Equilibrium

34.

The Search Theory of Over-the-Counter Markets

Annual Review of Economics, Vol. 12, pp. 747-773, 2020
Posted: 14 Aug 2020
Pierre-Olivier Weill
University of California, Los Angeles

Abstract:

Loading...