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Bossaerts, Peter and Plott, Charles and Zame, William R. (2007) Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. Econometrica, 75 (4). pp. 993-1038. ISSN 1468-0262. https://resolver.caltech.edu/CaltechAUTHORS:BOSe07

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