An ordered probit analysis of transaction stock prices

Authors
Jerry A. Hausman Andrew W. Lo A. Craig MacKinlay
Citation
Jerry A. Hausman et al., An ordered probit analysis of transaction stock prices, Journal of financial economics, 31(03), 1992, pp. 319
Journal title
Journal of financial economics → ACNP
ISSN journal
0304405X
Volume
31
Issue
03
Year of publication
1992
Database
ICR
SICI code
0304-405X(1992)31:03<319:AOPAOT>2.0.ZU;2-7