APA (7th ed.) Citation

Barclay, M. J. Order consolidation, price efficiency, and extreme liquidity shocks. Journal of financial and quantitative analysis.

Chicago Style (17th ed.) Citation

Barclay, Michael J. "Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks." Journal of Financial and Quantitative Analysis .

MLA (9th ed.) Citation

Barclay, Michael J. "Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks." Journal of Financial and Quantitative Analysis, .