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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)
On asymptotically efficient estimation of conditional heteroskedasticity models
Wirjanto, Tony S., (1992)
An empirical investigation into the permanent income hypothesis : further evidence from the Canadian data
Wirjanto, Tony S., (1996)
Testing the permanent income hypothesis : the evidence from Canadian data
Wirjanto, Tony S., (1991)