Hasbrouck, J. (2007). Empirical market microstructure: The institutions, economics, and econometrics of securities trading. Oxford University.
Chicago Edition CitationHasbrouck, Joel. Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading. Oxford: Oxford University, 2007.
MLA Edition CitationHasbrouck, Joel. Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading. Oxford University, 2007.
Warning: These citations may not always be 100% accurate.