Pierre-Olivier Weill : Citation Profile


Are you Pierre-Olivier Weill?

University of California-Los Angeles (UCLA) (47% share)
National Bureau of Economic Research (NBER) (47% share)
Centre for Economic Policy Research (CEPR) (6% share)

15

H index

17

i10 index

1094

Citations

RESEARCH PRODUCTION:

24

Articles

83

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 64
   Journals where Pierre-Olivier Weill has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 40 (3.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe79
   Updated: 2021-10-16    RAS profile: 2021-05-28    
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Relations with other researchers


Works with:

Lester, Benjamin (15)

Atkeson, Andrew (4)

Biais, Bruno (3)

Kargar, Mahyar (3)

Üslü, Semih (3)

Dugast, Jérôme (3)

Wong, Tsz-Nga (2)

Eisfeldt, Andrea (2)

Rocheteau, Guillaume (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre-Olivier Weill.

Is cited by:

Lagos, Ricardo (32)

Geromichalos, Athanasios (31)

Rocheteau, Guillaume (25)

Wright, Randall (20)

Angeletos, George-Marios (20)

Herrenbrueck, Lucas (20)

Duffie, Darrell (17)

Vives, Xavier (15)

Wei, Bin (15)

La'O, Jennifer (14)

Afonso, Gara (13)

Cites to:

Rocheteau, Guillaume (28)

Lagos, Ricardo (24)

Wright, Randall (23)

Shi, Shouyong (17)

Menzio, Guido (14)

Molico, Miguel (13)

Lester, Benjamin (10)

Chiu, Jonathan (10)

Vayanos, Dimitri (10)

Zhou, Ruilin (10)

Challe, Edouard (9)

Main data


Where Pierre-Olivier Weill has published?


Journals with more than one article published# docs
Review of Economic Studies4
Journal of Economic Theory3
Journal of Money, Credit and Banking2
Journal of Monetary Economics2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia5
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse3
Staff Report / Federal Reserve Bank of Minneapolis3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
TSE Working Papers / Toulouse School of Economics (TSE)3
Working Papers (Old Series) / Federal Reserve Bank of Cleveland3
2012 Meeting Papers / Society for Economic Dynamics2
2015 Meeting Papers / Society for Economic Dynamics2
Post-Print / HAL2
2008 Meeting Papers / Society for Economic Dynamics2
2014 Meeting Papers / Society for Economic Dynamics2
2007 Meeting Papers / Society for Economic Dynamics2
2018 Meeting Papers / Society for Economic Dynamics2

Recent works citing Pierre-Olivier Weill (2021 and 2020)


YearTitle of citing document
2021Order book dynamics in the presence of liquidity fluctuations. (2020). Yambartsev, Anatoly ; Rojas, Helder. In: Papers. RePEc:arx:papers:2004.10632.

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2021CORPORATE BOND MARKETS IN EASTERN EUROPE: TRENDS AND PROSPECTS. (2021). Vasylieva, Dariia. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:1:2.

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2021COVID-19 Crisis: Lessons Learned for Future Policy Research. (). Uthemann, Andreas ; Garriott, Corey ; Fontaine, Jean-Sebastien ; Lee, Jessica ; Johal, Jesse. In: Discussion Papers. RePEc:bca:bocadp:21-2.

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2020Contagion in Dealer Networks. (2020). Walton, Adrian ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:20-1.

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2020Why Do Central Banks Make Public Announcements of Open Market Operations?. (2020). Bulusu, Narayan. In: Staff Working Papers. RePEc:bca:bocawp:20-35.

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2020Short-Run Dynamics in a Search-Theoretic Model of Monetary Exchange. (2020). Molico, Miguel ; Chiu, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:20-48.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

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2020Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets. (2020). Goldstein, Itay ; Falato, Antonio ; Hortasu, Ali. In: Working Papers. RePEc:bfi:wpaper:2020-98.

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2020Regional inequality in the U.S.: Evidence from city‐level purchasing power. (2020). Chudik, Alexander ; Choi, Horag. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:738-774.

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2020Local House Price Diffusion. (2020). Cohen, Jeffrey ; Zabel, Jeffrey. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:3:p:710-743.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Working Papers. RePEc:cec:wpaper:2007.

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2020Arbitrage and Beliefs. (2020). Zentefis, Alexander K ; Khorrami, Paymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8490.

