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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)
Rational forecasts of economic conditions
Hsieh, Hsih-chia, (1992)
A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia, (1985)
Uniformly most powerful tests for optimum equilibrium
Hsieh, Hsih-chia, (2002)