Access Statistics for Peter L. Bossaerts

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 161 0 1 11 430
An optimal IPO mechanism 0 0 0 0 10 27 73 370
Arbitrage Based Pricing When Volatility Is Stochastic 1 3 19 705 3 12 79 3,032
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 1 12 0 0 8 166
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 3 4 0 2 14 132
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 0 3 48 542
Asset Prices and Volume in a Beauty Contest 1 3 9 37 1 6 20 168
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 4 24 2 3 26 116
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 2 6 11 178 6 20 65 639
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 2 9 23 462 12 32 105 1,597
Equilibrium Asset Pricing Under Heterogeneous Information 1 2 11 111 1 5 24 195
Equilibrium Asset Pricing Under Heterogeneous Information 0 1 11 183 5 10 32 501
Equilibrium Asset Pricing Under Heterogenous Information 1 3 11 82 2 6 22 185
Expectations and Learning in Iowa 0 2 6 17 2 6 15 182
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 1 2 6 134 6 8 18 430
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 1 2 9 27 4 14 35 172
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 0 4 9 132
Local Parametric Analysis of Hedging in Discrete Time 1 2 15 283 4 10 36 1,044
Price Discovery in Financial Markets: The Case of the CAPM 2 5 13 193 3 8 31 700
Risk Aversion in Laboratory Asset Markets 2 5 17 51 2 7 36 96
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 0 1 1 6 47
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 3 10 0 1 13 90
Transaction Prices When Insiders Trade Portfolios 1 1 2 7 1 1 8 61
Total Working Papers 16 46 174 2,682 65 187 734 11,027

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Optimal IPO Mechanism 0 0 0 1 15 45 179 1,244
Asset Prices and Trading Volume in a Beauty Contest 3 8 27 124 3 12 50 403
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment 0 1 2 10 0 2 10 49
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 4 9 19 74 11 26 66 209
Common nonstationary components of asset prices 5 29 67 134 12 44 100 203
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 2 5 20 1 5 25 98
Expectations and learning in Iowa 0 2 2 20 1 5 14 49
Filtering Returns for Unspecified Biases in Priors when Testing Asset PricingTheory 0 0 3 18 0 0 8 108
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 0 9 69 778
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 1 5 12 0 2 9 44
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 1 2 37 1 5 11 212
Local parametric analysis of derivatives pricing and hedging 3 5 8 40 3 6 15 95
Local parametric analysis of hedging in discrete time 0 0 2 10 0 1 10 35
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 2 12 96 2 8 70 602
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 3 3 3 6 15
The CAPM in thin experimental financial markets 1 1 6 55 1 5 15 111
Total Journal Articles 16 61 160 656 53 178 657 4,255

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Statistics updated 2009-07-03