APA   Click to copy
Chen, Y., Eaton, G. W., & Paye, B. S. (2018). Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. Journal of Financial Economics, 130, 48–73.

Chicago/Turabian   Click to copy
Chen, Yong, Gregory W Eaton, and Bradley S Paye. “Micro (Structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity.” Journal of Financial Economics 130 (2018): 48–73.

MLA   Click to copy
Chen, Yong, et al. “Micro (Structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity.” Journal of Financial Economics, vol. 130, Elsevier, 2018, pp. 48–73.

@article{chen2018a,
  title = {Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity},
  year = {2018},
  journal = {Journal of Financial Economics},
  pages = {48--73},
  publisher = {Elsevier},
  volume = {130},
  author = {Chen, Yong and Eaton, Gregory W and Paye, Bradley S}
}