APA (7th ed.) Citation

Hasbrouck, J. Trading costs and returns for U.S. equities: Estimating effective costs from daily data. Journal of Finance.

Chicago Style (17th ed.) Citation

Hasbrouck, Joel. "Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data." Journal of Finance .

MLA (9th ed.) Citation

Hasbrouck, Joel. "Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data." Journal of Finance, .