An ordered probit analysis of transaction stock prices

Jerry Hausman, Andrew Lo (alo-admin@mit.edu) and A. Craig MacKinlay

Journal of Financial Economics, 1992, vol. 31, issue 3, 319-379

Date: 1992
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Related works:
Working Paper: An Ordered Probit Analysis of Transaction Stock Prices (1991)
Working Paper: An Ordered Probit Analysis of Transaction Stock Prices (1991)
Working Paper: An ordered probit analysis of transaction stock prices (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:31:y:1992:i:3:p:319-379

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