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

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

  3. Peter Bossaerts & Caroline Fohlin, 2000. "Universal Banking and the Pricing of Securities Risk: Historical Evidence from Germany," Econometric Society World Congress 2000 Contributed Papers 1596, Econometric Society. [Downloadable!]

  4. Bossaerts, Peter, 1997. "The Dynamics of Equity Prices in Fallible Markets," Working Papers 1015, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  5. Bossaerts, Peter, 1996. "Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs," Working Papers 958, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  6. 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:

  7. Bossaerts, Peter, 1995. "Rational Price Discovery in Experimental and Field Data," Working Papers 952, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

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

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

  10. 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.

  11. P. Bossaerts & C. Hafner & W. H"Ardle, . "Foreign Exchange Rates Have Surprising Volatility," Sonderforschungsbereich 373 1996-68, Humboldt Universitaet Berlin.

Articles

  1. 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)

  2. 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:

  3. 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)

  4. 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.

  5. 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)

  6. 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)

  7. RePEc:cup:etheor:v:11:y:1995:i:1:p:151-89 is not listed on IDEAS

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This page was last updated on 2008-7-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.