An ordered probit analysis of transaction stock prices

Author(s)
Hausman, Jerry A.; Lo, Andrew W.; Craig, MacKinley A.
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Massachusetts Institute of Technology. Dept. of Economics
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Description
Latest Revision: Oct. 1991
Date issued
1991
URI
http://hdl.handle.net/1721.1/64003
Publisher
Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
orderedprobitana00haus
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 593
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