Bossaerts, Peter L.

Combined from CaltechAUTHORS

• Asparouhova, Elena and Bossaerts, Peter, et el. (2020) Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing; 10.7907/h8b1v-76536
• Bossaerts, Peter and Suzuki, Shinsuke, et el. (2019) Perception of intentionality in investor attitudes towards financial risks; Journal of Behavioral and Experimental Finance; Vol. 23; 189-197; 10.1016/j.jbef.2017.12.011
• Bossaerts, Peter and Kleiman, Daniel, et el. (2017) Price Discovery in Financial Markets: The Case of the CAPM; 10.7907/q9mym-vse18
• Collette, Sven and Pauli, Wolfgang M., et el. (2017) Neural computations underlying inverse reinforcement learning in the human brain; eLife; Vol. 6; Art. No. e29718; PMCID PMC5662289; 10.7554/eLife.29718
• Bossaerts, Peter and Dammon, Robert M. (2017) Tax-Induced lntertemporal Restrictions on Security Returns; 10.7907/8y525-hrj13
• Bossaerts, Peter and Hillion, Pierre (2017) Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests; 10.7907/psgxd-nyf58
• Bossaerts, Peter (2017) Lower Bounds on Asset Return Comovement; 10.7907/jek4e-m2m07
• Bossaerts, Peter and Hillion, Pierre (2017) Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections; 10.7907/ptdpn-hf013
• Bossaerts, Peter and Hughson, Eric (2017) Noisy Signalling in Financial Markets; 10.7907/31151-11489
• Bossaerts, Peter (2017) Asset Prices in a Speculative Market; 10.7907/g9j6y-67681
• Bossaerts, Peter (2017) Transaction Prices When Insiders Trade Portfolios; 10.7907/nz7b5-k7z07
• Biais, Bruno and Bossaerts, Peter (2017) Asset Prices and Volume in a Beauty Contest; 10.7907/ycpe4-67t20
• Bossaerts, Peter (2017) Rational Price Discovery In Experimental And Field Data; 10.7907/c3h0d-2kp48
• Bossaerts, Peter (2017) Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs; 10.7907/de6dw-zq306
• Bossaerts, Peter and Ghysels, Eric, et el. (2017) Arbitrage-Based Pricing When Volatility is Stochastic; 10.7907/73szt-nd743
• Bossaerts, Peter (2017) The Dynamics Of Equity Prices In Fallible Markets; 10.7907/xr38e-amk77
• Bondarenko, Oleg and Bossaerts, Peter (2017) Expectations and Learning in Iowa; 10.7907/1jcq6-r2h20
• Bossaerts, Peter and Hillion, Pierre (2017) IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?; 10.7907/qz81g-90134
• Bossaerts, Peter and Fine, Leslie, et el. (2017) Inducing Liquidity in Thin Financial Markets through Combined-Value Trading Mechanisms; 10.7907/yk4m6-yrv98
• Bossaerts, Peter and Fohlin, Caroline (2017) Has The Cross-Section of Average Returns Always Been the Same? Evidence from Germany, 1881-1913; 10.7907/dn4fv-8ve95
• Suzuki, Shinsuke and Jensen, Emily L. S., et el. (2016) Behavioral contagion during learning about another agent's risk-preferences acts on the neural representation of decision-risk; Proceedings of the National Academy of Sciences of the United States of America; Vol. 113; No. 14; 3755-3760; PMCID PMC4833238; 10.1073/pnas.1600092113
• d'Acremont, Mathieu and Bossaerts, Peter (2016) Neural Mechanisms Behind Identification of Leptokurtic Noise and Adaptive Behavioral Response; Cerebral Cortex; Vol. 26; No. 4; 1818-1830; PMCID PMC4785960; 10.1093/cercor/bhw013
• Marković, Dimitrije and Gläscher, Jan, et el. (2015) Modeling the Evolution of Beliefs Using an Attentional Focus Mechanism; PLOS Computational Biology; Vol. 11; No. 10; Art. No. e1004558; PMCID PMC4619749; 10.1371/journal.pcbi.1004558
• Asparouhova, Elena and Bossaerts, Peter, et el. (2015) Competition in Portfolio Management: Theory and Experiment; Management Science; Vol. 61; No. 8; 1868-1888; 10.1287/mnsc.2014.1935
