An econometric analysis of nonsynchronous trading

Name

econometricanaly00loan.pdf

Size

1.82 MB

Format

Adobe PDF

Checksum (MD5)

572a7aea9b4533ffd8369b278a9e6a7b

Author(s)

Lo, Andrew W.

•

MacKinlay, Archie Craig

Date Issued

1989

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3003-89.

Description

"First draft: November 1988. Latest revision: April 1989."

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