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 1 1 1 63 1 1 1 119
An optimal IPO mechanism 0 0 0 0 0 2 4 770
Arbitrage Based Pricing When Volatility Is Stochastic 0 0 0 732 0 0 1 3,172
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 17 0 0 1 219
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 14 0 0 2 187
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 0 1 3 629
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 0 1 222
Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets 0 0 0 221 0 0 5 913
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 0 1 150 0 0 2 341
Equilibrium Asset Pricing Under Heterogenous Information 0 0 0 117 1 1 2 294
Expectations and Learning in Iowa 0 0 0 24 0 0 0 219
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 159 1 1 1 515
Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms 0 0 0 54 0 0 1 306
LEARNING-INDUCED SECURITIES PRICE VOLATILITY 0 0 0 0 0 0 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 1 1 1 109
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 4 8 574
Total Working Papers 1 1 3 2,858 4 11 34 12,275

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 1 1 11 501
Common nonstationary components of asset prices 0 3 7 520 0 3 10 920
Excess demand and equilibration in multi-security financial markets: the empirical evidence 0 0 4 42 0 0 5 211
Expectations and learning in Iowa 0 0 0 37 0 0 0 116
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? 0 0 0 2 1 2 7 1,086
Inducing liquidity in thin financial markets through combined-value trading mechanisms 0 0 0 46 1 1 3 218
Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? 0 0 0 53 1 1 3 294
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 1 2 121
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market 0 1 2 133 0 1 4 721
Tax-Induced Intertemporal Restrictions on Security Returns 0 0 0 7 1 1 3 77
The CAPM in thin experimental financial markets 0 0 0 91 0 0 2 211
Total Journal Articles 0 4 13 1,198 5 11 53 4,807

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05