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MLA
“Data-Snooping Biases in Tests of Financial Asset Pricing Models.” A Non-Random Walk Down Wall Street, by Andrew W. Lo and A. Craig MacKinlay, Princeton University Press, Princeton; Oxford, 1999, pp. 213–248, www.jstor.org/stable/j.ctt7tccx.15. Accessed 2 Aug. 2021.
APA
Lo, A., & MacKinlay, A. (1999). Data-Snooping Biases in Tests of Financial Asset Pricing Models. In A Non-Random Walk Down Wall Street (pp. 213-248). Princeton; Oxford: Princeton University Press. Retrieved August 2, 2021, from http://www.jstor.org/stable/j.ctt7tccx.15
CHICAGO
Lo, Andrew W., and A. Craig MacKinlay. "Data-Snooping Biases in Tests of Financial Asset Pricing Models." In A Non-Random Walk Down Wall Street, 213-48. Princeton; Oxford: Princeton University Press, 1999. Accessed August 2, 2021. http://www.jstor.org/stable/j.ctt7tccx.15.

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