Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). The econometrics of financial markets (Second printing, with corrections.). Princeton University Press.
Chicago Style (17th ed.) CitationCampbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. The Econometrics of Financial Markets. Second printing, with corrections. Princeton, New Jersey: Princeton University Press, 1997.
MLA (9th ed.) CitationCampbell, John Y., et al. The Econometrics of Financial Markets. Second printing, with corrections. Princeton University Press, 1997.
Warning: These citations may not always be 100% accurate.