Local parametric analysis of derivatives pricing and hedging Peter Bossaerts; Pierre Hillion Journal of Financial Markets 2003 6(4), 573-605 open access
Intra-industry momentum: the case of REITs Andy C. W. Chui; Sheridan Titman; K. C. John Wei Journal of Financial Markets 2003 6(3), 363-387 open access
Excess demand and equilibration in multi-security financial markets: the empirical evidence Elena Asparouhova; Peter Bossaerts; Charles R. Plott Journal of Financial Markets 2003 6(1), 1-21 open access