• Suzuki, Shinsuke and Adachi, Ryo, et el. (2015) Neural Mechanisms Underlying Human Consensus Decision-Making; Neuron; Vol. 86; No. 2; 591-602; PMCID PMC4409560; 10.1016/j.neuron.2015.03.019
• Nursimulu, Anjali D. and Bossaerts, Peter (2014) Risk and Reward Preferences under Time Pressure; Review of Finance; Vol. 18; No. 3; 999-1022; 10.1093/rof/rft013
• Martin, Christopher Flynn and Bhui, Rahul, et el. (2014) Chimpanzee choice rates in competitive games match equilibrium game theory predictions; Scientific Reports; Vol. 4; Art. No. 5182; PMCID PMC4046491; 10.1038/srep05182
• Frydman, Cary and Barberis, Nicholas, et el. (2014) Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility; Journal of Finance; Vol. 69; No. 2; 907-946; PMCID PMC4357577; 10.1111/jofi.12126
• Nursimulu, Anjali D. and Bossaerts, Peter (2014) Excessive Volatility is Also a Feature of Individual Level Forecasts; Journal of Behavioral Finance; Vol. 15; No. 1; 16-29; 10.1080/15427560.2014.877016
• Bossaerts, Peter and Frydman, Cary, et el. (2014) The Speed of Information Revelation and Eventual Price Quality in Markets with Insiders: Comparing Two Theories; Review of Finance; Vol. 18; No. 1; 1-22; 10.1093/rof/rfs049
• De Martino, Benedetto and O'Doherty, John P., et el. (2013) In the Mind of the Market: Theory of Mind Biases Value Computation during Financial Bubbles; Neuron; Vol. 79; No. 6; 1222-1231; PMCID PMC3781325; 10.1016/j.neuron.2013.07.003
• Payzan-LeNestour, Elise and Dunne, Simon, et el. (2013) The Neural Representation of Unexpected Uncertainty during Value-Based Decision Making; Neuron; Vol. 79; No. 1; 191-201; PMCID PMC4885745; 10.1016/j.neuron.2013.04.037
• d'Acremont, Mathieu and Schultz, Wolfram, et el. (2013) The Human Brain Encodes Event Frequencies While Forming Subjective Beliefs; Journal of Neuroscience; Vol. 33; No. 26; 10887-10897; PMCID PMC4293915; 10.1523/JNEUROSCI.5829-12.2013
• Prévost, Charlotte and McNamee, Daniel, et el. (2013) Evidence for Model-based Computations in the Human Amygdala during Pavlovian Conditioning; PLoS Computational Biology; Vol. 9; No. 2; Art. No. e1002918; PMCID PMC3578744; 10.1371/journal.pcbi.1002918
• d'Acremont, Mathieu and Fornari, Eleonora, et el. (2013) Activity in Inferior Parietal and Medial Prefrontal Cortex Signals the Accumulation of Evidence in a Probability Learning Task; PLoS Computational Biology; Vol. 9; No. 1; Art. No. e1002895; PMCID PMC3561043; 10.1371/journal.pcbi.1002895
• Payzan-LeNestour, Élise and Bossaerts, Peter (2012) Do not bet on the unknown versus try to find out more: estimation uncertainty and "unexpected uncertainty" both modulate exploration; Frontiers in Neuroscience; Vol. 6; Art. No. 150; 10.3389/fnins.2012.00150
• d'Acremont, Mathieu and Bossaerts, Peter (2012) Decision Making: How the Brain Weighs the Evidence; Current Biology; Vol. 22; No. 18; R808-R810; 10.1016/j.cub.2012.07.031
• Beierholm, Ulrik R. and Anen, Cedric, et el. (2011) Separate encoding of model-based and model-free valuations in the human brain; NeuroImage; Vol. 58; No. 3; 955-962; 10.1016/j.neuroimage.2011.06.071
• Wunderlich, Klaus and Symmonds, Mkael, et el. (2011) Hedging Your Bets by Learning Reward Correlations in the Human Brain; Neuron; Vol. 71; No. 6; 1141-1152; 10.1016/j.neuron.2011.07.025
• Wunderlich, Klaus and Beierholm, Ulrik R., et el. (2011) The human prefrontal cortex mediates integration of potential causes behind observed outcomes; Journal of Neurophysiology; Vol. 106; No. 3; 1558-1569; PMCID PMC3174823; 10.1152/jn.01051.2010
• Frydman, Cary and Camerer, Colin F., et el. (2011) MAOA-L carriers are better at making optimal financial decisions under risk; Proceedings of the Royal Society of London. Series B, Biological Sciences; Vol. 278; No. 1714; 2053-2059; PMCID PMC3107654; 10.1098/rspb.2010.2304
