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