An ordered probit analysis of transaction stock prices
Authors:
- Jerry A. HausmanJHJerry A. Hausman
- Andrew W. LoALAndrew W. Lo
- A.Craig MacKinlayAMA.Craig MacKinlay
- 1 June 1992
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 31 (3) , 319-379
Abstract
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This publication has 44 references indexed in Scilit:
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