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CAPM risk adjustment
Barnett, William A., (2000)
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)
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
On periodic structures and testing for seasonal unit roots
Ghysels, Eric, (1998)