Peter L. Bossaerts
Names
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Peter |
| middle: |
L. |
| last: |
Bossaerts |
Identifer
Contact
Affiliations
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California Institute of Technology
/ Division of Social Sciences (weight: 50%)
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Centre for Economic Policy Research (CEPR) (weight: 50%)
Research profile
author of:
- Tax-Induced Intertemporal Restrictions on Security Returns (repec:bla:jfinan:v:49:y:1994:i:4:p:1347-71)
by Bossaerts, Peter & Dammon, Robert M - Arbitrage Based Pricing When Volatility Is Stochastic (repec:cir:cirwor:96s-20)
by Peter Bossaert & Eric Ghysels & Christian Gouriéroux - Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment (repec:cla:uclawp:841)
by Peter Bossaerts & William R. Zame - IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? (repec:clt:sswopa:1014)
by Bossaerts, Peter & Hillion, Pierre - Price Discovery in Financial Markets: The Case of the CAPM (repec:clt:sswopa:1032)
by Bossaerts, Peter & Kleiman, Daniel & Plott, Charles - Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets (repec:clt:sswopa:1070)
by Bossaerts, Peter & Plott, Charles R. - Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms (repec:clt:sswopa:1095)
by Ledyard, John O. & Bossaerts, Peter & Fine, Leslie. - Tax-Induced Intertemporal Restrictions on Security Returns (repec:clt:sswopa:763)
by Bossaerts, Peter & Dammon, Robert M. - Asset Prices and Volume in a Beauty Contest (repec:clt:sswopa:832)
by Biais, Bruno & Bossaerts, Peter - Transaction Prices When Insiders Trade Portfolios (repec:clt:sswopa:835)
by Bossaerts, Peter - Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections (repec:clt:sswopa:854)
by Bossaerts, Peter & Hillion, Pierre - Arbitrage-Based Pricing When Volatility is Stochastic (repec:clt:sswopa:977)
by Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian - Expectations and Learning in Iowa (repec:clt:sswopa:989)
by Bossaerts, Peter & Bodarenko, Oleg - Equilibrium Asset Pricing Under Heterogeneous Information (repec:cmu:gsiawp:-428182988)
by Bruno Biais & Peter Bossaerts & Chester Spatt - Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets (repec:cpr:ceprdp:2578)
by Bossaerts, Peter & Plott, Charles - Common nonstationary components of asset prices (repec:eee:dyncon:v:12:y:1988:i:2-3:p:347-364)
by Bossaerts, Peter - The CAPM in thin experimental financial markets (repec:eee:dyncon:v:26:y:2002:i:7-8:p:1093-1112)
by Bossaerts, Peter & Plott, Charles - Local parametric analysis of hedging in discrete time (repec:eee:econom:v:81:y:1997:i:1:p:243-272)
by Bossaerts, Peter & Hillion, Pierre - Inducing liquidity in thin financial markets through combined-value trading mechanisms (repec:eee:eecrev:v:46:y:2002:i:9:p:1671-1695)
by Bossaerts, Peter & Fine, Leslie & Ledyard, John - Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (repec:eee:finlet:v:3:y:2006:i:2:p:96-101)
by Bossaerts, Peter & Zame, William R. - Excess demand and equilibration in multi-security financial markets: the empirical evidence (repec:eee:finmar:v:6:y:2003:i:1:p:1-21)
by Asparouhova, Elena & Bossaerts, Peter & Plott, Charles - Local parametric analysis of derivatives pricing and hedging (repec:eee:finmar:v:6:y:2003:i:4:p:573-605)
by Bossaerts, Peter & Hillion, Pierre - Expectations and learning in Iowa (repec:eee:jbfina:v:24:y:2000:i:9:p:1535-1555)
by Bondarenko, Oleg & Bossaerts, Peter - Equilibrium Asset Pricing Under Heterogenous Information (repec:ide:wpaper:635)
by Biais, Bruno & Bossaerts, Peter & Spatt, Chester - An optimal IPO mechanism (repec:ide:wpaper:719)
by Biais, Bruno & Bossaerts, Peter & Rochet, Jean-Charles - Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets (repec:kap:eurfin:v:8:y:2004:i:2:p:135-169)
by Peter Bossaerts & Charles Plott - Arbitrage-Based Pricing when Volatility is Stochastic (repec:mtl:montde:9615)
by Bossaerts, P. & Ghysels, E. & Gourieroux, C. - Arbitrage-Based Pricing when Volatility is Stochastic (repec:mtl:montec:9615)
by Bossaerts, P. & Ghysels, E. & Gourieroux, C. - Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility (repec:nbr:nberwo:18562)
by Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel - 'Lucas' In The Laboratory (repec:nbr:nberwo:19068)
by Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame - Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? (repec:oup:rfinst:v:12:y:1999:i:2:p:405-28)
by Bossaerts, Peter & Hillion, Pierre - Market Microstructure Effects of Government Intervention in the Foreign Exchange Market (repec:oup:rfinst:v:4:y:1991:i:3:p:513-41)
by Bossaerts, Peter & Hillion, Pierre - Learning-Induced Securities Price Volatility (repec:sce:scecf0:299)
by Peter Bossaerts - Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? (repec:tpr:restat:v:83:y:2001:i:2:p:333-347)
by Peter Bossaerts & Pierre Hillion