Lo, A. W., MacKinlay, A. C., & Zhang, J. (1997). Econometric models of limit-order executions. National Bureau of Economic Research.
Cita Chicago (17th ed.)Lo, Andrew W., A Craig MacKinlay, i June Zhang. Econometric Models of Limit-order Executions. Cambridge: National Bureau of Economic Research, 1997.
Cita MLA (9th ed.)Lo, Andrew W., et al. Econometric Models of Limit-order Executions. National Bureau of Economic Research, 1997.
Atenció: Aquestes cites poden no estar 100% correctes.