An ordered probit analysis of transaction stock prices

Author(s)
Hausman, Jerry A.; Lo, Andrew W.; MacKinlay, Archie Craig, 1955-; Sloan School of Management.
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Description
"Latest revision: January 1991."
 
Includes bibliographical references (p. 27-28).
 
Date issued
1990
URI
http://hdl.handle.net/1721.1/2331
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
no.3234-90-EFA
Series/Report no.
Working paper (Sloan School of Management) ; 3234-90.
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