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
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Working Papers
2013
- 'Lucas' In The Laboratory
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2012
- 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
- 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
- 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
- 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)
- 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 (14) (2002)
- LEARNING-INDUCED SECURITIES PRICE VOLATILITY
Computing in Economics and Finance 2000, Society for Computational Economics View citations (5)
1998
- Price Discovery in Financial Markets: The Case of the CAPM
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
1997
- 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)
- 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
- An optimal IPO mechanism
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
- Arbitrage Based Pricing When Volatility Is Stochastic
CIRANO Working Papers, CIRANO View citations (15)
Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (1996)  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations (15) Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (16)
1993
- Asset Prices and Volume in a Beauty Contest
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
- 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
- Transaction Prices When Insiders Trade Portfolios
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
1991
- 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
- 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
- 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
- Excess demand and equilibration in multi-security financial markets: the empirical evidence
Journal of Financial Markets, 2003, 6, (1), 1-21 View citations (28)
- Local parametric analysis of derivatives pricing and hedging
Journal of Financial Markets, 2003, 6, (4), 573-605 View citations (4)
2002
- Inducing liquidity in thin financial markets through combined-value trading mechanisms
European Economic Review, 2002, 46, (9), 1671-1695 View citations (14)
See also Working Paper Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms, Working Papers (2000) (2000)
- The CAPM in thin experimental financial markets
Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1093-1112 View citations (19)
2001
- 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
- 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
- Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
The Review of Financial Studies, 1999, 12, (2), 405-28 View citations (292)
1997
- Local parametric analysis of hedging in discrete time
Journal of Econometrics, 1997, 81, (1), 243-272 View citations (14)
1994
- 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
- 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
- Common nonstationary components of asset prices
Journal of Economic Dynamics and Control, 1988, 12, (2-3), 347-364 View citations (36)
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