An econometric analysis of nonsynchronous trading

Author(s)
Lo, Andrew W.; MacKinlay, Archie Craig
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Sloan School of Management.
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Description
"First draft: November 1988. Latest revision: April 1989."
Date issued
1989
URI
http://hdl.handle.net/1721.1/47826
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
econometricanaly00loan
Series/Report no.
Working paper (Sloan School of Management) ; 3003-89.
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