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Common nonstationary components of asset prices

Bossaerts, Peter L. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607

Persistent link: https://www.econbiz.de/10001269089

Equilibrium of real financial markets : theory and experimental evidence

Bossaerts, Peter L. - 2004

Persistent link: https://www.econbiz.de/10002435271

Price formation and equilibrium liquidity in fragemented and centralized markets

Biais, Bruno - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 157-185

Persistent link: https://www.econbiz.de/10001141546

Formation des prix sur les marchés de contrepartie : une synthèse de la littérature récente

Biais, Bruno - In: Revue économique : revue bimestrielle 41 (1990) 5, pp. 755-787

Persistent link: https://www.econbiz.de/10001095433

Implementing statistical criteria to select return forecasting models : what do we learn?

Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428

Persistent link: https://www.econbiz.de/10001421811

IPO post-issue markets : questionable predilections but diligent learners?

Bossaerts, Peter L.; Hillion, Pierre Henri - 1997

Persistent link: https://www.econbiz.de/10000980771

An exploration of neo-Austrian theory applied to financial markets

Benink, Harald A.; Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1011-1027

Persistent link: https://www.econbiz.de/10001593020

IPO post-issue markets : questionable predilections but diligent learners?

Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of economics and statistics 83 (2001) 2, pp. 333-347

Persistent link: https://www.econbiz.de/10001579536

Tax-induced intertemporal restrictions on security returns

Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1347-1371

Persistent link: https://www.econbiz.de/10001171958

Chapter 42 Asset Pricing

Bossaerts, Peter - In: Handbook of experimental economics results : volume 1, (pp. 364-369). 2008

This chapter focuses on the process of asset pricing. In field studies, it is customary to reject the random walk theory by identifying drift in prices. The drift is to be explained in terms of compensation for risk using some equilibrium asset pricing model. An alternative would be to view...

Persistent link: https://www.econbiz.de/10014023605