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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Some tests of the consumption-based asset pricing model
Wheatley, Simon M., (1988)
Some tests of international equity integration
Temporal variation in the interest-rate : response to money announcements
Roley, Vernon Vance, (1990)