“An Econometric Analysis of Nonsynchronous Trading.” A Non-Random Walk Down Wall Street, by Andrew W. Lo and A. Craig MacKinlay, Princeton University Press, Princeton; Oxford, 1999, pp. 85–114, www.jstor.org/stable/j.ctt7tccx.10. Accessed 28 July 2021.
Lo, A., & MacKinlay, A. (1999). An Econometric Analysis of Nonsynchronous Trading. In A Non-Random Walk Down Wall Street (pp. 85-114). Princeton; Oxford: Princeton University Press. Retrieved July 28, 2021, from http://www.jstor.org/stable/j.ctt7tccx.10
Lo, Andrew W., and A. Craig MacKinlay. "An Econometric Analysis of Nonsynchronous Trading." In A Non-Random Walk Down Wall Street, 85-114. Princeton; Oxford: Princeton University Press, 1999. Accessed July 28, 2021. http://www.jstor.org/stable/j.ctt7tccx.10.
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