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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)
Arbitrage-free limit order books and the pricing of order flow risk
Lehmann, Bruce Neal, (2008)
Earnings, dividend policy, and present value relations : building blocks of dividend policy invariant cash flows
Lehmann, Bruce Neal, (1991)
Notes on dynamic factor pricing models