//-->
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E., (1995)
Network Risk and Cross-Section of Expected Stock Returns
Chen, Yi-An, (2015)
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