2007
Gregoir, Stéphane and Weill, Pierre-Olivier
(2007)
Equilibria with Optimal Misspecified Beliefs and Rational Expectations Equilibrium.
Journal of Economic Dynamics and Control, 31 (1).
pp. 81-109.
2009
Biais, Bruno and Weill, Pierre-Olivier
(2009)
Liquidity Shocks and Order Book Dynamics.
TSE Working Paper, n. 09-037
2010
Biais, Bruno, Hombert, Johan
and Weill, Pierre-Olivier
(2010)
Trading and Liquidity with Limited Cognition.
TSE Working Paper, n. 10-242, Toulouse
2014
Biais, Bruno, Hombert, Johan
and Weill, Pierre-Olivier
(2014)
Equilibrium Pricing and Trading Volume under Preference Uncertainty.
Review of Economic Studies, vol.81 (n°4).
pp. 1401-1437.