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 63 2 5 20 139
An optimal IPO mechanism 0 0 0 0 1 1 13 783
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 0 1 15 3,187
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 2 2 10 229
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 0 0 22 209
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 0 0 14 643
Asset Prices and Volume in a Beauty Contest 0 0 0 58 0 0 3 231
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 0 55 0 0 3 225
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 1 1 7 920
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 1 593 0 0 10 2,320
Equilibrium Asset Pricing Under Heterogeneous Information 0 0 0 150 1 1 9 350
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 1 1 10 304
Expectations and Learning in Iowa 0 0 0 24 0 0 9 228
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 0 1 6 521
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 0 1 5 311
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 1 1 12 195
Price Discovery in Financial Markets: The Case of the CAPM 0 0 0 239 0 0 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 0 0 6 115
Transaction Prices When Insiders Trade Portfolios 0 0 0 18 0 0 8 103
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility 0 0 0 320 2 4 25 599
Total Working Papers 0 0 1 2,859 11 19 217 12,492

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 1 7 123
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 0 1 161 1 2 16 517
Common nonstationary components of asset prices 0 1 3 523 0 1 13 933
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 1 43 1 1 11 222
Expectations and learning in Iowa 0 0 0 37 0 1 8 124
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 0 2 10 1,096
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 0 0 7 225
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 53 0 1 8 302
Local parametric analysis of derivatives pricing and hedging 0 0 0 55 1 2 10 225
Local parametric analysis of hedging in discrete time 0 0 0 21 0 0 11 132
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 0 0 133 0 1 17 738
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 1 4 81
The CAPM in thin experimental financial markets 0 0 0 91 1 1 6 217
Total Journal Articles 0 1 5 1,203 4 14 128 4,935

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Statistics updated 2026-09-10