APA (7th ed.) Citation

Lo, A. W., MacKinlay, A. C., & Zhang, J. (1997). Econometric models of limit-order executions.

Chicago Style (17th ed.) Citation

Lo, Andrew W., Archie Craig MacKinlay, and June Zhang. Econometric Models of Limit-order Executions. Cambridge, Mass, 1997.

MLA (9th ed.) Citation

Lo, Andrew W., et al. Econometric Models of Limit-order Executions. 1997.