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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)
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond, (2009)
Three essays in behavioral finance
Hwang, Byoung-Hyoun, (2009)
Comparing Asset Pricing Models
BARILLAS, FRANCISCO, (2018)