• Prévost, Charlotte and McCabe, Jonathan A., et el. (2011) Differentiable contributions of human amygdalar subregions in the computations underlying reward and avoidance learning; European Journal of Neuroscience; Vol. 34; No. 1; 134-145; 10.1111/j.1460-9568.2011.07686.x
• Wu, Charlene C. and Bossaerts, Peter, et el. (2011) The Affective Impact of Financial Skewness on Neural Activity and Choice; PLoS ONE; Vol. 6; No. 2; Art. No. e16838; PMCID PMC3039661; 10.1371/journal.pone.0016838
• Tzieropoulos, Hélène and de Peralta, Rolando Grave, et el. (2011) The impact of disappointment in decision making: inter-individual differences and electrical neuroimaging; Frontiers in Human Neuroscience; Vol. 4; Art. No. 235; 10.3389/fnhum.2010.00235
• Payzan-LeNestour, Elise and Bossaerts, Peter (2011) Risk, Unexpected Uncertainty, and Estimation Uncertainty: Bayesian Learning in Unstable Settings; PLoS Computational Biology; Vol. 70; No. 1; Art. No. e1001048; PMCID PMC3024253; 10.1371/journal.pcbi.1001048
• Symmonds, Mkael and Bossaerts, Peter, et el. (2010) A Behavioral and Neural Evaluation of Prospective Decision-Making under Risk; Journal of Neuroscience; Vol. 30; No. 43; 14380-14389; PMCID PMC3044871; 10.1523/JNEUROSCI.1459-10.2010
• Bossaerts, Peter (2010) Risk and risk prediction error signals in anterior insula; Brain Structure and Function; Vol. 214; No. 5-6; 645-653; 10.1007/s00429-010-0253-1
• Bossaerts, Peter (2009) What Decision Neuroscience Teaches Us About Financial Decision Making; Annual Review of Financial Economics; Vol. 1; 383-404; 10.1146/annurev.financial.102708.141514
• Pine, Alex and Seymour, Ben, et el. (2009) Encoding of Marginal Utility across Time in the Human Brain; Journal of Neuroscience; Vol. 29; No. 30; 9575-9581; PMCID PMC2816907; 10.1523/JNEUROSCI.1126-09.2009
• Meloso, Debrah and Copic, Jernej, et el. (2009) Promoting Intellectual Discovery: Patents Versus Markets; Science; Vol. 323; No. 5919; 1335-1339; 10.1126/science.1158624
• d'Acremont, M. and Bossaerts, Peter (2008) Neurobiological studies of risk assessment: A comparison of expected utility and mean-variance approaches; Cognitive, Affective, and Behavioral Neuroscience; Vol. 8; No. 4; 363-374; 10.3758/CABN.8.4.363
• Schultz, Wolfram and Preuschoff, Kerstin, et el. (2008) Explicit neural signals reflecting reward uncertainty; Philosophical Transactions of the Royal Society of London. Series B, Biological Sciences; Vol. 363; No. 1511; 3801-3811; PMCID PMC2581779; 10.1098/rstb.2008.0152
• Plott, Charles R. and Bossaerts, Peter, et el. (2008) Handbook of Experimental Economic Results, Volume 1; ISBN 978-0-444-82642-8
• Bossaerts, Peter and Plott, Charles R. (2008) From Market Jaws to the Newton Method: The Geometry of How a Market Can Solve Systems of Equations; ISBN 9780444826428; Handbook of Experimental Economics Results; 22-24; 10.1016/S1574-0722(07)00002-9
• Hampton, Alan N. and Bossaerts, Peter, et el. (2008) Neural correlates of mentalizing-related computations during strategic interactions in humans; Proceedings of the National Academy of Sciences of the United States of America; Vol. 105; No. 18; 6741-6746; PMCID PMC2373314; 10.1073/pnas.0711099105
• O'Doherty, John P. and Bossaerts, Peter (2008) Toward a mechanistic understanding of human decision making; contributions of functional neuroimaging; Current Directions in Psychological Science; Vol. 17; No. 2; 119-123; 10.1111/j.1467-8721.2008.00560.x
• Preuschoff, Kerstin and Quartz, Steven R., et el. (2008) Human Insula Activation Reflects Risk Prediction Errors As Well As Risk; Journal of Neuroscience; Vol. 28; No. 11; 2745-2752; PMCID PMC6670675; 10.1523/jneurosci.4286-07.2008
