Advanced Search
MyIDEAS: Login

Peter L. Bossaerts

Contents:

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Peter
Middle Name: L.
Last Name: Bossaerts
Suffix:

RePEc Short-ID: pbo132

Email:
Homepage: http://www.hss.caltech.edu/~pbs
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2013. "'Lucas' In The Laboratory," NBER Working Papers 19068, National Bureau of Economic Research, Inc.
  2. Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2012. "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," NBER Working Papers 18562, National Bureau of Economic Research, Inc.
  3. Peter Bossaerts & William R. Zame, 2006. "Risk Aversion in Laboratory Asset Markets," Levine's Bibliography 122247000000001317, UCLA Department of Economics.
  4. 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.
  5. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of 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.
  7. Peter Bossaerts, 2000. "Learning-Induced Securities Price Volatility," Computing in Economics and Finance 2000 299, Society for Computational Economics.
  8. 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.
  9. 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.
  10. Bossaerts, Peter & Bodarenko, Oleg, 1997. "Expectations and Learning in Iowa," Working Papers 989, California Institute of Technology, Division of the Humanities and Social Sciences.
  11. 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.
  12. Biais, Bruno & Bossaerts, Peter & Rochet, Jean-Charles, 1996. "An optimal IPO mechanism," IDEI Working Papers 59, Institut d'Économie Industrielle (IDEI), Toulouse.
  13. 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.
  14. Bossaerts, P. & Hillion, P., 1995. "Local Parametric Analysis of Hedging in Discrete Time," Discussion Paper 1995-23, Tilburg University, Center for Economic Research.
  15. Bossaerts, Peter, 1993. "Transaction Prices When Insiders Trade Portfolios," Working Papers 835, California Institute of Technology, Division of the Humanities and Social Sciences.
  16. 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.
  17. 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.
  18. 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.

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.
  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.
  3. Peter Bossaerts, 2004. "Filtering Returns for Unspecified Biases in Priors when Testing Asset PricingTheory," Review of Economic Studies, Wiley Blackwell, vol. 71(1), pages 63-86, 01.
  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.
  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.
  6. 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.
  7. Biais, Bruno & Bossaerts, Peter & Rochet, Jean-Charles, 2002. "An Optimal IPO Mechanism," Review of Economic Studies, Wiley Blackwell, vol. 69(1), pages 117-46, January.
  8. 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.
  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.
  10. Bondarenko, Oleg & Bossaerts, Peter, 2000. "Expectations and learning in Iowa," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1535-1555, September.
  11. Bossaerts, Peter & Hillion, Pierre, 1999. "Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?," Review of Financial Studies, 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, Wiley Blackwell, vol. 65(2), pages 307-40, April.
  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.
  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.
  15. Bossaerts, Peter & Hillion, Pierre, 1991. "Market Microstructure Effects of Government Intervention in the Foreign Exchange Market," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 513-41.
  16. Bossaerts, Peter, 1988. "Common nonstationary components of asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 347-364.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2012-12-06
  2. NEP-EVO: Evolutionary Economics (1) 2012-12-06
  3. NEP-EXP: Experimental Economics (4) 2000-04-17 2006-05-02 2012-12-06 2013-06-04. Author is listed
  4. NEP-FIN: Finance (3) 2000-04-17 2003-08-24 2004-12-02. Author is listed
  5. NEP-FMK: Financial Markets (3) 2000-04-17 2006-02-24 2006-05-22. Author is listed
  6. NEP-FOR: Forecasting (1) 2013-06-04
  7. NEP-MAC: Macroeconomics (2) 2006-02-21 2013-06-04. Author is listed
  8. NEP-NEU: Neuroeconomics (1) 2012-12-06
  9. NEP-UPT: Utility Models & Prospect Theory (2) 2006-05-03 2012-12-06. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Journal Pages, Weighted by Simple Impact Factor
  4. Number of Journal Pages, Weighted by Recursive Impact Factor
  5. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  7. Closeness measure in co-authorship network
  8. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Peter Bossaerts should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.