Peter L. Bossaerts : Citation Profile

California Institute of Technology (50% share)
Centre for Economic Policy Research (CEPR) (50% share)

12

H index

13

i10 index

783

Citations

RESEARCH PRODUCTION:

13

Articles

11

Papers

RESEARCH ACTIVITY:

   25 years (1988 - 2013). See details.
   Cites by year: 31
   Journals where Peter L. Bossaerts has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 4 (0.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo132
   Updated: 2026-05-16    RAS profile: 2026-05-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter L. Bossaerts.

Is cited by:

Corgnet, Brice (16)

Guidolin, Massimo (16)

Zame, William (14)

Duffy, John (12)

Pettenuzzo, Davide (9)

Noussair, Charles (9)

Timmermann, Allan (9)

Porter, David (8)

Guo, Hui (7)

Pierdzioch, Christian (7)

Biais, Bruno (7)

Cites to:

Plott, Charles (16)

Fama, Eugene (7)

Lo, Andrew (6)

Zame, William (6)

gourieroux, christian (6)

Lucas, Robert (6)

Campbell, John (5)

Ghysels, Eric (5)

Stambaugh, Robert (4)

Renault, Eric (4)

Judd, Kenneth (4)

Main data

Where Peter L. Bossaerts has published?

Journals with more than one article published# docs
The Review of Financial Studies2
Journal of Economic Dynamics and Control2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2
IDEI Working Papers / Institut d'Économie Industrielle (IDEI), Toulouse2

Recent works citing Peter L. Bossaerts (2025 and 2024)

YearTitle of citing document
2024Investment strategies based on forecasts are (almost) useless. (2024). Weba, Michael. In: Papers. RePEc:arx:papers:2408.01772.

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2025TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data. (2025). Berti, Leonardo ; Kasneci, Gjergji. In: Papers. RePEc:arx:papers:2502.15757.

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2026Realized range-based estimation of integrated variance. (2026). Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.20463.

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2024The case for mindful customer protection: a review and some thoughts on neuroeconomics and neurofinance. (2024). Affinito, Massimiliano ; Privitera, Francesco ; Galotto, Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_888_24.

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2024Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503.

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2025Beyond GARCH: Bayesian Neural Stochastic Volatility. (2025). Marn, Juan Miguel ; Guo, Hongfei ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47944.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2024Optimal stopping decisions and the disposition effect. (2024). Ahn, Yongkil. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000534.

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2024Portfolio framing and diversification in a disposition effect experiment. (2024). Cheung, Stephen L ; Rogut, Nathan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001126.

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2024Regulator as a minority shareholder and corporate fraud: Quasi-natural experiment evidence from the pilot project of China Securities Investor Services Center. (2024). Xia, Xiaoxue ; Lu, Chao ; Zhao, Ziying. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923000896.

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2024Information production in start-up firms: SPACs vs. Traditional IPOs. (2024). Osano, Hiroshi ; Hori, Keiichi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000051.

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2024Bellman filtering and smoothing for state–space models. (2024). Lange, Rutger-Jan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003482.

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2024Regulation and the demand for credit default swaps in experimental bond markets. (2024). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2024Air pollution and issuance credit spread of municipal investment bond. (2024). Cao, Liyuan ; Zhang, Yongji ; Wang, KE ; Su, Zhi ; Lan, Minghui. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005747.

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2025Does ambiguity drive the disposition effect?. (2025). Yoshikawa, Daisuke ; Iwaki, Hideki. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008196.

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2024Price formation in field prediction markets: The wisdom in the crowd. (2024). Bossaerts, Peter ; Yadav, Nitin ; Mattingly, Karl ; Nash, Chad ; Ponsonby, Anne-Louise ; Rudolf, Torsten ; Todd, Torquil ; Hutchins, Rowena. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000794.

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2026Pricing skewed assets in multi-asset experimental markets. (2026). Zhao, Shuchen. In: Games and Economic Behavior. RePEc:eee:gamebe:v:155:y:2026:i:c:p:107-148.

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2024Lottery jackpot winnings and retail trading in the neighborhood. (2024). Lin, Tse-Chun ; Chan, Yu-Ju ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001833.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2025Motivated beliefs about stock returns. (2025). Iturbe-Ormaetxe, Inigo ; Cueva, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s037842662500130x.

