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 1 7 10 128
An optimal IPO mechanism 0 0 0 0 1 5 10 777
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 0 3 8 3,180
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 0 3 7 226
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 0 4 9 637
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 0 19 22 209
Asset Prices and Volume in a Beauty Contest 0 0 0 58 0 0 2 230
Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment 0 0 0 55 0 2 2 224
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 1 3 5 918
Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 1 593 1 4 8 2,318
Equilibrium Asset Pricing Under Heterogeneous Information 0 0 0 150 1 6 6 347
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 0 5 7 300
Expectations and Learning in Iowa 0 0 0 24 0 3 7 226
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 0 1 4 518
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 0 0 2 307
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 0 3 7 190
Price Discovery in Financial Markets: The Case of the CAPM 0 0 0 239 0 2 4 800
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 3 3 77
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections 0 0 0 17 1 3 4 112
Transaction Prices When Insiders Trade Portfolios 0 0 0 18 0 5 6 101
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility 0 0 0 320 1 6 20 590
Total Working Papers 0 0 2 2,859 7 87 153 12,415

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 3 4 120
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets 0 0 0 160 3 5 11 511
Common nonstationary components of asset prices 0 2 7 522 1 7 16 930
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 1 43 1 5 8 219
Expectations and learning in Iowa 0 0 0 37 0 3 4 120
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 2 5 14 1,094
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 1 3 6 223
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 53 0 2 6 299
Local parametric analysis of derivatives pricing and hedging 0 0 0 55 0 5 6 221
Local parametric analysis of hedging in discrete time 0 0 0 21 1 4 8 128
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 0 1 133 0 7 15 734
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 0 2 4 80
The CAPM in thin experimental financial markets 0 0 0 91 0 2 7 216
Total Journal Articles 0 2 9 1,201 9 53 109 4,895

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Statistics updated 2026-04-09