Working Papers Peter Bossaerts

# Title Authors Created
1450 Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing Ledyard, John O.
Asparouhova, Elena
Bossaerts, Peter
1095 Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms. Ledyard, John O.
Bossaerts, Peter
Fine, Leslie R.T.
1084 The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany Fohlin, Caroline M.
Bossaerts, Peter
1070 Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets Bossaerts, Peter
Plott, Charles R.
1032 Price Discovery in Financial Markets: The Case of the CAPM Bossaerts, Peter
Kleiman, Daniel
Plott, Charles R.
1015 The Dynamics of Equity Prices in Fallible Markets Bossaerts, Peter 08/01/1997
1014 IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? Bossaerts, Peter
Hillion, Pierre
989 Expectations and Learning in Iowa Bossaerts, Peter
Bodarenko, Oleg
977 Arbitrage-Based Pricing When Volatility is Stochastic Bossaerts, Peter
Ghysels, Eric
Gourieroux, Christian
958 Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs Bossaerts, Peter 05/01/1996
952 Rational Price Discovery in Experimental and Field Data Bossaerts, Peter 07/01/1995
854 Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections Bossaerts, Peter
Hillion, Pierre
835 Transaction Prices When Insiders Trade Portfolios Bossaerts, Peter 02/01/1993
832 Asset Prices and Volume in a Beauty Contest Biais, Bruno
Bossaerts, Peter
797 Lower Bounds on Asset Return Comovement. Bossaerts, Peter 06/01/1992
796 Asset Prices in a Speculative Market. Bossaerts, Peter 06/01/1992
764 Noisy Signalling in Financial Markets. Bossaerts, Peter
Hughson, Eric
763 Tax-Induced Intertemporal Restrictions on Security Returns. Bossaerts, Peter
Dammon, Robert M.
751 Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests. Bossaerts, Peter
Hillion, Pierre