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2024The underwriters conflict of interest and earnings forecast bias in prospectus: Evidence from Hong Kong. (2024). Xu, Lifang ; Wang, Yihong ; Hou, Qingchuan ; Chen, Peter F. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002336.

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2024Insensitive investors. (2024). Kilic, Mete ; Charles, Constantin ; Frydman, Cary. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120788.

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2025Out-of-Sample Predictability of the Equity Risk Premium. (2025). Hotta, Luiz ; Fuertes, Ana-Maria ; de Almeida, Daniel. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:257-:d:1566698.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04595355.

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2024Pricing Indefinitely Lived Assets: Experimental Evidence. (2024). Xie, Huan ; Duffy, John ; Jiang, Janet Hua. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:12:p:8772-8790.

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2024Emotional Engagement and Trading Performance. (2024). Bossaerts, Peter ; Rotaru, Kristian ; Xu, Kaitong ; Fattinger, Felix. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:6:p:3381-3397.

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2025The Impact of Exchange-Traded Fund Index Inclusion on Stock Prices. (2025). Friedman, Daniel ; Duffy, John ; Rud, Olga A ; Rabanal, Jean Paul. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:1:p:21-34.

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2026The Case for Mindful Customer Protection. (2026). Galotto, Ludovica ; Affinito, Massimiliano ; Privitera, Francesco. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:49:y:2026:i:1:d:10.1007_s10603-026-09611-x.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2024Can central bankers’ talk predict bank stock returns? A machine learning approach. (2024). Leledakis, George ; Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2024To Subsidize Or Not to Subsidize: A Comparison of Market Scoring Rules and Continuous Double Auctions for Price Discovery. (2024). Dimitrov, Stanko ; Karimi, Majid. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:2:d:10.1007_s10796-023-10384-8.

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2024A meta-analysis of disposition effect experiments. (2024). Cheung, Stephen. In: Working Papers. RePEc:syd:wpaper:2024-02.

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2024Portfolio framing and diversification in a disposition effect experiment. (2024). Cheung, Stephen ; Rogut, Nathan. In: Working Papers. RePEc:syd:wpaper:2024-17.

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2026Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation. (2024). Moinas, Sophie ; Biais, Bruno ; Mariotti, Thomas ; Pouget, Sebastien. In: TSE Working Papers. RePEc:tse:wpaper:28546.

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2026Silent News in Chinas Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity. (2026). Niu, Linlin ; Hong, Zhiwu. In: Working Papers. RePEc:wyi:wpaper:002615.

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2024Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2024). Siemroth, Christoph ; Desantis, Mark ; Corgnet, Brice. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302411.

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Works by Peter L. Bossaerts:

YearTitleTypeCited
1994 Tax-Induced Intertemporal Restrictions on Security Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article7
1996Arbitrage Based Pricing When Volatility Is Stochastic In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper20
1996Arbitrage-Based Pricing when Volatility is Stochastic..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1996Arbitrage-Based Pricing when Volatility is Stochastic..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2005Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper12
2006Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment.(2006) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
Equilibrium Asset Pricing Under Heterogeneous Information In: GSIA Working Papers.
[Full Text][Citation analysis]		paper9
2003Equilibrium Asset Pricing Under Heterogenous Information.(2003) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2000Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
2004Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets.(2004) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
1988Common nonstationary components of asset prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article37
2002The CAPM in thin experimental financial markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article18
1997Local parametric analysis of hedging in discrete time In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2002Inducing liquidity in thin financial markets through combined-value trading mechanisms In: European Economic Review.
[Full Text][Citation analysis]		article16
2003Excess demand and equilibration in multi-security financial markets: the empirical evidence In: Journal of Financial Markets.
[Full Text][Citation analysis]		article28
2003Local parametric analysis of derivatives pricing and hedging In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
2000Expectations and learning in Iowa In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
1996An optimal IPO mechanism In: IDEI Working Papers.
[Citation analysis]		paper66
2012Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility In: NBER Working Papers.
[Full Text][Citation analysis]		paper98
2013Lucas In The Laboratory In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? In: The Review of Financial Studies.
[Citation analysis]		article295
1991Market Microstructure Effects of Government Intervention in the Foreign Exchange Market. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article53
2000LEARNING-INDUCED SECURITIES PRICE VOLATILITY In: Computing in Economics and Finance 2000.
[Citation analysis]		paper5
2001Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article6

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