Peter Bossaerts
24 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-2308-2603
University of Cambridge
Publications
- Costly Information Acquisition in Decentralized Markets: Experimental Evidence — Management Science 2024
- Emotional Engagement and Trading Performance — Management Science 2024
- Humans in charge of trading robots: the first experiment — Review of Finance 2024
- “Lucas” in the Laboratory — The Journal of Finance 2016
- Learning About Unstable, Publicly Unobservable Payoffs — The Review of Financial Studies 2015
- Asset Pricing and Asymmetric Reasoning — Journal of Political Economy 2015
- Competition in Portfolio Management: Theory and Experiment — Management Science 2015
- The Speed of Information Revelation and Eventual Price Quality in Markets with Insiders: Comparing Two Theories — Review of Finance 2014
- Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility — The Journal of Finance 2014
- Risk and Reward Preferences under Time Pressure — Review of Finance 2014
- Exploring the Nature of “Trader Intuition” — The Journal of Finance 2010
- Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information — The Review of Financial Studies 2010
- Ambiguity in Asset Markets: Theory and Experiment — The Review of Financial Studies 2010
- Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments — Econometrica 2007
- Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets — Review of Finance 2004
- Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory — The Review of Economic Studies 2004
- An Optimal IPO Mechanism — The Review of Economic Studies 2002
- An Exploration of Neo-Austrian Theory Applied to Financial Markets — The Journal of Finance 2001
- Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? — The Review of Financial Studies 1999
- Asset Prices and Trading Volume in a Beauty Contest — The Review of Economic Studies 1998
- Tax-Induced Intertemporal Restrictions on Security Returns — The Journal of Finance 1994
- Market Microstructure Effects of Government Intervention in the Foreign Exchange Market — The Review of Financial Studies 1991
- A General Equilibrium Model of Changing Risk Premia: Theory and Tests — The Review of Financial Studies 1989
- Asset Pricing in a World of Imperfect Foresight — Management Science