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Conditioning variables and the cross section of stock returns
Ferson, Wayne E., (1999)
Testing multi-beta asset pricing models
Velu, Raja P., (1999)
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz, (1992)
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