Division of the Humanities and Social Sciences
Author name: Bossaerts, Peter
Papers:
- Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests.
- Tax-Induced Intertemporal Restrictions on Security Returns.
- Noisy Signalling in Financial Markets.
- Asset Prices in a Speculative Market.
- Lower Bounds on Asset Return Comovement.
- Asset Prices and Volume in a Beauty Contest
- Transaction Prices When Insiders Trade Portfolios
- Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
- Rational Price Discovery in Experimental and Field Data
- Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs
- Arbitrage-Based Pricing When Volatility is Stochastic
- Expectations and Learning in Iowa
- IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?
- The Dynamics of Equity Prices in Fallible Markets
- Price Discovery in Financial Markets: The Case of the CAPM
- Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets
- The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany
- "Inducing Liquidity In Thin Financial Markets Through Combined-Value Trading Mechanisms."
