APA (7th ed.) Citation

Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton University Press.

Chicago Style (17th ed.) Citation

Campbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. The Econometrics of Financial Markets. Princeton, N.J. ; Chichester: Princeton University Press, 1997.

MLA (8th ed.) Citation

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