Gurdip Bakshi, Liuren Wu. The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period. Management Science, 56(12):2251-2264, 2010. [doi]
@article{BakshiW10,
title = {The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period},
author = {Gurdip Bakshi and Liuren Wu},
year = {2010},
doi = {10.1287/mnsc.1100.1256},
url = {http://dx.doi.org/10.1287/mnsc.1100.1256},
researchr = {https://researchr.org/publication/BakshiW10},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {56},
number = {12},
pages = {2251-2264},
}