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 1 63 3 4 6 124
An optimal IPO mechanism 0 0 0 0 2 3 7 774
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 2 6 7 3,179
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 3 6 7 226
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 3 5 9 636
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 19 22 23 209
Asset Prices and Volume in a Beauty Contest 0 0 0 58 0 1 2 230
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 0 55 1 1 1 223
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 1 3 4 916
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 1 593 2 3 6 2,316
Equilibrium Asset Pricing Under Heterogeneous Information 0 0 0 150 2 2 2 343
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 5 6 7 300
Expectations and Learning in Iowa 0 0 0 24 3 6 7 226
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 1 3 4 518
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 0 1 2 307
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 1 5 5 188
Price Discovery in Financial Markets: The Case of the CAPM 0 0 0 239 2 3 4 800
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 3 3 3 77
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 0 17 2 2 3 111
Transaction Prices When Insiders Trade Portfolios 0 0 0 18 4 5 5 100
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility 0 0 0 320 3 11 18 587
Total Working Papers 0 0 2 2,859 62 101 132 12,390

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 3 4 4 120
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 0 0 160 2 6 14 508
Common nonstationary components of asset prices 1 1 6 521 4 7 14 927
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 1 43 4 5 7 218
Expectations and learning in Iowa 0 0 0 37 3 4 4 120
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 1 3 10 1,090
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 1 1 4 221
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 53 2 4 6 299
Local parametric analysis of derivatives pricing and hedging 0 0 0 55 4 4 5 220
Local parametric analysis of hedging in discrete time 0 0 0 21 2 5 6 126
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 0 1 133 5 8 13 732
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 2 3 6 80
The CAPM in thin experimental financial markets 0 0 0 91 1 3 6 215
Total Journal Articles 1 1 8 1,200 34 57 99 4,876

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Statistics updated 2026-02-12