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 6 10 16 134
An optimal IPO mechanism 0 0 0 0 4 7 13 781
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 6 7 14 3,186
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 1 1 8 227
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 4 5 13 641
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 0 0 22 209
Asset Prices and Volume in a Beauty Contest 0 0 0 58 1 1 3 231
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 0 55 1 2 3 225
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 1 3 6 919
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 1 593 2 4 10 2,320
Equilibrium Asset Pricing Under Heterogeneous Information 0 0 0 150 2 6 8 349
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 3 3 10 303
Expectations and Learning in Iowa 0 0 0 24 2 2 9 228
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 2 2 6 520
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 2 2 4 309
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 4 6 11 194
Price Discovery in Financial Markets: The Case of the CAPM 0 0 0 239 3 3 7 803
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 0 3 77
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 0 17 3 4 7 115
Transaction Prices When Insiders Trade Portfolios 0 0 0 18 2 3 8 103
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility 0 0 0 320 2 5 22 592
Total Working Papers 0 0 2 2,859 51 76 203 12,466

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 2 2 6 122
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 0 0 160 2 5 13 513
Common nonstationary components of asset prices 0 1 7 522 2 5 18 932
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 1 43 1 2 9 220
Expectations and learning in Iowa 0 0 0 37 3 3 7 123
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 0 4 13 1,094
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 2 4 8 225
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 53 2 2 8 301
Local parametric analysis of derivatives pricing and hedging 0 0 0 55 2 3 8 223
Local parametric analysis of hedging in discrete time 0 0 0 21 4 6 12 132
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 0 1 133 2 4 16 736
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 0 4 80
The CAPM in thin experimental financial markets 0 0 0 91 0 1 5 216
Total Journal Articles 0 1 9 1,201 22 41 127 4,917

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Statistics updated 2026-05-06