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2020Optimal Monetary Policy with Heterogeneous Agents. (2020). Thomas, Carlos ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8670.

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2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8679.

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2021Análisis sobre la evolución del COVID-19 en Colombia: ¿se alcanzará el pico de contagio?. (2021). Chaves, Lvaro H. In: Tiempo y Economía. RePEc:col:000485:018543.

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2020The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14524.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-19.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2021Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2021Euro area sovereign bond risk premia during the Covid-19 pandemic. (2021). Grimm, Niklas ; Corradin, Stefano ; Schwaab, Bernd. In: Working Paper Series. RePEc:ecb:ecbwps:20212561.

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2020Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

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2021Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:58-74.

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2020An overlapping generations model for monetary policy analysis. (2020). Huber, Samuel ; Kim, Jae Hong. In: European Economic Review. RePEc:eee:eecrev:v:125:y:2020:i:c:s0014292120300611.

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2020Preferences, inflation, and welfare. (2020). Dressler, Scott J ; Curran, Michael. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302245.

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2021A model of endogenous direct and indirect asset liquidity. (2021). Carlos, Dillon ; Lee, Seungduck ; Mo, Kuk ; Geromichalos, Athanasios. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302579.

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2021Real consequences of open market operations: The role of limited commitment. (2021). Gomis-Porqueras, Pedro ; Carli, Francesco. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302695.

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2021Search and credit frictions in the housing market. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000520.

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2021From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437.

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2021COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Naeem, Muhammad Abubakr ; Alawi, Suha M ; Hasan, Mudassar ; Arif, Muhammad. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x.

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2021A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020.

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2021Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664.

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2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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2020The life of U’s: Order revisions on NASDAQ. (2020). Nikolsko-Rzhevska, Olena ; Black, Jeffrey R ; Nikolsko-Rzhevskyy, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302973.

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2021Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2020An informational rationale for action over disclosure. (2020). Kohlhas, Alexandre N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300284.

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2020Bargaining under liquidity constraints: Unified strategic foundations of the Nash and Kalai solutions. (2020). Rocheteau, Guillaume ; Hu, Tai-Wei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300910.

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2020Credit frictions and participation in over-the-counter markets. (2020). Lebeau, Lucie. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300934.

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2020Learning over the business cycle: Policy implications. (2020). La'O, Jennifer ; Angeletos, George-Marios ; Iovino, Luigi. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301083.

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2020Liquidity and private information in asset markets: To signal or not to signal. (2020). Wang, Zijian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301150.

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2021Efficiency in trading markets with multi-dimensional signals. (2021). Heumann, Tibor. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301496.

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2021Relationship finance, informed liquidity, and monetary policy. (2021). Murro, Pierluigi ; Minetti, Raoul ; Araujo, Luis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000272.

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2020Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds. (2020). Goldstein, Michael A ; Hotchkiss, Edith S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:16-40.

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2020Time to build and the real-options channel of residential investment. (2020). Oh, Hyunseung ; Yoon, Chamna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:255-269.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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2020The importance of being special: Repo markets during the crisis. (2020). Maddaloni, Angela ; Corradin, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:392-429.

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2020The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?. (2020). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:637-658.

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2020Dealers’ insurance, market structure, and liquidity. (2020). Monnet, Cyril ; Carapella, Francesca. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:725-753.

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2021The difference a day makes: Timely disclosure and trading efficiency in the muni market. (2021). Wang, Jay Z ; Liu, YU ; Chalmers, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:313-335.

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2021What’s wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358.

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2021Loan guarantees and credit supply. (2021). Yannelis, Constantine ; Kim, Olivia S ; Bachas, Natalie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:872-894.

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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021Competition, profitability, and discount rates. (2021). Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2021Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006.

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2020Intensive margin of the Volcker rule: Price quality and welfare. (2020). Matsumura, Misaki ; Ando, Sakai. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300166.

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2021Asset pricing in monetary economies. (2021). Altermatt, Lukas ; Iwasaki, Kohei ; Wright, Randall. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000012.

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2020Bubbles and house price dispersion in the United States during 1975–2017. (2020). Zhu, Shenghao ; Zeng, Ting ; Tang, Yang. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

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2021Why is the rent so darn high? The role of growing demand to live in housing-supply-inelastic cities. (2021). Howard, Greg ; Liebersohn, Jack. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000516.

