<h1>Bossaerts, Peter L.</h1>
<h2>Working Paper from <a href="https://authors.library.caltech.edu">CaltechAUTHORS</a></h2>
<ul>
<li>Asparouhova, Elena and Bossaerts, Peter, el al. (2020) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20200727-111303655">Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing</a>; <a href="https://doi.org/10.7907/h8b1v-76536">10.7907/h8b1v-76536</a></li>
<li>Bossaerts, Peter and Fine, Leslie, el al. (2000) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170808-135334937">Inducing Liquidity in Thin Financial Markets through Combined-Value Trading Mechanisms</a>; <a href="https://doi.org/10.7907/yk4m6-yrv98">10.7907/yk4m6-yrv98</a></li>
<li>Bossaerts, Peter and Fohlin, Caroline (2000) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170808-155743909">Has The Cross-Section of Average Returns Always Been the Same? Evidence from Germany, 1881-1913</a>; <a href="https://doi.org/10.7907/dn4fv-8ve95">10.7907/dn4fv-8ve95</a></li>
<li>Bossaerts, Peter L. and Plott, Charles R. (2000) <a href="https://authors.library.caltech.edu/records/eqsbn-kbz89">Basic Principles of Asset Pricing Theory: Evidence from Large-scale Experimental Financial Markets</a>; <a href="https://doi.org/10.7907/eqsbn-kbz89">10.7907/eqsbn-kbz89</a></li>
<li>Bossaerts, Peter and Kleiman, Daniel, el al. (1999) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171129-162359021">Price Discovery in Financial Markets: The Case of the CAPM</a>; <a href="https://doi.org/10.7907/q9mym-vse18">10.7907/q9mym-vse18</a></li>
<li>Bossaerts, Peter and Hillion, Pierre (1997) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170814-141831110">IPO Post-Issue Markets: Questionable Predilections But Diligent Learners?</a>; <a href="https://doi.org/10.7907/qz81g-90134">10.7907/qz81g-90134</a></li>
<li>Bondarenko, Oleg and Bossaerts, Peter (1997) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170815-145720985">Expectations and Learning in Iowa</a>; <a href="https://doi.org/10.7907/1jcq6-r2h20">10.7907/1jcq6-r2h20</a></li>
<li>Bossaerts, Peter (1997) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170814-140850379">The Dynamics Of Equity Prices In Fallible Markets</a>; <a href="https://doi.org/10.7907/xr38e-amk77">10.7907/xr38e-amk77</a></li>
<li>Bossaerts, Peter and Ghysels, Eric, el al. (1996) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170815-164236183">Arbitrage-Based Pricing When Volatility is Stochastic</a>; <a href="https://doi.org/10.7907/73szt-nd743">10.7907/73szt-nd743</a></li>
<li>Bossaerts, Peter (1996) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170816-162131145">Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs</a>; <a href="https://doi.org/10.7907/de6dw-zq306">10.7907/de6dw-zq306</a></li>
<li>Bossaerts, Peter (1995) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170817-134647024">Rational Price Discovery In Experimental And Field Data</a>; <a href="https://doi.org/10.7907/c3h0d-2kp48">10.7907/c3h0d-2kp48</a></li>
<li>Bossaerts, Peter and Hillion, Pierre (1993) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170824-150038586">Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections</a>; <a href="https://doi.org/10.7907/ptdpn-hf013">10.7907/ptdpn-hf013</a></li>
<li>Bossaerts, Peter (1993) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170825-151049012">Transaction Prices When Insiders Trade Portfolios</a>; <a href="https://doi.org/10.7907/nz7b5-k7z07">10.7907/nz7b5-k7z07</a></li>
<li>Biais, Bruno and Bossaerts, Peter (1993) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170825-155217920">Asset Prices and Volume in a Beauty Contest</a>; <a href="https://doi.org/10.7907/ycpe4-67t20">10.7907/ycpe4-67t20</a></li>
<li>Bossaerts, Peter (1992) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170829-144805279">Lower Bounds on Asset Return Comovement</a>; <a href="https://doi.org/10.7907/jek4e-m2m07">10.7907/jek4e-m2m07</a></li>
<li>Bossaerts, Peter (1992) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170829-145747905">Asset Prices in a Speculative Market</a>; <a href="https://doi.org/10.7907/g9j6y-67681">10.7907/g9j6y-67681</a></li>
<li>Bossaerts, Peter and Hughson, Eric (1991) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170830-163107142">Noisy Signalling in Financial Markets</a>; <a href="https://doi.org/10.7907/31151-11489">10.7907/31151-11489</a></li>
<li>Bossaerts, Peter and Hillion, Pierre (1991) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170831-143858811">Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests</a>; <a href="https://doi.org/10.7907/psgxd-nyf58">10.7907/psgxd-nyf58</a></li>
<li>Bossaerts, Peter and Dammon, Robert M. (1991) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170831-132709679">Tax-Induced lntertemporal Restrictions on Security Returns</a>; <a href="https://doi.org/10.7907/8y525-hrj13">10.7907/8y525-hrj13</a></li>
</ul>