• Preuschoff, Kerstin and Quartz, Steven, et el. (2008) Markowitz in the brain?; Revue d'Économie Politique; Vol. 118; No. 1; 75-95; 10.3917/redp.181.0075
• Knutson, Brian and Bossaerts, Peter (2007) Neural Antecedents of Financial Decisions; Journal of Neuroscience; Vol. 27; No. 31; 8174-8177; PMCID PMC6673081; 10.1523/jneurosci.1564-07.2007
• Bossaerts, Peter and Plott, Charles, et el. (2007) Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments; Econometrica; Vol. 75; No. 4; 993-1038; 10.1111/j.1468-0262.2007.00780.x
• Preuschoff, Kerstin and Bossaerts, Peter (2007) Adding Prediction Risk to the Theory of Reward Learning; ISBN 978-1-57331-674-3; Reward and decision making in corticobasal ganglia networks; 135-146; 10.1196/annals.1390.005
• Hampton, Alan N. and Bossaerts, Peter, et el. (2006) Role of the Ventromedial Prefrontal Cortex in Abstract State-Based Inference during Decision Making in Humans; Journal of Neuroscience; Vol. 26; No. 32; 8360-8367; PMCID PMC6673813; 10.1523/jneurosci.1010-06.2006
• Preuschoff, Kerstin and Bossaerts, Peter, et el. (2006) Neural Differentiation of Expected Reward and Risk in Human Subcortical Structures; Neuron; Vol. 51; No. 3; 381-390; 10.1016/j.neuron.2006.06.024
• Bossaerts, Peter (2004) Filtering returns for unspecified biases in priors when testing asset pricing theory; Review of Economic Studies; Vol. 71; No. 1; 63-86; 10.1111/0034-6527.00276
• Asparouhova, Elena and Bossaerts, Peter, et el. (2003) Excess demand and equilibration in multi-security financial markets: the empirical evidence; Journal of Financial Markets; Vol. 6; No. 1; 1-21; 10.1016/S1386-4181(02)00042-3
• Bossaerts, Peter and Fine, Leslie, et el. (2002) Inducing liquidity in thin financial markets through combined-value trading mechanisms; European Economic Review; Vol. 46; No. 9; 1671-1695; 10.1016/S0014-2921(02)00240-4
• Bossaerts, Peter and Plott, Charles (2002) The CAPM in Thin Experimental Financial markets; Journal of Economic Dynamics and Control; Vol. 26; No. 7-8; 1093-1112; 10.1016/S0165-1889(01)00046-X
• Bossaerts, Peter and Hillion, Pierre (2001) IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?; Review of Economics and Statistics; Vol. 83; No. 2; 333-347; 10.1162/00346530151143860
• Bondarenko, Oleg and Bossaerts, Peter (2000) Expectations and learning in Iowa; Journal of Banking and Finance; Vol. 24; No. 9; 1535-1555; 10.1016/S0378-4266(99)00090-4
• Bossaerts, Peter L. and Plott, Charles R. (2000) Basic Principles of Asset Pricing Theory: Evidence from Large-scale Experimental Financial Markets; 10.7907/eqsbn-kbz89
• Bossaerts, Peter and Kleiman, Daniel, et el. (1999) Price Discovery in Financial markets: the case of the CAPM; ISBN 9781840643954; Information, finance, and general equilibrium; 445-492
• Bossaerts, Peter and Hillion, Pierre (1999) Implementing statistical criteria to select return forecasting models: what do we learn?; Review of Financial Studies; Vol. 12; No. 2; 405-428; 10.1093/rfs/12.2.405
• Bossaerts, Peter and Hillion, Pierre (1995) Testing the Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections; Annales d'Économie et de Statistique; Vol. 40; 93-124
• Bossaerts, Peter and Dammon, Robert M. (1994) Tax-Induced lntertemporal Restrictions on Security Returns; Journal of Finance; Vol. 49; No. 4; 1347-1371; 10.1111/j.1540-6261.1994.tb02457.x
• Bossaerts, Peter and Hillion, Pierre (1991) Market microstructure effects of government intervention in the foreign exchange market; Review of Financial Studies; Vol. 4; No. 3; 513-541; 10.1093/rfs/4.3.513