An ordered probit analysis of transaction stock prices
By: Jerry A. Hausman, Andrew W. Lo, A. Craig MacKinlay.
Contributors: Lo, Andrew W.; MacKinlay, Archie Craig, 1955-; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3888; Working paper series (National Bureau of Economic Research) -- working paper no. 3888.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Stocks -- Prices -- United States -- Econometric models.
Notes: "October 1991."

Includes bibliographical references (p. 39-41).

Binghamton University Libraries' copy bound with: Are real house prices likely to decline by 47 percent?