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Details about Peter L. Bossaerts

E-mail:
Homepage:http://www.hss.caltech.edu/~pbs
Workplace:Division of Social Sciences, California Institute of Technology, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Peter L. Bossaerts.

Last updated 2008-08-28. Update your information in the RePEc Author Service.

Short-id: pbo132


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Working Papers

2013

  1. 'Lucas' In The Laboratory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2012

  1. Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2006

  1. Risk Aversion in Laboratory Asset Markets
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (1)

2005

  1. Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (1)
    See also Journal Article in Finance Research Letters (2006)

2003

  1. Equilibrium Asset Pricing Under Heterogeneous Information
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (8)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2003) Downloads
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

2000

  1. Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2000) Downloads

    See also Journal Article in Review of Finance (2004)
  2. Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (3)
    See also Journal Article in European Economic Review (2002)
  3. LEARNING-INDUCED SECURITIES PRICE VOLATILITY
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (5)

1998

  1. Price Discovery in Financial Markets: The Case of the CAPM
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (1)

1997

  1. Expectations and Learning in Iowa
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    See also Journal Article in Journal of Banking & Finance (2000)
  2. IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    See also Journal Article in The Review of Economics and Statistics (2001)

1996

  1. An optimal IPO mechanism
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
  2. Arbitrage Based Pricing When Volatility Is Stochastic
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) Downloads View citations (1)
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (1996) Downloads
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (2)

1993

  1. Asset Prices and Volume in a Beauty Contest
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (1)
  2. Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (1)
  3. Transaction Prices When Insiders Trade Portfolios
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads

1991

  1. Tax-Induced Intertemporal Restrictions on Security Returns
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (2)
    See also Journal Article in Journal of Finance (1994)

Journal Articles

2006

  1. Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment
    Finance Research Letters, 2006, 3, (2), 96-101 Downloads View citations (7)
    See also Working Paper (2005)

2004

  1. Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
    Review of Finance, 2004, 8, (2), 135-169 Downloads View citations (30)
    See also Working Paper (2000)

2003

  1. Excess demand and equilibration in multi-security financial markets: the empirical evidence
    Journal of Financial Markets, 2003, 6, (1), 1-21 Downloads View citations (14)
  2. Local parametric analysis of derivatives pricing and hedging
    Journal of Financial Markets, 2003, 6, (4), 573-605 Downloads View citations (3)

2002

  1. Inducing liquidity in thin financial markets through combined-value trading mechanisms
    European Economic Review, 2002, 46, (9), 1671-1695 Downloads View citations (5)
    See also Working Paper (2000)
  2. The CAPM in thin experimental financial markets
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1093-1112 Downloads View citations (9)

2001

  1. Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners?
    The Review of Economics and Statistics, 2001, 83, (2), 333-347 Downloads View citations (3)
    See also Working Paper (1997)

2000

  1. Expectations and learning in Iowa
    Journal of Banking & Finance, 2000, 24, (9), 1535-1555 Downloads View citations (3)
    See also Working Paper (1997)

1999

  1. Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
    Review of Financial Studies, 1999, 12, (2), 405-28 View citations (190)

1997

  1. Local parametric analysis of hedging in discrete time
    Journal of Econometrics, 1997, 81, (1), 243-272 Downloads View citations (14)

1994

  1. Tax-Induced Intertemporal Restrictions on Security Returns
    Journal of Finance, 1994, 49, (4), 1347-71 Downloads View citations (4)
    See also Working Paper (1991)

1991

  1. Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
    Review of Financial Studies, 1991, 4, (3), 513-41 Downloads View citations (44)

1988

  1. Common nonstationary components of asset prices
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 347-364 Downloads View citations (30)
 
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