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O’Sullivan, P. (2018). The capital asset pricing model and the efficient markets hypothesis: The compelling fairy ale of contemporary financial economics. International Journal of Political Economy, 47(3/4), 225-252. https://search.ebscohost.com/login.aspx?direct=true&AuthType=sso&db=eoah&AN=49708721&site=ehost-live&custid=natuniv

Jarrow, R. (2019). Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles. Mathematics and Financial Economics, 13(1), 115-146.

Kruttli, M. S.(2022). From which consumption-based asset pricing models can investors profit? Evidence from model-based priors. Journal of Financial Econometrics, [s. l.], v. 20, n. 3, p. 539-567. https://academic.oup.com/jfec/article/20/3/539/5955854?login=true

Bellalah, M., & Zhang, D. (2019). An intertemporal capital asset pricing model under incomplete information and short sales. Annals of Operations Research, 281(1/2), 143-159. https://search.ebscohost.com/login.aspx?direct=true&AuthType=sso&db=eoah&AN=45714722&site=ehost-live&custid=natuniv

Cederburg, S. (2019). Pricing intertemporal risk when investment opportunities are unobservable. Journal of Financial & Quantitative Analysis, 54(4), 1759-1789. https://search.ebscohost.com/login.aspx?direct=true&AuthType=sso&db=eoah&AN=50659917&site=ehost-live&custid=natuniv

Delikouras, S., & Kostakis, A. (2019). A single-factor consumption-based asset pricing model. Journal of Financial & Quantitative Analysis, 54(2), 789-827.
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Financial analysis [Streaming video]. (2016). Retrieved from SAGE Video. https://sk.sagepub.com/video/financial-analysis