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Information about:
Peter L. Bossaerts

Personal Details | Affiliation | Works
This is information that was supplied by Peter Bossaerts in registering through RePEc. If you are Peter L. Bossaerts , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Peter
Middle Name: L.
Last Name: Bossaerts
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RePEc Short-ID: pbo132

Email:
Homepage: http://www.hss.caltech.edu/~pbs
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Peter Bossaerts & William R. Zame, 2006. "Risk Aversion in Laboratory Asset Markets," Levine's Bibliography 122247000000001317, UCLA Department of Economics. [Downloadable!]

  2. Peter Bossaerts & William R. Zame, 2005. "Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment," UCLA Economics Working Papers 841, UCLA Department of Economics. [Downloadable!]
    Published as:

  3. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of Economics. [Downloadable!]
    Other versions:

  4. Ledyard, John O. & Bossaerts, Peter & Fine, Leslie., 2000. "Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms," Working Papers 1095, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  5. Peter Bossaerts, 2000. "Learning-Induced Securities Price Volatility," Computing in Economics and Finance 2000 299, Society for Computational Economics.

  6. Bossaerts, Peter & Plott, Charles R., 2000. "Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets," Working Papers 1070, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Other versions:
    Published as:

  7. Bossaerts, Peter & Kleiman, Daniel & Plott, Charles, 1998. "Price Discovery in Financial Markets: The Case of the CAPM," Working Papers 1032, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  8. Bossaerts, Peter & Bodarenko, Oleg, 1997. "Expectations and Learning in Iowa," Working Papers 989, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  9. Bossaerts, Peter & Hillion, Pierre, 1997. "IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?," Working Papers 1014, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  10. BIAIS, Bruno & BOSSAERTS, Peter & ROCHET, Jean-Charles, 1996. "An optimal IPO mechanism," IDEI Working Papers 59, Institut d'Économie Industrielle (IDEI), Toulouse.
    Published as:

  11. Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    Other versions:

  12. Bossaerts, P. & Hillion, P., 1995. "Local Parametric Analysis of Hedging in Discrete Time," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  13. Biais, Bruno & Bossaerts, Peter, 1993. "Asset Prices and Volume in a Beauty Contest," Working Papers 832, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  14. Bossaerts, Peter, 1993. "Transaction Prices When Insiders Trade Portfolios," Working Papers 835, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  15. Bossaerts, Peter & Hillion, Pierre, 1993. "Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections," Working Papers 854, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  16. Bossaerts, Peter & Dammon, Robert M., 1991. "Tax-Induced Intertemporal Restrictions on Security Returns," Working Papers 763, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  17. P. Bossaerts & W. H"Ardle & C. Hafner, . "A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series," Sonderforschungsbereich 373 1995-45, Humboldt Universitaet Berlin.

Articles

  1. Bossaerts, Peter & Zame, William R., 2006. "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment," Finance Research Letters, Elsevier, vol. 3(2), pages 96-101, June. [Downloadable!] (restricted)
    Other versions:

  2. Peter Bossaerts & Charles Plott, 2004. "Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets," Review of Finance, Springer, vol. 8(2), pages 135-169. [Downloadable!]
    Other versions:

  3. Peter Bossaerts, 2004. "Filtering Returns for Unspecified Biases in Priors when Testing Asset PricingTheory," Review of Economic Studies, Blackwell Publishing, vol. 71(1), pages 63-86, 01. [Downloadable!] (restricted)

  4. Bossaerts, Peter & Hillion, Pierre, 2003. "Local parametric analysis of derivatives pricing and hedging," Journal of Financial Markets, Elsevier, vol. 6(4), pages 573-605, August. [Downloadable!] (restricted)

  5. Asparouhova, Elena & Bossaerts, Peter & Plott, Charles, 2003. "Excess demand and equilibration in multi-security financial markets: the empirical evidence," Journal of Financial Markets, Elsevier, vol. 6(1), pages 1-21, January. [Downloadable!] (restricted)

  6. Bossaerts, Peter & Plott, Charles, 2002. "The CAPM in thin experimental financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1093-1112, July. [Downloadable!] (restricted)

  7. Bossaerts, Peter & Fine, Leslie & Ledyard, John, 2002. "Inducing liquidity in thin financial markets through combined-value trading mechanisms," European Economic Review, Elsevier, vol. 46(9), pages 1671-1695, October. [Downloadable!] (restricted)
    Other versions:

  8. Biais, Bruno & Bossaerts, Peter & Rochet, Jean-Charles, 2002. "An Optimal IPO Mechanism," Review of Economic Studies, Blackwell Publishing, vol. 69(1), pages 117-46, January.
    Other versions:

  9. Peter Bossaerts & Pierre Hillion, 2001. "Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners?," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 333-347, May. [Downloadable!] (restricted)
    Other versions:

  10. Bondarenko, Oleg & Bossaerts, Peter, 2000. "Expectations and learning in Iowa," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1535-1555, September. [Downloadable!] (restricted)
    Other versions:

  11. Bossaerts, Peter & Hillion, Pierre, 1999. "Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(2), pages 405-28.

  12. Biais, Bruno & Bossaerts, Peter, 1998. "Asset Prices and Trading Volume in a Beauty Contest," Review of Economic Studies, Blackwell Publishing, vol. 65(2), pages 307-40, April. [Downloadable!] (restricted)

  13. Bossaerts, Peter & Hillion, Pierre, 1997. "Local parametric analysis of hedging in discrete time," Journal of Econometrics, Elsevier, vol. 81(1), pages 243-272, November. [Downloadable!] (restricted)
    Other versions:

  14. Bossaerts, Peter & Dammon, Robert M, 1994. " Tax-Induced Intertemporal Restrictions on Security Returns," Journal of Finance, American Finance Association, vol. 49(4), pages 1347-71, September. [Downloadable!] (restricted)
    Other versions:

  15. Bossaerts, Peter & Hillion, Pierre, 1991. "Market Microstructure Effects of Government Intervention in the Foreign Exchange Market," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 4(3), pages 513-41. [Downloadable!] (restricted)

  16. Bossaerts, Peter, 1988. "Common nonstationary components of asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 347-364. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EXP: Experimental Economics (2) 2000-04-17 2006-04-29 Author is listed
  2. NEP-FIN: Finance (3) 2000-04-17 2003-08-24 2004-12-02 Author is listed
  3. NEP-FMK: Financial Markets (3) 2000-04-17 2006-02-19 2006-04-29 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2006-02-19 Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2006-04-29 Author is listed
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This page was last updated on 2009-6-20.

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