APA (7th ed.) Citation

Campbell, J. Y., Lo, A. W., & Mackinlay, A. C. (1997). The Econometrics of financial markets. Princeton University.

Chicago Style (17th ed.) Citation

Campbell, John Y., Andrew Wen-Chuan Lo, and Archie Craig Mackinlay. The Econometrics of Financial Markets. New Jersey: Princeton University, 1997.

MLA (9th ed.) Citation

Campbell, John Y., et al. The Econometrics of Financial Markets. Princeton University, 1997.