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)
Pages: 6341 pages
Date: 1991
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Citations: View citations in EconPapers (11)

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Related works:
Journal Article: An ordered probit analysis of transaction stock prices (1992)
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:fth:pennif:26-91

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