For an overview of the whole process of market research, you can read Market Analysis from the US SBA.
One useful book is the AMA Complete Guide to Marketing Research for Small Business by Holly Edmunds, which provides instructions for conducting both qualitative and quantitative primary research.
DANA REF, CARR HF 5415.2 .E34
The U.S. Small Business Administration has a guide for Market Research as part of its Small Business Planner.
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