An econometric analysis of nonsynchronous trading
By: by Andrew W. Lo and A. Craig MacKinlay.
Contributors: MacKinlay, Archie Craig, 1955-.; Sloan School of Management.
Series: Working paper -- no. 3003-89-EFA; Working paper (Sloan School of Management) -- 3003-89.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Published: 1989
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 33
Other titles: Nonsynchronous trading, An econometric analysis of.; Econometric analysis of nonsynchronous-trading.