Liquidity premia in dynamic bargaining markets. - Pierre-Olivier Weill (J. Econ. Theory, 2008)

Crises and liquidity in over-the-counter markets. - Ricardo Lagos; Guillaume Rocheteau; Pierre-Olivier Weill (J. Econ. Theory, 2011)

Learning from private and public observations of others' actions. - Manuel Amador; Pierre-Olivier Weill (J. Econ. Theory, 2012)

Inventory, market making, and liquidity in OTC markets. - Assa Cohen; Mahyar Kargar; Benjamin Lester; Pierre-Olivier Weill (J. Econ. Theory, 2024)