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2020A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment. (2020). Thomas, Carlos ; Thaler, Dominik ; Nuo, Galo ; Arce, Oscar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:350-367.

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2020Price setting under uncertainty about inflation. (2020). Perez, Diego J ; Drenik, Andres. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:23-38.

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2021Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies. (2021). Wang, Jianlin ; Ozdagli, Ali ; Chernobai, Anna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:418-440.

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2021Optimal policy with general signal extraction. (2021). Lanteri, Andrea ; Hauk, Esther ; Marcet, Albert. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:54-86.

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2021Regulation and security design in concentrated markets. (2021). Babus, Ana ; Hachem, Kinda. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:139-151.

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2021Low interest rates and risk incentives for banks with market power. (2021). Xiao, Kairong ; Wu, Yufeng ; Whited, Toni M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:155-174.

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2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

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2021Relationship between the financial and the real economy: A bibliometric analysis. (2021). Verbi, Miroslav ; Zabavnik, Darja. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:55-75.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2021Central Bank Transparency with (semi-)public Information: Laboratory Experiments. (2021). trabelsi, emna ; Hichri, Walid. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:90:y:2021:i:c:s2214804320306881.

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2020Turnover liquidity and the transmission of monetary policy. (2020). Lagos, Ricardo ; Zhang, Shengxing. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105095.

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2021A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509.

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2020Emissions Trading with Transaction Costs. (2020). Quemin, Simon ; Baudry, marc ; Faure, Anouk. In: Working Papers. RePEc:fae:wpaper:2020.16.

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2020The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF. (2020). Zakrajšek, Egon ; Wei, Bin ; Zakrajek, Egon ; Yue, Vivian Z ; Gilchrist, Simon. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:89449.

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2020Bargaining Power and Outside Options in the Interbank Lending Market. (2020). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk. In: Working Papers. RePEc:fip:fedbwp:88965.

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2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

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2020How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities. (2020). Jo, Soojin ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88669.

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2021What Drives U.S. Treasury Re-use?. (2020). Saravay, Zack ; Infante, Sebastian. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-103.

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2020Adverse Selection Dynamics in Privately-Produced Safe Debt Markets. (2020). Verani, Stephane ; Foley-Fisher, Nathan ; Gorton, Gary. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-88.

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2021COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework. (2021). Wix, Carlo ; Wang, Ke ; Warusawitharana, Missaka ; Mooney, Timothy ; Martinez, Francis ; Loudis, Bert ; Iercosan, Diana A ; Horvath, Akos ; Duncan, Elizabeth ; Abboud, Alice ; Ranish, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-24.

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2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

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2020Flight to Liquidity or Safety? Recent Evidence from the Municipal Bond Market. (2020). Bi, Huixin ; Marsh, Blake W. In: Research Working Paper. RePEc:fip:fedkrw:89531.

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2020Optimal Taxes Under Private Information: The Role of the Inflation Tax. (2017). Waller, Christopher ; Gomis-Porqueras, Pedro. In: Working Papers. RePEc:fip:fedlwp:2017-014.

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2021Anatomy of Corporate Credit Spreads: The Great Recession vs. COVID-19. (2020). Faria-e-Castro, Miguel ; Kozlowski, Julian ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:88871.

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2020Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai. In: Staff Reports. RePEc:fip:fednsr:88380.

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2020It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Shachar, Or ; Kovner, Anna ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:88407.

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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:91312.

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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Working Papers. RePEc:fip:fedpwp:92849.

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2020Lending Relationships and Optimal Monetary Policy. (2020). Zhang, Cathy ; Rocheteau, Guillaume ; Wong, Russell ; Bethune, Zachary. In: Working Paper. RePEc:fip:fedrwp:88810.

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2020Intermediation in Over-the-Counter Markets with Price Transparency. (2020). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202017.

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2021Cycling and Categorical Learning in Decentralized Adverse Selection Economies. (2021). Mohlin, Erik ; Jehiel, Philippe. In: Working Papers. RePEc:hhs:lunewp:2021_011.

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2021Government responses, business continuity, and management sentiment: Impact on debt financing during COVID-19. (2021). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Jacob, Joshy. In: IIMA Working Papers. RePEc:iim:iimawp:14653.

