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
'Lucas' In The Laboratory 0 0 0 62 0 0 0 118
An optimal IPO mechanism 0 0 0 0 0 1 5 767
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 0 1 1 3,172
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 0 1 2 219
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 1 2 2 187
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 1 2 4 628
Asset Prices and Volume in a Beauty Contest 0 0 0 58 0 0 0 228
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 0 55 0 1 1 222
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 0 1 6 912
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 592 0 0 0 2,310
Equilibrium Asset Pricing Under Heterogeneous Information 0 1 2 150 0 1 3 341
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 0 0 2 293
Expectations and Learning in Iowa 0 0 0 24 0 0 1 219
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 0 0 1 514
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 0 0 0 305
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 0 1 1 183
Price Discovery in Financial Markets: The Case of the CAPM 0 0 0 239 0 0 0 796
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 0 0 74
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 0 17 0 0 0 108
Transaction Prices When Insiders Trade Portfolios 0 0 0 18 0 0 0 95
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility 0 0 1 320 0 2 7 569
Total Working Papers 0 1 3 2,857 2 13 36 12,260

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment 0 0 0 31 0 0 2 116
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 0 0 160 3 5 8 497
Common nonstationary components of asset prices 0 2 9 515 1 3 17 914
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 3 4 42 0 3 5 211
Expectations and learning in Iowa 0 0 1 37 0 0 1 116
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 0 0 4 1,080
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 0 0 3 217
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 1 53 0 0 4 293
Local parametric analysis of derivatives pricing and hedging 0 0 0 55 0 0 1 215
Local parametric analysis of hedging in discrete time 0 0 0 21 0 0 1 120
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 0 1 132 0 0 2 719
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 1 1 1 75
The CAPM in thin experimental financial markets 0 0 0 91 0 0 0 209
Total Journal Articles 0 5 16 1,192 5 12 49 4,782

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Statistics updated 2025-03-03