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MLA
“Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices.” A Non-Random Walk Down Wall Street, by Andrew W. Lo and A. Craig MacKinlay, Princeton University Press, Princeton; Oxford, 1999, pp. 347–368, www.jstor.org/stable/j.ctt7tccx.19. Accessed 4 Aug. 2021.
APA
Lo, A., & MacKinlay, A. (1999). Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices. In A Non-Random Walk Down Wall Street (pp. 347-368). Princeton; Oxford: Princeton University Press. Retrieved August 4, 2021, from http://www.jstor.org/stable/j.ctt7tccx.19
CHICAGO
Lo, Andrew W., and A. Craig MacKinlay. "Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices." In A Non-Random Walk Down Wall Street, 347-68. Princeton; Oxford: Princeton University Press, 1999. Accessed August 4, 2021. http://www.jstor.org/stable/j.ctt7tccx.19.

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