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 1 6 20 421
An optimal IPO mechanism 0 0 0 0 4 24 80 310
Arbitrage Based Pricing When Volatility Is Stochastic 5 10 32 694 12 31 107 2,975
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 2 11 3 7 15 162
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 0 0 7 14 684
Arbitrage-Based Pricing when Volatility is Stochastic 0 1 2 2 1 3 13 121
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 19 27 39 519
Asset Prices and Volume in a Beauty Contest 0 0 4 28 2 4 14 151
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 1 2 20 1 10 32 96
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 1 2 12 168 5 18 62 582
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 1 3 19 440 9 20 106 1,504
Equilibrium Asset Pricing Under Heterogeneous Information 0 4 17 102 2 10 41 176
Equilibrium Asset Pricing Under Heterogeneous Information 1 4 29 174 2 8 46 474
Equilibrium Asset Pricing Under Heterogenous Information 1 5 11 74 2 10 25 170
Expectations and Learning in Iowa 0 1 2 12 1 2 8 169
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 5 128 1 3 23 414
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 1 4 5 19 4 10 18 142
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 1 2 18 125
Local Parametric Analysis of Hedging in Discrete Time 1 8 22 274 3 19 54 1,018
Price Discovery in Financial Markets: The Case of the CAPM 1 2 18 182 2 6 32 673
Risk Aversion in Laboratory Asset Markets 1 1 7 35 6 7 16 66
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 0 1 1 2 42
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 1 7 2 3 5 79
Transaction Prices When Insiders Trade Portfolios 0 0 1 5 0 1 2 54
Total Working Papers 13 46 191 2,537 84 239 792 11,127

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 1 1 12 44 203 1,093
Asset Prices and Trading Volume in a Beauty Contest 1 6 24 102 1 17 57 364
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment 1 1 1 9 2 8 22 43
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 1 6 55 2 4 15 145
Common nonstationary components of asset prices 1 8 38 72 2 10 55 109
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 3 15 2 7 28 78
Expectations and learning in Iowa 0 0 5 18 1 3 12 38
Filtering Returns for Unspecified Biases in Priors when Testing Asset PricingTheory 0 0 3 15 0 4 17 101
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 1 2 6 26 108 721
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 7 1 2 3 37
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 3 35 1 1 21 202
Local parametric analysis of derivatives pricing and hedging 0 0 3 32 1 4 9 83
Local parametric analysis of hedging in discrete time 0 3 3 9 2 5 7 28
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 2 21 84 4 16 89 540
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 1 3 1 1 6 10
The CAPM in thin experimental financial markets 0 0 1 49 2 3 4 99
Total Journal Articles 3 21 114 508 40 155 656 3,691

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Statistics updated 2008-09-04