An ordered probit analysis of transaction stock prices
Authors
Publication date
1 January 1990
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Abstract
"Latest revision: January 1991."Includes bibliographical references (p. 27-28).Supported by the Batterymarch Fellowship, the Geewax-Terker Investments Research Fund and the Q Group. Supported by the National Science Foundation. SES-8618769 SES-8821583by Jerry Hausman, Andrew W. Lo, and A. Craig MacKinlay
