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An Ordered Probit Analysis of Transaction Stock Prices

Jerry Hausman, Andrew Lo () and A.C. MacKinlay

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: economic models; prices; currencies; econometrics (search for similar items in EconPapers)
Date: 1991
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Related works:
Journal Article: An ordered probit analysis of transaction stock prices (1992) Downloads
Working Paper: An Ordered Probit Analysis of Transaction Stock Prices (1991) Downloads
Working Paper: An ordered probit analysis of transaction stock prices (1990) Downloads
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