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
07/27/2020
1095 Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms. Ledyard, John O.
Bossaerts, Peter
Fine, Leslie R.T.
08/01/2000
1084 The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany Fohlin, Caroline M.
Bossaerts, Peter
07/01/2000
1070 Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets Bossaerts, Peter
Plott, Charles R.
01/01/2000
1032 Price Discovery in Financial Markets: The Case of the CAPM Bossaerts, Peter
Kleiman, Daniel
Plott, Charles R.
03/01/1998
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
08/01/1997
989 Expectations and Learning in Iowa Bossaerts, Peter
Bodarenko, Oleg
04/01/1997
977 Arbitrage-Based Pricing When Volatility is Stochastic Bossaerts, Peter
Ghysels, Eric
Gourieroux, Christian
07/01/1996
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
08/01/1993
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
01/01/1993
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
06/01/1991
763 Tax-Induced Intertemporal Restrictions on Security Returns. Bossaerts, Peter
Dammon, Robert M.
05/01/1991
751 Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests. Bossaerts, Peter
Hillion, Pierre
05/01/1991