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2020Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. (2020). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3581-3602.

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2021Not All Bank Liquidity Creation Boosts Prices-The Case of the US Housing Market.. (2021). Lai, Rose Neng ; Li, Zongyuan. In: International Real Estate Review. RePEc:ire:issued:v:24:n:01:2021:p:19-58.

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2021Entry under placement uncertainty. (2021). Weninger, Quinn ; Singh, Rajesh ; Roy, Sunanda . In: ISU General Staff Papers. RePEc:isu:genstf:202102240800001096.

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2021Learning from prices: information aggregation and accumulation in an asset market. (2021). Berardi, Michele. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00378-w.

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2020Yield curves from different bond data sets. (2020). Diaz, Antonio ; Navarro, Eliseo ; Jareo, Francisco. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:2:d:10.1007_s11147-019-09162-z.

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More than 100 citations found, this list is not complete...

Works by Pierre-Olivier Weill:


YearTitleTypeCited
2020The Search Theory of Over-the-Counter Markets In: Annual Review of Economics.
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2008A Search?Based Theory of the On?the?Run Phenomenon In: Journal of Finance.
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article172
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers.
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paper
2007A search-based theory of the on-the-run phenomenon.(2007) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 172
paper
2005A search-based theory of the on-the-run phenomenon.(2005) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 172
paper
2007A Search-Based Theory of the On-the-Run Phenomenon.(2007) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 172
paper
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 172
paper
2005A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 172
paper
2014Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series.
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paper45
2019Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 45
paper
2020Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 45
paper
2015Heterogeneity in decentralized asset markets.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 45
paper
2019Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 45
paper
2014Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2016Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 45
paper
2018Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series.
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paper7
2018Frictional Intermediation in Over-the-Counter Markets.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 7
paper
2018Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2018Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2020Frictional Intermediation in Over-the-Counter Markets.(2020) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 7
article
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2019Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing In: CEPR Discussion Papers.
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paper2
2017Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2017) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 2
paper
2017Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
2019A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers.
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paper7
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2020The search theory of OTC markets In: CEPR Discussion Papers.
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paper2
2020The search theory of OTC markets.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Corporate Bond Liquidity During the COVID-19 Crisis In: CEPR Discussion Papers.
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paper26
2020Corporate Bond Liquidity During the COVID-19 Crisis.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
2020Corporate Bond Liquidity During the COVID-19 Crisis.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2013The Market for OTC Derivatives In: CEPR Discussion Papers.
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paper9
2013The market for OTC derivatives.(2013) In: Staff Report.
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This paper has another version. Agregated cites: 9
paper
2013The Market for OTC Derivatives.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article3
2004Liquidity Premia in Dynamic Bargaining Markets In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
paper69
2008Liquidity premia in dynamic bargaining markets.(2008) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 69
article
2007Restricted perception equilibria and rational expectation equilibrium In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
2011Crises and liquidity in over-the-counter markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article80
2009Crises and Liquidity in Over-the-Counter Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 80
paper
2010Crises and Liquidity in Over-the-counter Markets.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 80
paper
2012Learning from private and public observations of others? actions In: Journal of Economic Theory.
[Full Text][Citation analysis]
article45
2021An heterogeneous-agent New-Monetarist model with an application to unemployment In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article2
2018An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment.(2018) In: NBER Working Papers.
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paper
2012Aggregate implications of micro asset market segmentation In: Journal of Monetary Economics.
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article5
2011Aggregate Implications of Micro Asset Market Segmentation.(2011) In: Department of Economics - Working Papers Series.
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paper
2009Aggregate Implications of Micro Asset Market Segmentation.(2009) In: NBER Working Papers.
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paper
2008Aggregate implications of micro asset market segmentation.(2008) In: 2008 Meeting Papers.
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paper
2017Measuring the financial soundness of U.S. firms, 1926–2012 In: Research in Economics.
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article6
2013Measuring the financial soundness of U.S. firms, 1926-2012.(2013) In: Staff Report.
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paper
2013Measuring the Financial Soundness of U.S. Firms, 1926-2012.(2013) In: NBER Working Papers.
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paper
2009A conference on liquidity in frictional markets In: Policy Discussion Papers.
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article0
