APA (7th ed.) Citation

Lo, A. W., & Mackinlay, A. C. (1987). Stock market prices do not follow random walks: Evidence from a simple specification test. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Lo, Andrew W., and Archie Craig Mackinlay. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test. Cambridge, Mass: National Bureau of Economic Research, 1987.

MLA (9th ed.) Citation

Lo, Andrew W., and Archie Craig Mackinlay. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test. National Bureau of Economic Research, 1987.