Details about Peter L. Bossaerts

Access statistics for papers by Peter L. Bossaerts.

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

Short-id: pbo132

Working Papers

2013

1. 'Lucas' In The Laboratory
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2012

2. Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2005

3. Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment
   UCLA Economics Working Papers, UCLA Department of Economics View citations (3)
   See also Journal Article Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment, Finance Research Letters, Elsevier (2006) View citations (11) (2006)

2003

4. Equilibrium Asset Pricing Under Heterogenous Information
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

2000

5. Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2000)
   See also Journal Article Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets, Review of Finance, Springer (2004) View citations (66) (2004)
6. Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
   See also Journal Article Inducing liquidity in thin financial markets through combined-value trading mechanisms, European Economic Review, Elsevier (2002) View citations (15) (2002)
7. LEARNING-INDUCED SECURITIES PRICE VOLATILITY
   Computing in Economics and Finance 2000, Society for Computational Economics View citations (5)

1998

8. Price Discovery in Financial Markets: The Case of the CAPM
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1997

9. Expectations and Learning in Iowa
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
   See also Journal Article Expectations and learning in Iowa, Journal of Banking & Finance, Elsevier (2000) View citations (6) (2000)
10. IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See also Journal Article Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners?, The Review of Economics and Statistics, MIT Press (2001) View citations (6) (2001)

1996

11. An optimal IPO mechanism
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
12. Arbitrage Based Pricing When Volatility Is Stochastic
    CIRANO Working Papers, CIRANO View citations (15)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations (15)
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (1996)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (16)

1993

13. Asset Prices and Volume in a Beauty Contest
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
14. 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
15. Transaction Prices When Insiders Trade Portfolios
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1991

16. Tax-Induced Intertemporal Restrictions on Security Returns
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See also Journal Article Tax-Induced Intertemporal Restrictions on Security Returns, Journal of Finance, American Finance Association (1994) View citations (7) (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 View citations (11)
   See also Working Paper Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment, UCLA Economics Working Papers (2005) View citations (3) (2005)

2004

2. Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
   Review of Finance, 2004, 8, (2), 135-169 View citations (66)
   See also Working Paper Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets, CEPR Discussion Papers (2000) View citations (3) (2000)

2003

3. Excess demand and equilibration in multi-security financial markets: the empirical evidence
   Journal of Financial Markets, 2003, 6, (1), 1-21 View citations (28)
4. Local parametric analysis of derivatives pricing and hedging
   Journal of Financial Markets, 2003, 6, (4), 573-605 View citations (4)

2002

5. Inducing liquidity in thin financial markets through combined-value trading mechanisms
   European Economic Review, 2002, 46, (9), 1671-1695 View citations (15)
   See also Working Paper Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms, Working Papers (2000) (2000)
6. The CAPM in thin experimental financial markets
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1093-1112 View citations (19)

2001

7. Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners?
   The Review of Economics and Statistics, 2001, 83, (2), 333-347 View citations (6)
   See also Working Paper IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?, Working Papers (1997) (1997)

2000

8. Expectations and learning in Iowa
   Journal of Banking & Finance, 2000, 24, (9), 1535-1555 View citations (6)
   See also Working Paper Expectations and Learning in Iowa, Working Papers (1997) (1997)

1999

9. Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
   The Review of Financial Studies, 1999, 12, (2), 405-28 View citations (293)

1997

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

1994

11. Tax-Induced Intertemporal Restrictions on Security Returns
    Journal of Finance, 1994, 49, (4), 1347-71 View citations (7)
    See also Working Paper Tax-Induced Intertemporal Restrictions on Security Returns, Working Papers (1991) (1991)

1991

12. Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
    The Review of Financial Studies, 1991, 4, (3), 513-41 View citations (53)

1988

13. Common nonstationary components of asset prices
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 347-364 View citations (36)