2007Crashes and recoveries in illiquid markets In: Working Papers (Old Series).
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paper15
2008Crashes and Recoveries in Illiquid Markets.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2007Crashes and Recoveries in Illiquid Markets.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 15
paper
2011Liquidity in frictional asset markets In: Working Papers (Old Series).
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paper17
2011Liquidity in Frictional Asset Markets.(2011) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2011Liquidity in Frictional Asset Markets.(2011) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2011Liquidity and the threat of fraudulent assets In: Working Papers (Old Series).
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paper81
2011Liquidity and the Threat of Fraudulent Assets.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 81
paper
2012Liquidity and the Threat of Fraudulent Assets.(2012) In: Journal of Political Economy.
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article
2018Government Guarantees and the Valuation of American Banks In: Staff Report.
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paper7
2018Government Guarantees and the Valuation of American Banks.(2018) In: NBER Chapters.
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chapter
2018Government Guarantees and the Valuation of American Banks.(2018) In: NBER Working Papers.
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paper
2018Government Guarantees and the Valuation of American Banks.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2019Government Guarantees and the Valuation of American Banks.(2019) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2014Competing for order flow in OTC markets In: Working Papers.
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paper25
2014Competing for Order Flow in OTC Markets.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2015Competing for Order Flow in OTC Markets.(2015) In: Journal of Money, Credit and Banking.
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article
2017A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity In: Working Paper.
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paper18
2015A Tractable Model of Monetary Exchange with Ex-post Heterogeneity.(2015) In: NBER Working Papers.
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paper
2018A tractable model of monetary exchange with ex-post heterogeneity.(2018) In: Theoretical Economics.
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This paper has another version. Agregated cites: 18
article
2011Trading with Liquidity and Limited Cognition In: Post-Print.
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paper0
2014Equilibrium Pricing and Trading Volume under Preference Uncertainty In: Post-Print.
[Citation analysis]
paper9
2013Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2013) In: IDEI Working Papers.
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paper
2014Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2014) In: Review of Economic Studies.
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article
2013Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2013) In: TSE Working Papers.
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This paper has another version. Agregated cites: 9
paper
2012Trading and liquidity with limited cognition In: Working Papers.
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paper7
2010Trading and Liquidity with Limited Cognition.(2010) In: IDEI Working Papers.
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paper
2010Trading and Liquidity with Limited Cognition.(2010) In: NBER Working Papers.
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paper
2011Trading and Liquidity with Limited Cognition.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2012Trading and liquidity with limited cognition.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2010Trading and Liquidity with Limited Cognition.(2010) In: TSE Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Liquidity Shocks and Order Book Dynamics In: IDEI Working Papers.
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paper10
2009Liquidity Shocks and Order Book Dynamics.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2009Liquidity shocks and order book dynamics.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 10
paper
2009Liquidity Shocks and Order Book Dynamics.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 10
paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
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paper135
2010Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 135
article
2008Learning from Prices: Public Communication and Welfare In: NBER Working Papers.
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paper117
2008Learning from Prices: Public Communication and Welfare.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 117
paper
2010Learning from Prices: Public Communication and Welfare.(2010) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 117
article
2014Entry and Exit in OTC Derivatives Markets In: NBER Working Papers.
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paper41
2015Entry and Exit in OTC Derivatives Markets.(2015) In: Econometrica.
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article
2015Working through the Distribution: Money in the Short and Long Run In: NBER Working Papers.
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paper9
2007Leaning Against the Wind In: Review of Economic Studies.
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article83
2004Leaning against the wind.(2004) In: 2004 Meeting Papers.
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2006Learning from Private and Public Observation of Others Actions In: MPRA Paper.
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paper29
2019RED Special Issue on Fragmented Financial Markets: An Introduction In: Review of Economic Dynamics.
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article0
2006Learning by Matching In: 2006 Meeting Papers.
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paper0
2007Asset Prices and the Composition of Consumption In: 2007 Meeting Papers.
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paper0
2012Liquidity and Fragility in OTC Credit Derivatives Markets In: 2012 Meeting Papers.
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2014A Model of Monetary Exchange with Lumpy Consumption In: 2014 Meeting Papers.
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2014Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers.
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2015Liquid bank liabilities In: 2015 Meeting Papers.
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2015Long-Run and Short-Run Effects of Money Injections In: 2015 Meeting Papers.
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2018Platform Trading with an OTC Market Fringe In: 2018 Meeting Papers.
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