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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)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Asset prices in a time series model with disparately informed, competitive traders
Singleton, Kenneth J., (1986)
Institutional and regulatory influences on price discovery in cash and futures bond markets
Singleton, Kenneth J., (1996)
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
Singleton, Kenneth J., (1985)